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In the Minmax Set Cover Reconfiguration problem, given a set system $\mathcal{F}$ over a universe and its two covers $\mathcal{C}^\mathsf{start}$ and $\mathcal{C}^\mathsf{goal}$ of size $k$, we wish to transform $\mathcal{C}^\mathsf{start}$ into $\mathcal{C}^\mathsf{goal}$ by repeatedly adding or removing a single set of $\mathcal{F}$ while covering the universe in any intermediate state. Then, the objective is to minimize the maximize size of any intermediate cover during transformation. We prove that Minmax Set Cover Reconfiguration and Minmax Dominating Set Reconfiguration are $\mathsf{PSPACE}$-hard to approximate within a factor of $2-\frac{1}{\operatorname{polyloglog} N}$, where $N$ is the size of the universe and the number of vertices in a graph, respectively, improving upon Ohsaka (SODA 2024) and Karthik C. S. and Manurangsi (2023). This is the first result that exhibits a sharp threshold for the approximation factor of any reconfiguration problem because both problems admit a $2$-factor approximation algorithm as per Ito, Demaine, Harvey, Papadimitriou, Sideri, Uehara, and Uno (Theor. Comput. Sci., 2011). Our proof is based on a reconfiguration analogue of the FGLSS reduction from Probabilistically Checkable Reconfiguration Proofs of Hirahara and Ohsaka (2024). We also prove that for any constant $\varepsilon \in (0,1)$, Minmax Hypergraph Vertex Cover Reconfiguration on $\operatorname{poly}(\varepsilon^{-1})$-uniform hypergraphs is $\mathsf{PSPACE}$-hard to approximate within a factor of $2-\varepsilon$.

The random geometric graph $\mathsf{RGG}(n,\mathbb{S}^{d-1}, p)$ is formed by sampling $n$ i.i.d. vectors $\{V_i\}_{i = 1}^n$ uniformly on $\mathbb{S}^{d-1}$ and placing an edge between pairs of vertices $i$ and $j$ for which $\langle V_i,V_j\rangle \ge \tau^p_d,$ where $\tau^p_d$ is such that the expected density is $p.$ We study the low-degree Fourier coefficients of the distribution $\mathsf{RGG}(n,\mathbb{S}^{d-1}, p)$ and its Gaussian analogue. Our main conceptual contribution is a novel two-step strategy for bounding Fourier coefficients which we believe is more widely applicable to studying latent space distributions. First, we localize the dependence among edges to few fragile edges. Second, we partition the space of latent vector configurations $(\mathsf{RGG}(n,\mathbb{S}^{d-1}, p))^{\otimes n}$ based on the set of fragile edges and on each subset of configurations, we define a noise operator acting independently on edges not incident (in an appropriate sense) to fragile edges. We apply the resulting bounds to: 1) Settle the low-degree polynomial complexity of distinguishing spherical and Gaussian random geometric graphs from Erdos-Renyi both in the case of observing a complete set of edges and in the non-adaptively chosen mask $\mathcal{M}$ model recently introduced by [MVW24]; 2) Exhibit a statistical-computational gap for distinguishing $\mathsf{RGG}$ and the planted coloring model [KVWX23] in a regime when $\mathsf{RGG}$ is distinguishable from Erdos-Renyi; 3) Reprove known bounds on the second eigenvalue of random geometric graphs.

A geometric $t$-spanner $\mathcal{G}$ on a set $S$ of $n$ point sites in a metric space $P$ is a subgraph of the complete graph on $S$ such that for every pair of sites $p,q$ the distance in $\mathcal{G}$ is a most $t$ times the distance $d(p,q)$ in $P$. We call a connection between two sites in the spanner a link. In some settings, such as when $P$ is a simple polygon with $m$ vertices and a link is a shortest path in $P$, links can consist of $\Theta (m)$ segments and thus have non-constant complexity. The total spanner complexity is a recently-introduced measure of how compact a spanner is. In this paper, we study what happens if we are allowed to introduce $k$ Steiner points to reduce the spanner complexity. We study such Steiner spanners in simple polygons, polygonal domains, and edge-weighted trees. Surprisingly, we show that Steiner points have only limited utility. For a spanner that uses $k$ Steiner points, we provide an $\Omega(nm/k)$ lower bound on the worst-case complexity of any $(3-\varepsilon)$-spanner, and an $\Omega(mn^{1/(t+1)}/k^{1/(t+1)})$ lower bound on the worst-case complexity of any $(t-\varepsilon)$-spanner, for any constant $\varepsilon\in (0,1)$ and integer constant $t \geq 2$. These lower bounds hold in all settings. Additionally, we show NP-hardness for the problem of deciding whether a set of sites in a polygonal domain admits a $3$-spanner with a given maximum complexity using $k$ Steiner points. On the positive side, for trees we show how to build a $2t$-spanner that uses $k$ Steiner points and of complexity $O(mn^{1/t}/k^{1/t} + n \log (n/k))$, for any integer $t \geq 1$. We generalize this result to forests, and apply it to obtain a $2\sqrt{2}t$-spanner in a simple polygon or a $6t$-spanner in a polygonal domain, with total complexity $O(mn^{1/t}(\log k)^{1+1/t}/k^{1/t} + n\log^2 n)$.

