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Given a set $P$ of $n$ points in the plane, the $k$-center problem is to find $k$ congruent disks of minimum possible radius such that their union covers all the points in $P$. The $2$-center problem is a special case of the $k$-center problem that has been extensively studied in the recent past \cite{CAHN,HT,SH}. In this paper, we consider a generalized version of the $2$-center problem called \textit{proximity connected} $2$-center (PCTC) problem. In this problem, we are also given a parameter $\delta\geq 0$ and we have the additional constraint that the distance between the centers of the disks should be at most $\delta$. Note that when $\delta=0$, the PCTC problem is reduced to the $1$-center(minimum enclosing disk) problem and when $\delta$ tends to infinity, it is reduced to the $2$-center problem. The PCTC problem first appeared in the context of wireless networks in 1992 \cite{ACN0}, but obtaining a nontrivial deterministic algorithm for the problem remained open. In this paper, we resolve this open problem by providing a deterministic $O(n^2\log n)$ time algorithm for the problem.

Linear mixed models (LMMs) are instrumental for regression analysis with structured dependence, such as grouped, clustered, or multilevel data. However, selection among the covariates--while accounting for this structured dependence--remains a challenge. We introduce a Bayesian decision analysis for subset selection with LMMs. Using a Mahalanobis loss function that incorporates the structured dependence, we derive optimal linear coefficients for (i) any given subset of variables and (ii) all subsets of variables that satisfy a cardinality constraint. Crucially, these estimates inherit shrinkage or regularization and uncertainty quantification from the underlying Bayesian model, and apply for any well-specified Bayesian LMM. More broadly, our decision analysis strategy deemphasizes the role of a single "best" subset, which is often unstable and limited in its information content, and instead favors a collection of near-optimal subsets. This collection is summarized by key member subsets and variable-specific importance metrics. Customized subset search and out-of-sample approximation algorithms are provided for more scalable computing. These tools are applied to simulated data and a longitudinal physical activity dataset, and demonstrate excellent prediction, estimation, and selection ability.

We propose a decomposition method for the spectral peaks in an observed frequency spectrum, which is efficiently acquired by utilizing the Fast Fourier Transform. In contrast to the traditional methods of waveform fitting on the spectrum, we optimize the problem from a more robust perspective. We model the peaks in spectrum as pseudo-symmetric functions, where the only constraint is a nonincreasing behavior around a central frequency when the distance increases. Our approach is more robust against arbitrary distortion, interference and noise on the spectrum that may be caused by an observation system. The time complexity of our method is linear, i.e., $O(N)$ per extracted spectral peak. Moreover, the decomposed spectral peaks show a pseudo-orthogonal behavior, where they conform to a power preserving equality.

The success of large-scale models in recent years has increased the importance of statistical models with numerous parameters. Several studies have analyzed over-parameterized linear models with high-dimensional data that may not be sparse; however, existing results depend on the independent setting of samples. In this study, we analyze a linear regression model with dependent time series data under over-parameterization settings. We consider an estimator via interpolation and developed a theory for excess risk of the estimator under multiple dependence types. This theory can treat infinite-dimensional data without sparsity and handle long-memory processes in a unified manner. Moreover, we bound the risk in our theory via the integrated covariance and nondegeneracy of autocorrelation matrices. The results show that the convergence rate of risks with short-memory processes is identical to that of cases with independent data, while long-memory processes slow the convergence rate. We also present several examples of specific dependent processes that can be applied to our setting.

Many existing algorithms for streaming geometric data analysis have been plagued by exponential dependencies in the space complexity, which are undesirable for processing high-dimensional data sets. In particular, once $d\geq\log n$, there are no known non-trivial streaming algorithms for problems such as maintaining convex hulls and L\"owner-John ellipsoids of $n$ points, despite a long line of work in streaming computational geometry since [AHV04]. We simultaneously improve these results to $\mathrm{poly}(d,\log n)$ bits of space by trading off with a $\mathrm{poly}(d,\log n)$ factor distortion. We achieve these results in a unified manner, by designing the first streaming algorithm for maintaining a coreset for $\ell_\infty$ subspace embeddings with $\mathrm{poly}(d,\log n)$ space and $\mathrm{poly}(d,\log n)$ distortion. Our algorithm also gives similar guarantees in the \emph{online coreset} model. Along the way, we sharpen results for online numerical linear algebra by replacing a log condition number dependence with a $\log n$ dependence, answering a question of [BDM+20]. Our techniques provide a novel connection between leverage scores, a fundamental object in numerical linear algebra, and computational geometry. For $\ell_p$ subspace embeddings, we give nearly optimal trade-offs between space and distortion for one-pass streaming algorithms. For instance, we give a deterministic coreset using $O(d^2\log n)$ space and $O((d\log n)^{1/2-1/p})$ distortion for $p>2$, whereas previous deterministic algorithms incurred a $\mathrm{poly}(n)$ factor in the space or the distortion [CDW18]. Our techniques have implications in the offline setting, where we give optimal trade-offs between the space complexity and distortion of subspace sketch data structures. To do this, we give an elementary proof of a "change of density" theorem of [LT80] and make it algorithmic.

In this work, we focus on the high-dimensional trace regression model with a low-rank coefficient matrix. We establish a nearly optimal in-sample prediction risk bound for the rank-constrained least-squares estimator under no assumptions on the design matrix. Lying at the heart of the proof is a covering number bound for the family of projection operators corresponding to the subspaces spanned by the design. By leveraging this complexity result, we perform a power analysis for a permutation test on the existence of a low-rank signal under the high-dimensional trace regression model. We show that the permutation test based on the rank-constrained least-squares estimator achieves non-trivial power with no assumptions on the minimum (restricted) eigenvalue of the covariance matrix of the design. Finally, we use alternating minimization to approximately solve the rank-constrained least-squares problem to evaluate its empirical in-sample prediction risk and power of the resulting permutation test in our numerical study.

