Let $\hat\Sigma=\frac{1}{n}\sum_{i=1}^n X_i\otimes X_i$ denote the sample covariance operator of centered i.i.d.~observations $X_1,\dots,X_n$ in a real separable Hilbert space, and let $\Sigma=\mathbb{E}(X_1\otimes X_1)$. The focus of this paper is to understand how well the bootstrap can approximate the distribution of the operator norm error $\sqrt n\|\hat\Sigma-\Sigma\|_{\text{op}}$, in settings where the eigenvalues of $\Sigma$ decay as $\lambda_j(\Sigma)\asymp j^{-2\beta}$ for some fixed parameter $\beta>1/2$. Our main result shows that the bootstrap can approximate the distribution of $\sqrt n\|\hat\Sigma-\Sigma\|_{\text{op}}$ at a rate of order $n^{-\frac{\beta-1/2}{2\beta+4+\epsilon}}$ with respect to the Kolmogorov metric, for any fixed $\epsilon>0$. In particular, this shows that the bootstrap can achieve near $n^{-1/2}$ rates in the regime of large $\beta$ -- which substantially improves on previous near $n^{-1/6}$ rates in the same regime. In addition to obtaining faster rates, our analysis leverages a fundamentally different perspective based on coordinate-free techniques. Moreover, our result holds in greater generality, and we propose a model that is compatible with both elliptical and Mar\v{c}enko-Pastur models in high-dimensional Euclidean spaces, which may be of independent interest.
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Let $\mathcal{P}$ be a simple polygon with $m$ vertices and let $P$ be a set of $n$ points inside $\mathcal{P}$. We prove that there exists, for any $\varepsilon>0$, a set $\mathcal{C} \subset P$ of size $O(1/\varepsilon^2)$ such that the following holds: for any query point $q$ inside the polygon $\mathcal{P}$, the geodesic distance from $q$ to its furthest neighbor in $\mathcal{C}$ is at least $1-\varepsilon$ times the geodesic distance to its further neighbor in $P$. Thus the set $\mathcal{C}$ can be used for answering $\varepsilon$-approximate furthest-neighbor queries with a data structure whose storage requirement is independent of the size of $P$. The coreset can be constructed in $O\left(\frac{1}{\varepsilon} \left( n\log(1/\varepsilon) + (n+m)\log(n+m)\right) \right)$ time.
The optimization of a black-box simulator over control parameters $\mathbf{x}$ arises in a myriad of scientific applications. In such applications, the simulator often takes the form $f(\mathbf{x},\boldsymbol{\theta})$, where $\boldsymbol{\theta}$ are parameters that are uncertain in practice. Robust optimization aims to optimize the objective $\mathbb{E}[f(\mathbf{x},\boldsymbol{\Theta})]$, where $\boldsymbol{\Theta} \sim \mathcal{P}$ is a random variable that models uncertainty on $\boldsymbol{\theta}$. For this, existing black-box methods typically employ a two-stage approach for selecting the next point $(\mathbf{x},\boldsymbol{\theta})$, where $\mathbf{x}$ and $\boldsymbol{\theta}$ are optimized separately via different acquisition functions. As such, these approaches do not employ a joint acquisition over $(\mathbf{x},\boldsymbol{\theta})$, and thus may fail to fully exploit control-to-noise interactions for effective robust optimization. To address this, we propose a new Bayesian optimization method called Targeted Variance Reduction (TVR). The TVR leverages a novel joint acquisition function over $(\mathbf{x},\boldsymbol{\theta})$, which targets variance reduction on the objective within the desired region of improvement. Under a Gaussian process surrogate on $f$, the TVR acquisition can be evaluated in closed form, and reveals an insightful exploration-exploitation-precision trade-off for robust black-box optimization. The TVR can further accommodate a broad class of non-Gaussian distributions on $\mathcal{P}$ via a careful integration of normalizing flows. We demonstrate the improved performance of TVR over the state-of-the-art in a suite of numerical experiments and an application to the robust design of automobile brake discs under operational uncertainty.