We show that, for every $k\geq 2$, $C_{2k}$-freeness can be decided in $O(n^{1-1/k})$ rounds in the \CONGEST{} model by a randomized Monte-Carlo distributed algorithm with one-sided error probability $1/3$. This matches the best round-complexities of previously known algorithms for $k\in\{2,3,4,5\}$ by Drucker et al. [PODC'14] and Censor-Hillel et al. [DISC'20], but improves the complexities of the known algorithms for $k>5$ by Eden et al. [DISC'19], which were essentially of the form $\tilde O(n^{1-2/k^2})$. Our algorithm uses colored BFS-explorations with threshold, but with an original \emph{global} approach that enables to overcome a recent impossibility result by Fraigniaud et al. [SIROCCO'23] about using colored BFS-exploration with \emph{local} threshold for detecting cycles. We also show how to quantize our algorithm for achieving a round-complexity $\tilde O(n^{\frac{1}{2}-\frac{1}{2k}})$ in the quantum setting for deciding $C_{2k}$ freeness. Furthermore, this allows us to improve the known quantum complexities of the simpler problem of detecting cycles of length \emph{at most}~$2k$ by van Apeldoorn and de Vos [PODC'22]. Our quantization is in two steps. First, the congestion of our randomized algorithm is reduced, to the cost of reducing its success probability too. Second, the success probability is boosted using a new quantum framework derived from sequential algorithms, namely Monte-Carlo quantum amplification.

We construct explicit pseudorandom generators that fool $n$-variate polynomials of degree at most $d$ over a finite field $\mathbb{F}_q$. The seed length of our generators is $O(d \log n + \log q)$, over fields of size exponential in $d$ and characteristic at least $d(d-1)+1$. Previous constructions such as Bogdanov's (STOC 2005) and Derksen and Viola's (FOCS 2022) had either suboptimal seed length or required the field size to depend on $n$. Our approach follows Bogdanov's paradigm while incorporating techniques from Lecerf's factorization algorithm (J. Symb. Comput. 2007) and insights from the construction of Derksen and Viola regarding the role of indecomposability of polynomials.

In the Determinant Maximization problem, given an $n\times n$ positive semi-definite matrix $\bf{A}$ in $\mathbb{Q}^{n\times n}$ and an integer $k$, we are required to find a $k\times k$ principal submatrix of $\bf{A}$ having the maximum determinant. This problem is known to be NP-hard and further proven to be W[1]-hard with respect to $k$ by Koutis. However, there is still room to explore its parameterized complexity in the restricted case, in the hope of overcoming the general-case parameterized intractability. In this study, we rule out the fixed-parameter tractability of Determinant Maximization even if an input matrix is extremely sparse or low rank, or an approximate solution is acceptable. We first prove that Determinant Maximization is NP-hard and W[1]-hard even if an input matrix is an arrowhead matrix; i.e., the underlying graph formed by nonzero entries is a star, implying that the structural sparsity is not helpful. By contrast, Determinant Maximization is known to be solvable in polynomial time on tridiagonal matrices. Thereafter, we demonstrate the W[1]-hardness with respect to the rank $r$ of an input matrix. Our result is stronger than Koutis' result in the sense that any $k\times k$ principal submatrix is singular whenever $k>r$. We finally give evidence that it is W[1]-hard to approximate Determinant Maximization parameterized by $k$ within a factor of $2^{-c\sqrt{k}}$ for some universal constant $c>0$. Our hardness result is conditional on the Parameterized Inapproximability Hypothesis posed by Lokshtanov, Ramanujan, Saurab, and Zehavi, which asserts that a gap version of Binary Constraint Satisfaction Problem is W[1]-hard. To complement this result, we develop an $\varepsilon$-additive approximation algorithm that runs in $\varepsilon^{-r^2}\cdot r^{O(r^3)}\cdot n^{O(1)}$ time for the rank $r$ of an input matrix, provided that the diagonal entries are bounded.

We propose an $\widetilde{O}(n + 1/\varepsilon)$-time FPTAS (Fully Polynomial-Time Approximation Scheme) for the classical Partition problem. This is the best possible (up to a logarithmic factor) assuming SETH (Strong Exponential Time Hypothesis) [Abboud, Bringmann, Hermelin, and Shabtay'22]. Prior to our work, the best known FPTAS for Partition runs in $\widetilde{O}(n + 1/\varepsilon^{5/4})$ time [Deng, Jin and Mao'23, Wu and Chen'22]. Our result is obtained by solving a more general problem of weakly approximating Subset Sum.

