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Uncertainty in physical parameters can make the solution of forward or inverse light scattering problems in astrophysical, biological, and atmospheric sensing applications, cost prohibitive for real-time applications. For example, given a probability density in the parametric space of dimensions, refractive index and wavelength, the number of required evaluations for the expected scattering increases dramatically. In the case of dielectric and weakly absorbing spherical particles (both homogeneous and layered), we begin with a Fraunhofer approximation of the scattering coefficients consisting of Riccati-Bessel functions, and reduce it into simpler nested trigonometric approximations. They provide further computational advantages when parameterized on lines of constant optical path lengths. This can reduce the cost of evaluations by large factors $\approx$ 50, without a loss of accuracy in the integrals of these scattering coefficients. We analyze the errors of the proposed approximation, and present numerical results for a set of forward problems as a demonstration.

Let $f$ be a nonnegative integer valued function on the vertex set of a graph. A graph is \textbf{strictly $f$-degenerate} if each nonempty subgraph $\Gamma$ has a vertex $v$ such that $\mathrm{deg}_{\Gamma}(v) < f(v)$. In this paper, we define a new concept, strictly $f$-degenerate transversal, which generalizes list coloring, signed coloring, DP-coloring, $L$-forested-coloring, and $(f_{1}, f_{2}, \dots, f_{s})$-partition. A \textbf{cover} of a graph $G$ is a graph $H$ with vertex set $V(H) = \bigcup_{v \in V(G)} X_{v}$, where $X_{v} = \{(v, 1), (v, 2), \dots, (v, s)\}$; the edge set $\mathscr{M} = \bigcup_{uv \in E(G)}\mathscr{M}_{uv}$, where $\mathscr{M}_{uv}$ is a matching between $X_{u}$ and $X_{v}$. A vertex set $R \subseteq V(H)$ is a \textbf{transversal} of $H$ if $|R \cap X_{v}| = 1$ for each $v \in V(G)$. A transversal $R$ is a \textbf{strictly $f$-degenerate transversal} if $H[R]$ is strictly $f$-degenerate. The main result of this paper is a degree type result, which generalizes Brooks' theorem, Gallai's theorem, degree-choosable result, signed degree-colorable result, and DP-degree-colorable result. We also give some structural results on critical graphs with respect to strictly $f$-degenerate transversal. Using these results, we can uniformly prove many new and known results. In the final section, we pose some open problems.

This paper builds the clustering model of measures of market microstructure features which are popular in predicting stock returns. In a 10-second time-frequency, we study the clustering structure of different measures to find out the best ones for predicting. In this way, we can predict more accurately with a limited number of predictors, which removes the noise and makes the model more interpretable.

The main subjects of this text are: (1) Generalization of concepts and operations, like distance and size, to situations where they are not definable in the usual way. (2) A pragmatic theory of handling contradictions using reliability of the information sources. (3) Relation of formal semantics to brain processes. (4) Remarks on Yablo's coding of the liar paradox in infinite acyclic graphs.

We study the problem of learning in the stochastic shortest path (SSP) setting, where an agent seeks to minimize the expected cost accumulated before reaching a goal state. We design a novel model-based algorithm EB-SSP that carefully skews the empirical transitions and perturbs the empirical costs with an exploration bonus to guarantee both optimism and convergence of the associated value iteration scheme. We prove that EB-SSP achieves the minimax regret rate $\widetilde{O}(B_{\star} \sqrt{S A K})$, where $K$ is the number of episodes, $S$ is the number of states, $A$ is the number of actions and $B_{\star}$ bounds the expected cumulative cost of the optimal policy from any state, thus closing the gap with the lower bound. Interestingly, EB-SSP obtains this result while being parameter-free, i.e., it does not require any prior knowledge of $B_{\star}$, nor of $T_{\star}$ which bounds the expected time-to-goal of the optimal policy from any state. Furthermore, we illustrate various cases (e.g., positive costs, or general costs when an order-accurate estimate of $T_{\star}$ is available) where the regret only contains a logarithmic dependence on $T_{\star}$, thus yielding the first horizon-free regret bound beyond the finite-horizon MDP setting.