The $(k, z)$-Clustering problem in Euclidean space $\mathbb{R}^d$ has been extensively studied. Given the scale of data involved, compression methods for the Euclidean $(k, z)$-Clustering problem, such as data compression and dimension reduction, have received significant attention in the literature. However, the space complexity of the clustering problem, specifically, the number of bits required to compress the cost function within a multiplicative error $\varepsilon$, remains unclear in existing literature. This paper initiates the study of space complexity for Euclidean $(k, z)$-Clustering and offers both upper and lower bounds. Our space bounds are nearly tight when $k$ is constant, indicating that storing a coreset, a well-known data compression approach, serves as the optimal compression scheme. Furthermore, our lower bound result for $(k, z)$-Clustering establishes a tight space bound of $\Theta( n d )$ for terminal embedding, where $n$ represents the dataset size. Our technical approach leverages new geometric insights for principal angles and discrepancy methods, which may hold independent interest.
We design a deterministic subexponential time algorithm that takes as input a multivariate polynomial $f$ computed by a constant-depth circuit over rational numbers, and outputs a list $L$ of circuits (of unbounded depth and possibly with division gates) that contains all irreducible factors of $f$ computable by constant-depth circuits. This list $L$ might also include circuits that are spurious: they either do not correspond to factors of $f$ or are not even well-defined, e.g. the input to a division gate is a sub-circuit that computes the identically zero polynomial. The key technical ingredient of our algorithm is a notion of the pseudo-resultant of $f$ and a factor $g$, which serves as a proxy for the resultant of $g$ and $f/g$, with the advantage that the circuit complexity of the pseudo-resultant is comparable to that of the circuit complexity of $f$ and $g$. This notion, which might be of independent interest, together with the recent results of Limaye, Srinivasan and Tavenas, helps us derandomize one key step of multivariate polynomial factorization algorithms - that of deterministically finding a good starting point for Newton Iteration for the case when the input polynomial as well as the irreducible factor of interest have small constant-depth circuits.
It is a longstanding conjecture that every simple drawing of a complete graph on $n \geq 3$ vertices contains a crossing-free Hamiltonian cycle. We strengthen this conjecture to "there exists a crossing-free Hamiltonian path between each pair of vertices" and show that this stronger conjecture holds for several classes of simple drawings, including strongly c-monotone drawings and cylindrical drawings. As a second main contribution, we give an overview on different classes of simple drawings and investigate inclusion relations between them up to weak isomorphism.
For positive integers $d$ and $p$ such that $d \ge p$, we obtain complete asymptotic expansions, for large $d$, of the normalizing constants for the matrix Bingham and matrix Langevin distributions on Stiefel manifolds. The accuracy of each truncated expansion is strictly increasing in $d$; also, for sufficiently large $d$, the accuracy is strictly increasing in $m$, the number of terms in the truncated expansion. We apply these results to obtain the rate of convergence of these asymptotic expansions if both $d, p \to \infty$. Using values of $d$ and $p$ arising in various data sets, we illustrate the rate of convergence of the truncated approximations as $d$ or $m$ increases. These results extend our recent work on asymptotic expansions for the normalizing constants of the high-dimensional Bingham distributions.
We study computationally-hard fundamental motion planning problems where the goal is to translate $k$ axis-aligned rectangular robots from their initial positions to their final positions without collision, and with the minimum number of translation moves. Our aim is to understand the interplay between the number of robots and the geometric complexity of the input instance measured by the input size, which is the number of bits needed to encode the coordinates of the rectangles' vertices. We focus on axis-aligned translations, and more generally, translations restricted to a given set of directions, and we study the two settings where the robots move in the free plane, and where they are confined to a bounding box. We obtain fixed-parameter tractable (FPT) algorithms parameterized by $k$ for all the settings under consideration. In the case where the robots move serially (i.e., one in each time step) and axis-aligned, we prove a structural result stating that every problem instance admits an optimal solution in which the moves are along a grid, whose size is a function of $k$, that can be defined based on the input instance. This structural result implies that the problem is fixed-parameter tractable parameterized by $k$. We also consider the case in which the robots move in parallel (i.e., multiple robots can move during the same time step), and which falls under the category of Coordinated Motion Planning problems. Finally, we show that, when the robots move in the free plane, the FPT results for the serial motion case carry over to the case where the translations are restricted to any given set of directions.
