Multi-cultural visualization : how functional programming can enrich visualization (and vice versa)

The past two decades have seen visualization flourish as a research field in its own right, with advances on the computational challenges of faster algorithms, new techniques for datasets too large for in-core processing, and advances in understanding the perceptual and cognitive processes recruited by visualization systems, and through this, how to improve the representation of data. However, progress within visualization has sometimes proceeded in parallel with that in other branches of computer science, and there is a danger that when novel solutions ossify into `accepted practice' the field can easily overlook significant advances elsewhere in the community. In this paper we describe recent advances in the design and implementation of pure functional programming languages that, significantly, contain important insights into questions raised by the recent NIH/NSF report on Visualization Challenges. We argue and demonstrate that modern functional languages combine high-level mathematically-based specifications of visualization techniques, concise implementation of algorithms through fine-grained composition, support for writing correct programs through strong type checking, and a different kind of modularity inherent in the abstractive power of these languages. And to cap it off, we have initial evidence that in some cases functional implementations are faster than their imperative counterparts

A Relational Derivation of a Functional Program

This article is an introduction to the use of relational calculi in deriving programs. Using the relational caluclus Ruby, we derive a functional program that adds one bit to a binary number to give a new binary number. The resulting program is unsurprising, being the standard $quot;column of half-adders$quot;, but the derivation illustrates a number of points about working with relations rather than with functions

Manifold Optimization Over the Set of Doubly Stochastic Matrices: A Second-Order Geometry

Convex optimization is a well-established research area with applications in almost all fields. Over the decades, multiple approaches have been proposed to solve convex programs. The development of interior-point methods allowed solving a more general set of convex programs known as semi-definite programs and second-order cone programs. However, it has been established that these methods are excessively slow for high dimensions, i.e., they suffer from the curse of dimensionality. On the other hand, optimization algorithms on manifold have shown great ability in finding solutions to nonconvex problems in reasonable time. This paper is interested in solving a subset of convex optimization using a different approach. The main idea behind Riemannian optimization is to view the constrained optimization problem as an unconstrained one over a restricted search space. The paper introduces three manifolds to solve convex programs under particular box constraints. The manifolds, called the doubly stochastic, symmetric and the definite multinomial manifolds, generalize the simplex also known as the multinomial manifold. The proposed manifolds and algorithms are well-adapted to solving convex programs in which the variable of interest is a multidimensional probability distribution function. Theoretical analysis and simulation results testify the efficiency of the proposed method over state of the art methods. In particular, they reveal that the proposed framework outperforms conventional generic and specialized solvers, especially in high dimensions

Explain3D: Explaining Disagreements in Disjoint Datasets

Data plays an important role in applications, analytic processes, and many aspects of human activity. As data grows in size and complexity, we are met with an imperative need for tools that promote understanding and explanations over data-related operations. Data management research on explanations has focused on the assumption that data resides in a single dataset, under one common schema. But the reality of today's data is that it is frequently un-integrated, coming from different sources with different schemas. When different datasets provide different answers to semantically similar questions, understanding the reasons for the discrepancies is challenging and cannot be handled by the existing single-dataset solutions. In this paper, we propose Explain3D, a framework for explaining the disagreements across disjoint datasets (3D). Explain3D focuses on identifying the reasons for the differences in the results of two semantically similar queries operating on two datasets with potentially different schemas. Our framework leverages the queries to perform a semantic mapping across the relevant parts of their provenance; discrepancies in this mapping point to causes of the queries' differences. Exploiting the queries gives Explain3D an edge over traditional schema matching and record linkage techniques, which are query-agnostic. Our work makes the following contributions: (1) We formalize the problem of deriving optimal explanations for the differences of the results of semantically similar queries over disjoint datasets. (2) We design a 3-stage framework for solving the optimal explanation problem. (3) We develop a smart-partitioning optimizer that improves the efficiency of the framework by orders of magnitude. (4)~We experiment with real-world and synthetic data to demonstrate that Explain3D can derive precise explanations efficiently

Performance Analysis of Sparse Recovery Based on Constrained Minimal Singular Values

The stability of sparse signal reconstruction is investigated in this paper. We design efficient algorithms to verify the sufficient condition for unique $\ell_1$ sparse recovery. One of our algorithm produces comparable results with the state-of-the-art technique and performs orders of magnitude faster. We show that the $\ell_1$-constrained minimal singular value ($\ell_1$-CMSV) of the measurement matrix determines, in a very concise manner, the recovery performance of $\ell_1$-based algorithms such as the Basis Pursuit, the Dantzig selector, and the LASSO estimator. Compared with performance analysis involving the Restricted Isometry Constant, the arguments in this paper are much less complicated and provide more intuition on the stability of sparse signal recovery. We show also that, with high probability, the subgaussian ensemble generates measurement matrices with $\ell_1$-CMSVs bounded away from zero, as long as the number of measurements is relatively large. To compute the $\ell_1$-CMSV and its lower bound, we design two algorithms based on the interior point algorithm and the semi-definite relaxation