Learning a faithful directed acyclic graph (DAG) from samples of a joint distribution is a challenging combinatorial problem, owing to the intractable search space superexponential in the number of graph nodes. A recent breakthrough formulates the problem as a continuous optimization with a structural constraint that ensures acyclicity (Zheng et al., 2018). The authors apply the approach to the linear structural equation model (SEM) and the least-squares loss function that are statistically well justified but nevertheless limited. Motivated by the widespread success of deep learning that is capable of capturing complex nonlinear mappings, in this work we propose a deep generative model and apply a variant of the structural constraint to learn the DAG. At the heart of the generative model is a variational autoencoder parameterized by a novel graph neural network architecture, which we coin DAG-GNN. In addition to the richer capacity, an advantage of the proposed model is that it naturally handles discrete variables as well as vector-valued ones. We demonstrate that on synthetic data sets, the proposed method learns more accurate graphs for nonlinearly generated samples; and on benchmark data sets with discrete variables, the learned graphs are reasonably close to the global optima. The code is available at \url{//github.com/fishmoon1234/DAG-GNN}.

We present a new clustering method in the form of a single clustering equation that is able to directly discover groupings in the data. The main proposition is that the first neighbor of each sample is all one needs to discover large chains and finding the groups in the data. In contrast to most existing clustering algorithms our method does not require any hyper-parameters, distance thresholds and/or the need to specify the number of clusters. The proposed algorithm belongs to the family of hierarchical agglomerative methods. The technique has a very low computational overhead, is easily scalable and applicable to large practical problems. Evaluation on well known datasets from different domains ranging between 1077 and 8.1 million samples shows substantial performance gains when compared to the existing clustering techniques.

Tensor factorization has become an increasingly popular approach to knowledge graph completion(KGC), which is the task of automatically predicting missing facts in a knowledge graph. However, even with a simple model like CANDECOMP/PARAFAC(CP) tensor decomposition, KGC on existing knowledge graphs is impractical in resource-limited environments, as a large amount of memory is required to store parameters represented as 32-bit or 64-bit floating point numbers. This limitation is expected to become more stringent as existing knowledge graphs, which are already huge, keep steadily growing in scale. To reduce the memory requirement, we present a method for binarizing the parameters of the CP tensor decomposition by introducing a quantization function to the optimization problem. This method replaces floating point-valued parameters with binary ones after training, which drastically reduces the model size at run time. We investigate the trade-off between the quality and size of tensor factorization models for several KGC benchmark datasets. In our experiments, the proposed method successfully reduced the model size by more than an order of magnitude while maintaining the task performance. Moreover, a fast score computation technique can be developed with bitwise operations.

The Normalized Cut (NCut) objective function, widely used in data clustering and image segmentation, quantifies the cost of graph partitioning in a way that biases clusters or segments that are balanced towards having lower values than unbalanced partitionings. However, this bias is so strong that it avoids any singleton partitions, even when vertices are very weakly connected to the rest of the graph. Motivated by the B\"uhler-Hein family of balanced cut costs, we propose the family of Compassionately Conservative Balanced (CCB) Cut costs, which are indexed by a parameter that can be used to strike a compromise between the desire to avoid too many singleton partitions and the notion that all partitions should be balanced. We show that CCB-Cut minimization can be relaxed into an orthogonally constrained $\ell_{\tau}$-minimization problem that coincides with the problem of computing Piecewise Flat Embeddings (PFE) for one particular index value, and we present an algorithm for solving the relaxed problem by iteratively minimizing a sequence of reweighted Rayleigh quotients (IRRQ). Using images from the BSDS500 database, we show that image segmentation based on CCB-Cut minimization provides better accuracy with respect to ground truth and greater variability in region size than NCut-based image segmentation.

Discrete random structures are important tools in Bayesian nonparametrics and the resulting models have proven effective in density estimation, clustering, topic modeling and prediction, among others. In this paper, we consider nested processes and study the dependence structures they induce. Dependence ranges between homogeneity, corresponding to full exchangeability, and maximum heterogeneity, corresponding to (unconditional) independence across samples. The popular nested Dirichlet process is shown to degenerate to the fully exchangeable case when there are ties across samples at the observed or latent level. To overcome this drawback, inherent to nesting general discrete random measures, we introduce a novel class of latent nested processes. These are obtained by adding common and group-specific completely random measures and, then, normalising to yield dependent random probability measures. We provide results on the partition distributions induced by latent nested processes, and develop an Markov Chain Monte Carlo sampler for Bayesian inferences. A test for distributional homogeneity across groups is obtained as a by product. The results and their inferential implications are showcased on synthetic and real data.