We study the fundamental problem of estimating the mean of a $d$-dimensional distribution with covariance $\Sigma \preccurlyeq \sigma^2 I_d$ given $n$ samples. When $d = 1$, \cite{catoni} showed an estimator with error $(1+o(1)) \cdot \sigma \sqrt{\frac{2 \log \frac{1}{\delta}}{n}}$, with probability $1 - \delta$, matching the Gaussian error rate. For $d>1$, a natural estimator outputs the center of the minimum enclosing ball of one-dimensional confidence intervals to achieve a $1-\delta$ confidence radius of $\sqrt{\frac{2 d}{d+1}} \cdot \sigma \left(\sqrt{\frac{d}{n}} + \sqrt{\frac{2 \log \frac{1}{\delta}}{n}}\right)$, incurring a $\sqrt{\frac{2d}{d+1}}$-factor loss over the Gaussian rate. When the $\sqrt{\frac{d}{n}}$ term dominates by a $\sqrt{\log \frac{1}{\delta}}$ factor, \cite{lee2022optimal-highdim} showed an improved estimator matching the Gaussian rate. This raises a natural question: Is the $\sqrt{\frac{2 d}{d+1}}$ loss \emph{necessary} when the $\sqrt{\frac{2 \log \frac{1}{\delta}}{n}}$ term dominates? We show that the answer is \emph{no} -- we construct an estimator that improves over the above naive estimator by a constant factor. We also consider robust estimation, where an adversary is allowed to corrupt an $\epsilon$-fraction of samples arbitrarily: in this case, we show that the above strategy of combining one-dimensional estimates and incurring the $\sqrt{\frac{2d}{d+1}}$-factor \emph{is} optimal in the infinite-sample limit.

We consider composition orderings for linear functions of one variable. Given $n$ linear functions $f_1,\dots,f_n$ and a constant $c$, the objective is to find a permutation $\sigma$ that minimizes/maximizes $f_{\sigma(n)}\circ\dots\circ f_{\sigma(1)}(c)$. It was first studied in the area of time-dependent scheduling, and known to be solvable in $O(n\log n)$ time if all functions are nondecreasing. In this paper, we present a complete characterization of optimal composition orderings for this case, by regarding linear functions as two-dimensional vectors. We also show several interesting properties on optimal composition orderings such as the equivalence between local and global optimality. Furthermore, by using the characterization above, we provide a fixed-parameter tractable (FPT) algorithm for the composition ordering problem for general linear functions, with respect to the number of decreasing linear functions. We next deal with matrix multiplication orderings as a generalization of composition of linear functions. Given $n$ matrices $M_1,\dots,M_n\in\mathbb{R}^{m\times m}$ and two vectors $w,y\in\mathbb{R}^m$, where $m$ denotes a positive integer, the objective is to find a permutation $\sigma$ that minimizes/maximizes $w^\top M_{\sigma(n)}\dots M_{\sigma(1)} y$. The problem is also viewed as a generalization of flow shop scheduling through a limit. By this extension, we show that the multiplication ordering problem for $2\times 2$ matrices is solvable in $O(n\log n)$ time if all the matrices are simultaneously triangularizable and have nonnegative determinants, and FPT with respect to the number of matrices with negative determinants, if all the matrices are simultaneously triangularizable. As the negative side, we finally prove that three possible natural generalizations are NP-hard: 1) when $m=2$, 2) when $m\geq 3$, and 3) the target version of the problem.

We study the task of efficiently sampling from a Gibbs distribution $d \pi^* = e^{-h} d {vol}_g$ over a Riemannian manifold $M$ via (geometric) Langevin MCMC; this algorithm involves computing exponential maps in random Gaussian directions and is efficiently implementable in practice. The key to our analysis of Langevin MCMC is a bound on the discretization error of the geometric Euler-Murayama scheme, assuming $\nabla h$ is Lipschitz and $M$ has bounded sectional curvature. Our error bound matches the error of Euclidean Euler-Murayama in terms of its stepsize dependence. Combined with a contraction guarantee for the geometric Langevin Diffusion under Kendall-Cranston coupling, we prove that the Langevin MCMC iterates lie within $\epsilon$-Wasserstein distance of $\pi^*$ after $\tilde{O}(\epsilon^{-2})$ steps, which matches the iteration complexity for Euclidean Langevin MCMC. Our results apply in general settings where $h$ can be nonconvex and $M$ can have negative Ricci curvature. Under additional assumptions that the Riemannian curvature tensor has bounded derivatives, and that $\pi^*$ satisfies a $CD(\cdot,\infty)$ condition, we analyze the stochastic gradient version of Langevin MCMC, and bound its iteration complexity by $\tilde{O}(\epsilon^{-2})$ as well.