We study symmetric tensor decompositions, i.e., decompositions of the form $T = \sum_{i=1}^r u_i^{\otimes 3}$ where $T$ is a symmetric tensor of order 3 and $u_i \in \mathbb{C}^n$.In order to obtain efficient decomposition algorithms, it is necessary to require additional properties from $u_i$. In this paper we assume that the $u_i$ are linearly independent. This implies $r \leq n$,that is, the decomposition of T is undercomplete. We give a randomized algorithm for the following problem in the exact arithmetic model of computation: Let $T$ be an order-3 symmetric tensor that has an undercomplete decomposition.Then given some $T'$ close to $T$, an accuracy parameter $\varepsilon$, and an upper bound B on the condition number of the tensor, output vectors $u'_i$ such that $||u_i - u'_i|| \leq \varepsilon$ (up to permutation and multiplication by cube roots of unity) with high probability. The main novel features of our algorithm are: 1) We provide the first algorithm for this problem that runs in linear time in the size of the input tensor. More specifically, it requires $O(n^3)$ arithmetic operations for all accuracy parameters $\varepsilon =$ 1/poly(n) and B = poly(n). 2) Our algorithm is robust, that is, it can handle inverse-quasi-polynomial noise (in $n$,B,$\frac{1}{\varepsilon}$) in the input tensor. 3) We present a smoothed analysis of the condition number of the tensor decomposition problem. This guarantees that the condition number is low with high probability and further shows that our algorithm runs in linear time, except for some rare badly conditioned inputs. Our main algorithm is a reduction to the complete case ($r=n$) treated in our previous work [Koiran,Saha,CIAC 2023]. For efficiency reasons we cannot use this algorithm as a blackbox. Instead, we show that it can be run on an implicitly represented tensor obtained from the input tensor by a change of basis.
It is well known that any graph admits a crossing-free straight-line drawing in $\mathbb{R}^3$ and that any planar graph admits the same even in $\mathbb{R}^2$. For a graph $G$ and $d \in \{2,3\}$, let $\rho^1_d(G)$ denote the smallest number of lines in $\mathbb{R}^d$ whose union contains a crossing-free straight-line drawing of $G$. For $d=2$, $G$ must be planar. Similarly, let $\rho^2_3(G)$ denote the smallest number of planes in $\mathbb{R}^3$ whose union contains a crossing-free straight-line drawing of $G$. We investigate the complexity of computing these three parameters and obtain the following hardness and algorithmic results. - For $d\in\{2,3\}$, we prove that deciding whether $\rho^1_d(G)\le k$ for a given graph $G$ and integer $k$ is ${\exists\mathbb{R}}$-complete. - Since $\mathrm{NP}\subseteq{\exists\mathbb{R}}$, deciding $\rho^1_d(G)\le k$ is NP-hard for $d\in\{2,3\}$. On the positive side, we show that the problem is fixed-parameter tractable with respect to $k$. - Since ${\exists\mathbb{R}}\subseteq\mathrm{PSPACE}$, both $\rho^1_2(G)$ and $\rho^1_3(G)$ are computable in polynomial space. On the negative side, we show that drawings that are optimal with respect to $\rho^1_2$ or $\rho^1_3$ sometimes require irrational coordinates. - We prove that deciding whether $\rho^2_3(G)\le k$ is NP-hard for any fixed $k \ge 2$. Hence, the problem is not fixed-parameter tractable with respect to $k$ unless $\mathrm{P}=\mathrm{NP}$.
This paper intends to apply the sample-average-approximation (SAA) scheme to solve a system of stochastic equations (SSE), which has many applications in a variety of fields. The SAA is an effective paradigm to address risks and uncertainty in stochastic models from the perspective of Monte Carlo principle. Nonetheless, a numerical conflict arises from the sample size of SAA when one has to make a tradeoff between the accuracy of solutions and the computational cost. To alleviate this issue, we incorporate a gradually reinforced SAA scheme into a differentiable homotopy method and develop a gradually reinforced sample-average-approximation (GRSAA) differentiable homotopy method in this paper. By introducing a series of continuously differentiable functions of the homotopy parameter $t$ ranging between zero and one, we establish a differentiable homotopy system, which is able to gradually increase the sample size of SAA as $t$ descends from one to zero. The set of solutions to the homotopy system contains an everywhere smooth path, which starts from an arbitrary point and ends at a solution to the SAA with any desired accuracy. The GRSAA differentiable homotopy method serves as a bridge to link the gradually reinforced SAA scheme and a differentiable homotopy method and retains the nice property of global convergence the homotopy method possesses while greatly reducing the computational cost for attaining a desired solution to the original SSE. Several numerical experiments further confirm the effectiveness and efficiency of the proposed method.
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