14,224 research outputs found
A Matrix Hyperbolic Cosine Algorithm and Applications
In this paper, we generalize Spencer's hyperbolic cosine algorithm to the
matrix-valued setting. We apply the proposed algorithm to several problems by
analyzing its computational efficiency under two special cases of matrices; one
in which the matrices have a group structure and an other in which they have
rank-one. As an application of the former case, we present a deterministic
algorithm that, given the multiplication table of a finite group of size ,
it constructs an expanding Cayley graph of logarithmic degree in near-optimal
O(n^2 log^3 n) time. For the latter case, we present a fast deterministic
algorithm for spectral sparsification of positive semi-definite matrices, which
implies an improved deterministic algorithm for spectral graph sparsification
of dense graphs. In addition, we give an elementary connection between spectral
sparsification of positive semi-definite matrices and element-wise matrix
sparsification. As a consequence, we obtain improved element-wise
sparsification algorithms for diagonally dominant-like matrices.Comment: 16 pages, simplified proof and corrected acknowledging of prior work
in (current) Section
Bounded Expectations: Resource Analysis for Probabilistic Programs
This paper presents a new static analysis for deriving upper bounds on the
expected resource consumption of probabilistic programs. The analysis is fully
automatic and derives symbolic bounds that are multivariate polynomials of the
inputs. The new technique combines manual state-of-the-art reasoning techniques
for probabilistic programs with an effective method for automatic
resource-bound analysis of deterministic programs. It can be seen as both, an
extension of automatic amortized resource analysis (AARA) to probabilistic
programs and an automation of manual reasoning for probabilistic programs that
is based on weakest preconditions. As a result, bound inference can be reduced
to off-the-shelf LP solving in many cases and automatically-derived bounds can
be interactively extended with standard program logics if the automation fails.
Building on existing work, the soundness of the analysis is proved with respect
to an operational semantics that is based on Markov decision processes. The
effectiveness of the technique is demonstrated with a prototype implementation
that is used to automatically analyze 39 challenging probabilistic programs and
randomized algorithms. Experimental results indicate that the derived constant
factors in the bounds are very precise and even optimal for many programs
The Langevin Approach: An R Package for Modeling Markov Processes
We describe an R package developed by the research group Turbulence, Wind
energy and Stochastics (TWiSt) at the Carl von Ossietzky University of
Oldenburg, which extracts the (stochastic) evolution equation underlying a set
of data or measurements. The method can be directly applied to data sets with
one or two stochastic variables. Examples for the one-dimensional and
two-dimensional cases are provided. This framework is valid under a small set
of conditions which are explicitly presented and which imply simple preliminary
test procedures to the data. For Markovian processes involving Gaussian white
noise, a stochastic differential equation is derived straightforwardly from the
time series and captures the full dynamical properties of the underlying
process. Still, even in the case such conditions are not fulfilled, there are
alternative versions of this method which we discuss briefly and provide the
user with the necessary bibliography
Optimal approximate matrix product in terms of stable rank
We prove, using the subspace embedding guarantee in a black box way, that one
can achieve the spectral norm guarantee for approximate matrix multiplication
with a dimensionality-reducing map having
rows. Here is the maximum stable rank, i.e. squared ratio of
Frobenius and operator norms, of the two matrices being multiplied. This is a
quantitative improvement over previous work of [MZ11, KVZ14], and is also
optimal for any oblivious dimensionality-reducing map. Furthermore, due to the
black box reliance on the subspace embedding property in our proofs, our
theorem can be applied to a much more general class of sketching matrices than
what was known before, in addition to achieving better bounds. For example, one
can apply our theorem to efficient subspace embeddings such as the Subsampled
Randomized Hadamard Transform or sparse subspace embeddings, or even with
subspace embedding constructions that may be developed in the future.
Our main theorem, via connections with spectral error matrix multiplication
shown in prior work, implies quantitative improvements for approximate least
squares regression and low rank approximation. Our main result has also already
been applied to improve dimensionality reduction guarantees for -means
clustering [CEMMP14], and implies new results for nonparametric regression
[YPW15].
We also separately point out that the proof of the "BSS" deterministic
row-sampling result of [BSS12] can be modified to show that for any matrices
of stable rank at most , one can achieve the spectral norm
guarantee for approximate matrix multiplication of by deterministically
sampling rows that can be found in polynomial
time. The original result of [BSS12] was for rank instead of stable rank. Our
observation leads to a stronger version of a main theorem of [KMST10].Comment: v3: minor edits; v2: fixed one step in proof of Theorem 9 which was
wrong by a constant factor (see the new Lemma 5 and its use; final theorem
unaffected
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