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The Analyst's Traveling Salesman Problem asks for conditions under which a (finite or infinite) subset of $\mathbb{R}^N$ is contained on a curve of finite length. We show that for finite sets, the algorithm constructed by Schul (2007)and Badger-Naples-Vellis (2019) that solves the Analyst's Traveling Salesman Problem has polynomial time complexity and we determine the sharp exponent.

Given a metric space $\mathcal{M}=(X,\delta)$, a weighted graph $G$ over $X$ is a metric $t$-spanner of $\mathcal{M}$ if for every $u,v \in X$, $\delta(u,v)\le d_G(u,v)\le t\cdot \delta(u,v)$, where $d_G$ is the shortest path metric in $G$. In this paper, we construct spanners for finite sets in metric spaces in the online setting. Here, we are given a sequence of points $(s_1, \ldots, s_n)$, where the points are presented one at a time (i.e., after $i$ steps, we saw $S_i = \{s_1, \ldots , s_i\}$). The algorithm is allowed to add edges to the spanner when a new point arrives, however, it is not allowed to remove any edge from the spanner. The goal is to maintain a $t$-spanner $G_i$ for $S_i$ for all $i$, while minimizing the number of edges, and their total weight. We construct online $(1+\varepsilon)$-spanners in Euclidean $d$-space, $(2k-1)(1+\varepsilon)$-spanners for general metrics, and $(2+\varepsilon)$-spanners for ultrametrics. Most notably, in Euclidean plane, we construct a $(1+\varepsilon)$-spanner with competitive ratio $O(\varepsilon^{-3/2}\log\varepsilon^{-1}\log n)$, bypassing the classic lower bound $\Omega(\varepsilon^{-2})$ for lightness, which compares the weight of the spanner, to that of the MST.

The paper primarily addressed the problem of linear representation, invertibility, and construction of the compositional inverse for non-linear maps over finite fields. Though there is vast literature available for the invertibility of polynomials and construction of inverses of permutation polynomials over $\mathbb{F}$, this paper explores a completely new approach using the dual map defined through the Koopman operator. This helps define the linear representation of the non-linear map,, which helps translate the map's non-linear compositions to a linear algebraic framework. The linear representation, defined over the space of functions, naturally defines a notion of linear complexity for non-linear maps, which can be viewed as a measure of computational complexity associated with such maps. The framework of linear representation is then extended to parameter dependent maps over $\mathbb{F}$, and the conditions on parametric invertibility of such maps are established, leading to a construction of a parametric inverse map (under composition). It is shown that the framework can be extended to multivariate maps over $\mathbb{F}^n$, and the conditions are established for invertibility of such maps, and the inverse is constructed using the linear representation. Further, the problem of linear representation of a group generated by a finite set of permutation maps over $\mathbb{F}^n$ under composition is also solved by extending the theory of linear representation of a single map.

Various forms of sorting problems have been studied over the years. Recently, two kinds of sorting puzzle apps are popularized. In these puzzles, we are given a set of bins filled with colored units, balls or water, and some empty bins. These puzzles allow us to move colored units from a bin to another when the colors involved match in some way or the target bin is empty. The goal of these puzzles is to sort all the color units in order. We investigate computational complexities of these puzzles. We first show that these two puzzles are essentially the same from the viewpoint of solvability. That is, an instance is sortable by ball-moves if and only if it is sortable by water-moves. We also show that every yes-instance has a solution of polynomial length, which implies that these puzzles belong to in NP. We then show that these puzzles are NP-complete. For some special cases, we give polynomial-time algorithms. We finally consider the number of empty bins sufficient for making all instances solvable and give non-trivial upper and lower bounds in terms of the number of filled bins and the capacity of bins.

We consider the problem of estimating the autocorrelation operator of an autoregressive Hilbertian process. By means of a Tikhonov approach, we establish a general result that yields the convergence rate of the estimated autocorrelation operator as a function of the rate of convergence of the estimated lag zero and lag one autocovariance operators. The result is general in that it can accommodate any consistent estimators of the lagged autocovariances. Consequently it can be applied to processes under any mode of observation: complete, discrete, sparse, and/or with measurement errors. An appealing feature is that the result does not require delicate spectral decay assumptions on the autocovariances but instead rests on natural source conditions. The result is illustrated by application to important special cases.

Ensemble methods based on subsampling, such as random forests, are popular in applications due to their high predictive accuracy. Existing literature views a random forest prediction as an infinite-order incomplete U-statistic to quantify its uncertainty. However, these methods focus on a small subsampling size of each tree, which is theoretically valid but practically limited. This paper develops an unbiased variance estimator based on incomplete U-statistics, which allows the tree size to be comparable with the overall sample size, making statistical inference possible in a broader range of real applications. Simulation results demonstrate that our estimators enjoy lower bias and more accurate confidence interval coverage without additional computational costs. We also propose a local smoothing procedure to reduce the variation of our estimator, which shows improved numerical performance when the number of trees is relatively small. Further, we investigate the ratio consistency of our proposed variance estimator under specific scenarios. In particular, we develop a new "double U-statistic" formulation to analyze the Hoeffding decomposition of the estimator's variance.

We address the issue of binary classification in Banach spaces in presence of uncertainty. We show that a number of results from classical support vector machines theory can be appropriately generalised to their robust counterpart in Banach spaces. These include the Representer Theorem, strong duality for the associated Optimization problem as well as their geometric interpretation. Furthermore, we propose a game theoretic interpretation by expressing a Nash equilibrium problem formulation for the more general problem of finding the closest points in two closed convex sets when the underlying space is reflexive and smooth.

We consider the analysis of probability distributions through their associated covariance operators from reproducing kernel Hilbert spaces. We show that the von Neumann entropy and relative entropy of these operators are intimately related to the usual notions of Shannon entropy and relative entropy, and share many of their properties. They come together with efficient estimation algorithms from various oracles on the probability distributions. We also consider product spaces and show that for tensor product kernels, we can define notions of mutual information and joint entropies, which can then characterize independence perfectly, but only partially conditional independence. We finally show how these new notions of relative entropy lead to new upper-bounds on log partition functions, that can be used together with convex optimization within variational inference methods, providing a new family of probabilistic inference methods.

An 11-dimensional family of embedded (4, 5) pairs of explicit 9-stage Runge-Kutta methods with an interpolant of order 5 is derived. Two optimized for efficiency pairs are presented.

Many important real-world problems have action spaces that are high-dimensional, continuous or both, making full enumeration of all possible actions infeasible. Instead, only small subsets of actions can be sampled for the purpose of policy evaluation and improvement. In this paper, we propose a general framework to reason in a principled way about policy evaluation and improvement over such sampled action subsets. This sample-based policy iteration framework can in principle be applied to any reinforcement learning algorithm based upon policy iteration. Concretely, we propose Sampled MuZero, an extension of the MuZero algorithm that is able to learn in domains with arbitrarily complex action spaces by planning over sampled actions. We demonstrate this approach on the classical board game of Go and on two continuous control benchmark domains: DeepMind Control Suite and Real-World RL Suite.