57 research outputs found
Cooperative learning in multi-agent systems from intermittent measurements
Motivated by the problem of tracking a direction in a decentralized way, we
consider the general problem of cooperative learning in multi-agent systems
with time-varying connectivity and intermittent measurements. We propose a
distributed learning protocol capable of learning an unknown vector from
noisy measurements made independently by autonomous nodes. Our protocol is
completely distributed and able to cope with the time-varying, unpredictable,
and noisy nature of inter-agent communication, and intermittent noisy
measurements of . Our main result bounds the learning speed of our
protocol in terms of the size and combinatorial features of the (time-varying)
networks connecting the nodes
A Closed-Form Shave from Occam's Quantum Razor: Exact Results for Quantum Compression
The causal structure of a stochastic process can be more efficiently
transmitted via a quantum channel than a classical one, an advantage that
increases with codeword length. While previously difficult to compute, we
express the quantum advantage in closed form using spectral decomposition,
leading to direct computation of the quantum communication cost at all encoding
lengths, including infinite. This makes clear how finite-codeword compression
is controlled by the classical process' cryptic order and allows us to analyze
structure within the length-asymptotic regime of infinite-cryptic order (and
infinite Markov order) processes.Comment: 21 pages, 13 figures;
http://csc.ucdavis.edu/~cmg/compmech/pubs/eqc.ht
Random walk on fixed spheres for Laplace and Lamé equations
The Random Walk on Fixed Spheres (RWFS) introduced in our previous paper is presented in details for Laplace and Lam'e equations governing static elasticity problems. The approach is based on the Poisson type integral formulae written for each disc of a domain consisting of a family of overlapping discs. The original differential boundary value problem is equivalently reformulated in the form of a system of integral equations defined on the intersection surfaces (arches, in 2D, and caps, if generalized to 3D spheres). To solve the obtained system of integral equations, a Random Walk procedure is constructed where the random walks are living on the intersecting surfaces. Since the spheres are fixed, it is convenient to construct also discrete random walk methods for solving the system of linear equations approximating the system of integral equations. We develop here two classes of special Monte Carlo iterative methods for solving these systems of linear algebraic equations which are constructed as a kind of randomized versions of the Chebyshev iteration method and Successive Over Relaxation (SOR) method. It is found that in this class of randomized SOR methods, the Gauss-Seidel method has a minimal variance. In our prevoius paper we have concluded that in the case of classical potential theory, the Random Walk on Fixed Spheres considerably improves the convergence rate of the standard Random Walk on Spheres method. More interesting, we succeeded there to extend the algorithm to the system of Lam'e equations which cannot be solved by the conventional Random Walk on Spheres method. We present here a series of numerical experiments for 2D domains consisting of 5, 10, and 17 discs, and analyze the dependence of the variance on the number of discs and elastic constants. Further generalizations to Neumann and Dirichlet-Neumann boundary conditions are also possible
Krylov subspace methods and their generalizations for solving singular linear operator equations with applications to continuous time Markov chains
Viele Resultate über MR- und OR-Verfahren zur Lösung linearer Gleichungssysteme bleiben (in leicht modifizierter Form) gültig, wenn der betrachtete Operator nicht invertierbar ist. Neben dem für reguläre Probleme charakteristischen Abbruchverhalten, kann bei einem singulären Gleichungssystem auch ein so genannter singulärer Zusammenbruch auftreten. Für beide Fälle werden verschiedene Charakterisierungen angegeben. Die Unterrauminverse, eine spezielle verallgemeinerte Inverse, beschreibt die Näherungen eines MR-Unterraumkorrektur-Verfahrens. Für Krylov-Unterräume spielt die Drazin-Inverse eine Schlüsselrolle. Bei Krylov-Unterraum-Verfahren kann a-priori entschieden werden, ob ein regulärer oder ein singulärer Abbruch auftritt. Wir können zeigen, dass ein Krylov-Verfahren genau dann für beliebige Startwerte eine Lösung des linearen Gleichungssystems liefert, wenn der Index der Matrix nicht größer als eins und das Gleichungssystem konsistent ist. Die Berechnung stationärer Zustandsverteilungen zeitstetiger Markov-Ketten mit endlichem Zustandsraum stellt eine praktische Aufgabe dar, welche die Lösung eines singulären linearen Gleichungssystems erfordert. Die Eigenschaften der Übergangs-Halbgruppe folgen aus einfachen Annahmen auf rein analytischem und matrixalgebrischen Wege. Insbesondere ist die erzeugende Matrix eine singuläre M-Matrix mit Index 1. Ist die Markov-Kette irreduzibel, so ist die stationäre Zustandsverteilung eindeutig bestimmt
On the noise-induced passage through an unstable periodic orbit II: General case
Consider a dynamical system given by a planar differential equation, which
exhibits an unstable periodic orbit surrounding a stable periodic orbit. It is
known that under random perturbations, the distribution of locations where the
system's first exit from the interior of the unstable orbit occurs, typically
displays the phenomenon of cycling: The distribution of first-exit locations is
translated along the unstable periodic orbit proportionally to the logarithm of
the noise intensity as the noise intensity goes to zero. We show that for a
large class of such systems, the cycling profile is given, up to a
model-dependent change of coordinates, by a universal function given by a
periodicised Gumbel distribution. Our techniques combine action-functional or
large-deviation results with properties of random Poincar\'e maps described by
continuous-space discrete-time Markov chains.Comment: 44 pages, 4 figure
Large deviations for a class of nonhomogeneous Markov chains
Large deviation results are given for a class of perturbed nonhomogeneous
Markov chains on finite state space which formally includes some stochastic
optimization algorithms. Specifically, let {P_n} be a sequence of transition
matrices on a finite state space which converge to a limit transition matrix P.
Let {X_n} be the associated nonhomogeneous Markov chain where P_n controls
movement from time n-1 to n. The main statements are a large deviation
principle and bounds for additive functionals of the nonhomogeneous process
under some regularity conditions. In particular, when P is reducible, three
regimes that depend on the decay of certain ``connection'' P_n probabilities
are identified. Roughly, if the decay is too slow, too fast or in an
intermediate range, the large deviation behavior is trivial, the same as the
time-homogeneous chain run with P or nontrivial and involving the decay rates.
Examples of anomalous behaviors are also given when the approach P_n\to P is
irregular. Results in the intermediate regime apply to geometrically fast
running optimizations, and to some issues in glassy physics.Comment: Published at http://dx.doi.org/10.1214/105051604000000990 in the
Annals of Applied Probability (http://www.imstat.org/aap/) by the Institute
of Mathematical Statistics (http://www.imstat.org
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