Boundary Crossing Probabilities for General Exponential Families

We consider parametric exponential families of dimension $K$ on the real line. We study a variant of \textit{boundary crossing probabilities} coming from the multi-armed bandit literature, in the case when the real-valued distributions form an exponential family of dimension $K$. Formally, our result is a concentration inequality that bounds the probability that $\mathcal{B}^\psi(\hat \theta_n,\theta^\star)\geq f(t/n)/n$, where $\theta^\star$ is the parameter of an unknown target distribution, $\hat \theta_n$ is the empirical parameter estimate built from $n$ observations, $\psi$ is the log-partition function of the exponential family and $\mathcal{B}^\psi$ is the corresponding Bregman divergence. From the perspective of stochastic multi-armed bandits, we pay special attention to the case when the boundary function $f$ is logarithmic, as it is enables to analyze the regret of the state-of-the-art \KLUCB\ and \KLUCBp\ strategies, whose analysis was left open in such generality. Indeed, previous results only hold for the case when $K=1$, while we provide results for arbitrary finite dimension $K$, thus considerably extending the existing results. Perhaps surprisingly, we highlight that the proof techniques to achieve these strong results already existed three decades ago in the work of T.L. Lai, and were apparently forgotten in the bandit community. We provide a modern rewriting of these beautiful techniques that we believe are useful beyond the application to stochastic multi-armed bandits

Dynamic Programming for Graphs on Surfaces

We provide a framework for the design and analysis of dynamic programming algorithms for surface-embedded graphs on n vertices and branchwidth at most k. Our technique applies to general families of problems where standard dynamic programming runs in 2^{O(k log k)} n steps. Our approach combines tools from topological graph theory and analytic combinatorics. In particular, we introduce a new type of branch decomposition called "surface cut decomposition", generalizing sphere cut decompositions of planar graphs introduced by Seymour and Thomas, which has nice combinatorial properties. Namely, the number of partial solutions that can be arranged on a surface cut decomposition can be upper-bounded by the number of non-crossing partitions on surfaces with boundary. It follows that partial solutions can be represented by a single-exponential (in the branchwidth k) number of configurations. This proves that, when applied on surface cut decompositions, dynamic programming runs in 2^{O(k)} n steps. That way, we considerably extend the class of problems that can be solved in running times with a single-exponential dependence on branchwidth and unify/improve most previous results in this direction.Comment: 28 pages, 3 figure

Dynamic programming for graphs on surfaces

We provide a framework for the design and analysis of dynamic programming algorithms for surface-embedded graphs on n vertices and branchwidth at most k. Our technique applies to general families of problems where standard dynamic programming runs in 2O(k·log k). Our approach combines tools from topological graph theory and analytic combinatorics.Postprint (updated version

Asymptotic enumeration of non-crossing partitions on surfaces

We generalize the notion of non-crossing partition on a disk to general surfaces with boundary. For this, we consider a surface S and introduce the number CS(n) of noncrossing partitions of a set of n points laying on the boundary of SPostprint (author's final draft

Neptune's resonances in the Scattered Disk

The Scattered Disk Objects (SDOs) are thought to be a small fraction of the ancient population of leftover planetesimals in the outer solar system that were gravitationally scattered by the giant planets and have managed to survive primarily by capture and sticking in Neptune's exterior mean motion resonances (MMRs). In order to advance understanding of the role of MMRs in the dynamics of the SDOs, we investigate the phase space structure of a large number of Neptune's MMRs in the semi-major axis range 33--140~au by use of Poincar\'e sections of the circular planar restricted three body model for the full range of particle eccentricity pertinent to SDOs. We find that, for eccentricities corresponding to perihelion distances near Neptune's orbit, distant MMRs have stable regions with widths that are surprisingly large and of similar size to those of the closer-in MMRs. We identify a phase-shifted second resonance zone that exists in the phase space at planet-crossing eccentricities but not at lower eccentricities; this second resonance zone plays an important role in the dynamics of SDOs in lengthening their dynamical lifetimes. Our non-perturbative measurements of the sizes of the stable resonance zones confirm previous results and provide an additional explanation for the prominence of the $N$:1 sequence of MMRs over the $N$:2, $N$:3 sequences and other MMRs in the population statistics of SDOs; our results also provide a tool to more easily identify resonant objects.Comment: 20 pages, 15 figures, 1 table. Some re-organization and minor revisions; to be published in CMD

A Finite-Volume Version of Aizenman-Higuchi Theorem for the 2d Ising Model

In the late 1970s, in two celebrated papers, Aizenman and Higuchi independently established that all infinite-volume Gibbs measures of the two-dimensional ferromagnetic nearest-neighbor Ising model are convex combinations of the two pure phases. We present here a new approach to this result, with a number of advantages: (i) We obtain an optimal finite-volume, quantitative analogue (implying the classical claim); (ii) the scheme of our proof seems more natural and provides a better picture of the underlying phenomenon; (iii) this new approach might be applicable to systems for which the classical method fails.Comment: A couple of typos corrected. To appear in Probab. Theory Relat. Field