In the storied Colonel Blotto game, two colonels allocate $a$ and $b$ troops, respectively, to $k$ distinct battlefields. A colonel wins a battle if they assign more troops to that particular battle, and each colonel seeks to maximize their total number of victories. Despite the problem's formulation in 1921, the first polynomial-time algorithm to compute Nash equilibrium (NE) strategies for this game was discovered only quite recently. In 2016, \citep{ahmadinejad_dehghani_hajiaghayi_lucier_mahini_seddighin_2019} formulated a breakthrough algorithm to compute NE strategies for the Colonel Blotto game\footnote{To the best of our knowledge, the algorithm from \citep{ahmadinejad_dehghani_hajiaghayi_lucier_mahini_seddighin_2019} has computational complexity $O(k^{14}\max\{a,b\}^{13})$}, receiving substantial media coverage (e.g. \citep{Insider}, \citep{NSF}, \citep{ScienceDaily}). In this work, we present the first known $\epsilon$-approximation algorithm to compute NE strategies in the two-player Colonel Blotto game in runtime $\widetilde{O}(\epsilon^{-4} k^8 \max\{a,b\}^2)$ for arbitrary settings of these parameters. Moreover, this algorithm computes approximate coarse correlated equilibrium strategies in the multiplayer (continuous and discrete) Colonel Blotto game (when there are $\ell > 2$ colonels) with runtime $\widetilde{O}(\ell \epsilon^{-4} k^8 n^2 + \ell^2 \epsilon^{-2} k^3 n (n+k))$, where $n$ is the maximum troop count. Before this work, no polynomial-time algorithm was known to compute exact or approximate equilibrium (in any sense) strategies for multiplayer Colonel Blotto with arbitrary parameters. Our algorithm computes these approximate equilibria by a novel (to the author's knowledge) sampling technique with which we implicitly perform multiplicative weights update over the exponentially many strategies available to each player.

Dynamic Linear Models (DLMs) are commonly employed for time series analysis due to their versatile structure, simple recursive updating, ability to handle missing data, and probabilistic forecasting. However, the options for count time series are limited: Gaussian DLMs require continuous data, while Poisson-based alternatives often lack sufficient modeling flexibility. We introduce a novel semiparametric methodology for count time series by warping a Gaussian DLM. The warping function has two components: a (nonparametric) transformation operator that provides distributional flexibility and a rounding operator that ensures the correct support for the discrete data-generating process. We develop conjugate inference for the warped DLM, which enables analytic and recursive updates for the state space filtering and smoothing distributions. We leverage these results to produce customized and efficient algorithms for inference and forecasting, including Monte Carlo simulation for offline analysis and an optimal particle filter for online inference. This framework unifies and extends a variety of discrete time series models and is valid for natural counts, rounded values, and multivariate observations. Simulation studies illustrate the excellent forecasting capabilities of the warped DLM. The proposed approach is applied to a multivariate time series of daily overdose counts and demonstrates both modeling and computational successes.

A palindromic substring $T[i.. j]$ of a string $T$ is said to be a shortest unique palindromic substring (SUPS) in $T$ for an interval $[p, q]$ if $T[i.. j]$ is a shortest one such that $T[i.. j]$ occurs only once in $T$, and $[i, j]$ contains $[p, q]$. The SUPS problem is, given a string $T$ of length $n$, to construct a data structure that can compute all the SUPSs for any given query interval. It is known that any SUPS query can be answered in $O(\alpha)$ time after $O(n)$-time preprocessing, where $\alpha$ is the number of SUPSs to output [Inoue et al., 2018]. In this paper, we first show that $\alpha$ is at most $4$, and the upper bound is tight. Also, we present an algorithm to solve the SUPS problem for a sliding window that can answer any query in $O(\log\log W)$ time and update data structures in amortized $O(\log\sigma)$ time, where $W$ is the size of the window, and $\sigma$ is the alphabet size. Furthermore, we consider the SUPS problem in the after-edit model and present an efficient algorithm. Namely, we present an algorithm that uses $O(n)$ time for preprocessing and answers any $k$ SUPS queries in $O(\log n\log\log n + k\log\log n)$ time after single character substitution. As a by-product, we propose a fully-dynamic data structure for range minimum queries (RmQs) with a constraint where the width of each query range is limited to polylogarithmic. The constrained RmQ data structure can answer such a query in constant time and support a single-element edit operation in amortized constant time.

It is shown, with two sets of indicators that separately load on two distinct factors, independent of one another conditional on the past, that if it is the case that at least one of the factors causally affects the other, then, in many settings, the process will converge to a factor model in which a single factor will suffice to capture the covariance structure among the indicators. Factor analysis with one wave of data can then not distinguish between factor models with a single factor versus those with two factors that are causally related. Therefore, unless causal relations between factors can be ruled out a priori, alleged empirical evidence from one-wave factor analysis for a single factor still leaves open the possibilities of a single factor or of two factors that causally affect one another. The implications for interpreting the factor structure of psychological scales, such as self-report scales for anxiety and depression, or for happiness and purpose, are discussed. The results are further illustrated through simulations to gain insight into the practical implications of the results in more realistic settings prior to the convergence of the processes. Some further generalizations to an arbitrary number of underlying factors are noted.