The Gauss-Bonnet-Chern mass of conformally flat manifolds

In this paper we show positive mass theorems and Penrose type inequalities for the Gauss-Bonnet-Chern mass, which was introduced recently in \cite{GWW}, for asymptotically flat CF manifolds and its rigidity.Comment: 17 pages, references added, the statement of Prop. 4.6 correcte

Hyperbolic Alexandrov-Fenchel quermassintegral inequalities I

In this paper we prove the following geometric inequality in the hyperbolic space \H^n ($n\ge 5)$, which is a hyperbolic Alexandrov-Fenchel inequality, \begin{array}{rcl} \ds \int_\Sigma \s_4 d \mu\ge \ds\vs C_{n-1}^4\omega_{n-1}\left\{\left(\frac{|\Sigma|}{\omega_{n-1}} \right)^\frac 12 + \left(\frac{|\Sigma|}{\omega_{n-1}} \right)^{\frac 12\frac {n-5}{n-1}} \right\}^2, \end{array} provided that $\Sigma$ is a horospherical convex hypersurface. Equality holds if and only if $\Sigma$ is a geodesic sphere in \H^n.Comment: 18page

A new mass for asymptotically flat manifolds

In this paper we introduce a mass for asymptotically flat manifolds by using the Gauss-Bonnet curvature. We first prove that the mass is well-defined and is a geometric invariant, if the Gauss-Bonnet curvature is integrable and the decay order $\tau$ satisfies $\tau > \frac {n-4}{3}.$ Then we show a positive mass theorem for asymptotically flat graphs over ${\mathbb R}^n$. Moreover we obtain also Penrose type inequalities in this case.Comment: 32 pages. arXiv:1211.7305 was integrated into this new version as an applicatio

Proving Expected Sensitivity of Probabilistic Programs with Randomized Variable-Dependent Termination Time

The notion of program sensitivity (aka Lipschitz continuity) specifies that changes in the program input result in proportional changes to the program output. For probabilistic programs the notion is naturally extended to expected sensitivity. A previous approach develops a relational program logic framework for proving expected sensitivity of probabilistic while loops, where the number of iterations is fixed and bounded. In this work, we consider probabilistic while loops where the number of iterations is not fixed, but randomized and depends on the initial input values. We present a sound approach for proving expected sensitivity of such programs. Our sound approach is martingale-based and can be automated through existing martingale-synthesis algorithms. Furthermore, our approach is compositional for sequential composition of while loops under a mild side condition. We demonstrate the effectiveness of our approach on several classical examples from Gambler's Ruin, stochastic hybrid systems and stochastic gradient descent. We also present experimental results showing that our automated approach can handle various probabilistic programs in the literature

Implicit Regularization in Nonconvex Statistical Estimation: Gradient Descent Converges Linearly for Phase Retrieval, Matrix Completion, and Blind Deconvolution

Recent years have seen a flurry of activities in designing provably efficient nonconvex procedures for solving statistical estimation problems. Due to the highly nonconvex nature of the empirical loss, state-of-the-art procedures often require proper regularization (e.g. trimming, regularized cost, projection) in order to guarantee fast convergence. For vanilla procedures such as gradient descent, however, prior theory either recommends highly conservative learning rates to avoid overshooting, or completely lacks performance guarantees. This paper uncovers a striking phenomenon in nonconvex optimization: even in the absence of explicit regularization, gradient descent enforces proper regularization implicitly under various statistical models. In fact, gradient descent follows a trajectory staying within a basin that enjoys nice geometry, consisting of points incoherent with the sampling mechanism. This "implicit regularization" feature allows gradient descent to proceed in a far more aggressive fashion without overshooting, which in turn results in substantial computational savings. Focusing on three fundamental statistical estimation problems, i.e. phase retrieval, low-rank matrix completion, and blind deconvolution, we establish that gradient descent achieves near-optimal statistical and computational guarantees without explicit regularization. In particular, by marrying statistical modeling with generic optimization theory, we develop a general recipe for analyzing the trajectories of iterative algorithms via a leave-one-out perturbation argument. As a byproduct, for noisy matrix completion, we demonstrate that gradient descent achieves near-optimal error control --- measured entrywise and by the spectral norm --- which might be of independent interest.Comment: accepted to Foundations of Computational Mathematics (FOCM

Spectral Method and Regularized MLE Are Both Optimal for Top-KK Ranking

This paper is concerned with the problem of top-$K$ ranking from pairwise comparisons. Given a collection of $n$ items and a few pairwise comparisons across them, one wishes to identify the set of $K$ items that receive the highest ranks. To tackle this problem, we adopt the logistic parametric model --- the Bradley-Terry-Luce model, where each item is assigned a latent preference score, and where the outcome of each pairwise comparison depends solely on the relative scores of the two items involved. Recent works have made significant progress towards characterizing the performance (e.g. the mean square error for estimating the scores) of several classical methods, including the spectral method and the maximum likelihood estimator (MLE). However, where they stand regarding top-$K$ ranking remains unsettled. We demonstrate that under a natural random sampling model, the spectral method alone, or the regularized MLE alone, is minimax optimal in terms of the sample complexity --- the number of paired comparisons needed to ensure exact top-$K$ identification, for the fixed dynamic range regime. This is accomplished via optimal control of the entrywise error of the score estimates. We complement our theoretical studies by numerical experiments, confirming that both methods yield low entrywise errors for estimating the underlying scores. Our theory is established via a novel leave-one-out trick, which proves effective for analyzing both iterative and non-iterative procedures. Along the way, we derive an elementary eigenvector perturbation bound for probability transition matrices, which parallels the Davis-Kahan $\sin\Theta$ theorem for symmetric matrices. This also allows us to close the gap between the $\ell_2$ error upper bound for the spectral method and the minimax lower limit.Comment: Add discussions on the setting of the general condition numbe