1,243 research outputs found
A probabilistic interpretation of set-membership filtering: application to polynomial systems through polytopic bounding
Set-membership estimation is usually formulated in the context of set-valued
calculus and no probabilistic calculations are necessary. In this paper, we
show that set-membership estimation can be equivalently formulated in the
probabilistic setting by employing sets of probability measures. Inference in
set-membership estimation is thus carried out by computing expectations with
respect to the updated set of probability measures P as in the probabilistic
case. In particular, it is shown that inference can be performed by solving a
particular semi-infinite linear programming problem, which is a special case of
the truncated moment problem in which only the zero-th order moment is known
(i.e., the support). By writing the dual of the above semi-infinite linear
programming problem, it is shown that, if the nonlinearities in the measurement
and process equations are polynomial and if the bounding sets for initial
state, process and measurement noises are described by polynomial inequalities,
then an approximation of this semi-infinite linear programming problem can
efficiently be obtained by using the theory of sum-of-squares polynomial
optimization. We then derive a smart greedy procedure to compute a polytopic
outer-approximation of the true membership-set, by computing the minimum-volume
polytope that outer-bounds the set that includes all the means computed with
respect to P
Algorithmic Bayesian Persuasion
Persuasion, defined as the act of exploiting an informational advantage in
order to effect the decisions of others, is ubiquitous. Indeed, persuasive
communication has been estimated to account for almost a third of all economic
activity in the US. This paper examines persuasion through a computational
lens, focusing on what is perhaps the most basic and fundamental model in this
space: the celebrated Bayesian persuasion model of Kamenica and Gentzkow. Here
there are two players, a sender and a receiver. The receiver must take one of a
number of actions with a-priori unknown payoff, and the sender has access to
additional information regarding the payoffs. The sender can commit to
revealing a noisy signal regarding the realization of the payoffs of various
actions, and would like to do so as to maximize her own payoff assuming a
perfectly rational receiver.
We examine the sender's optimization task in three of the most natural input
models for this problem, and essentially pin down its computational complexity
in each. When the payoff distributions of the different actions are i.i.d. and
given explicitly, we exhibit a polynomial-time (exact) algorithm, and a
"simple" -approximation algorithm. Our optimal scheme for the i.i.d.
setting involves an analogy to auction theory, and makes use of Border's
characterization of the space of reduced-forms for single-item auctions. When
action payoffs are independent but non-identical with marginal distributions
given explicitly, we show that it is #P-hard to compute the optimal expected
sender utility. Finally, we consider a general (possibly correlated) joint
distribution of action payoffs presented by a black box sampling oracle, and
exhibit a fully polynomial-time approximation scheme (FPTAS) with a bi-criteria
guarantee. We show that this result is the best possible in the black-box model
for information-theoretic reasons
Public projects, Boolean functions and the borders of Border's theorem
Border's theorem gives an intuitive linear characterization of the feasible
interim allocation rules of a Bayesian single-item environment, and it has
several applications in economic and algorithmic mechanism design. All known
generalizations of Border's theorem either restrict attention to relatively
simple settings, or resort to approximation. This paper identifies a
complexity-theoretic barrier that indicates, assuming standard complexity class
separations, that Border's theorem cannot be extended significantly beyond the
state-of-the-art. We also identify a surprisingly tight connection between
Myerson's optimal auction theory, when applied to public project settings, and
some fundamental results in the analysis of Boolean functions.Comment: Accepted to ACM EC 201
The computational complexity of convex bodies
We discuss how well a given convex body B in a real d-dimensional vector
space V can be approximated by a set X for which the membership question:
``given an x in V, does x belong to X?'' can be answered efficiently (in time
polynomial in d). We discuss approximations of a convex body by an ellipsoid,
by an algebraic hypersurface, by a projection of a polytope with a controlled
number of facets, and by a section of the cone of positive semidefinite
quadratic forms. We illustrate some of the results on the Traveling Salesman
Polytope, an example of a complicated convex body studied in combinatorial
optimization.Comment: 24 page
The Complexity of Partial Function Extension for Coverage Functions
Coverage functions are an important subclass of submodular functions, finding applications in machine learning, game theory, social networks, and facility location. We study the complexity of partial function extension to coverage functions. That is, given a partial function consisting of a family of subsets of [m] and a value at each point, does there exist a coverage function defined on all subsets of [m] that extends this partial function? Partial function extension is previously studied for other function classes, including boolean functions and convex functions, and is useful in many fields, such as obtaining bounds on learning these function classes.
We show that determining extendibility of a partial function to a coverage function is NP-complete, establishing in the process that there is a polynomial-sized certificate of extendibility. The hardness also gives us a lower bound for learning coverage functions. We then study two natural notions of approximate extension, to account for errors in the data set. The two notions correspond roughly to multiplicative point-wise approximation and additive L_1 approximation. We show upper and lower bounds for both notions of approximation. In the second case we obtain nearly tight bounds
Approximate Polytope Membership Queries
International audienceIn the polytope membership problem, a convex polytope K in R d is given, and the objective is to preprocess K into a data structure so that, given any query point q ∈ R d , it is possible to determine efficiently whether q ∈ K. We consider this problem in an approximate setting. Given an approximation parameter ε, the query can be answered either way if the distance from q to K's boundary is at most ε times K's diameter. We assume that the dimension d is fixed, and K is presented as the intersection of n halfspaces. Previous solutions to approximate polytope membership were based on straightforward applications of classic polytope approximation techniques by Dudley (1974) and Bentley et al. (1982). The former is optimal in the worst-case with respect to space, and the latter is optimal with respect to query time. We present four main results. First, we show how to combine the two above techniques to obtain a simple space-time trade-off. Second, we present an algorithm that dramatically improves this trade-off. In particular, for any constant α ≥ 4, this data structure achieves query time roughly O 1/ε (d−1)/α and space roughly O 1/ε (d−1)(1−Ω(log α)/α). We do not know whether this space bound is tight, but our third result shows that there is a convex body such that our algorithm achieves a space of at least Ω 1/ε (d−1)(1−O(√ α)/α. Our fourth result shows that it is possible to reduce approximate Euclidean nearest neighbor searching to approximate polytope membership queries. Combined with the above results, this provides significant improvements to the best known space-time trade-offs for approximate nearest neighbor searching in R d. For example, we show that it is possible to achieve a query time of roughly O(log n + 1/ε d/4) with space roughly O(n/ε d/4), thus reducing by half the exponent in the space bound
Consistency of adjacency spectral embedding for the mixed membership stochastic blockmodel
The mixed membership stochastic blockmodel is a statistical model for a
graph, which extends the stochastic blockmodel by allowing every node to
randomly choose a different community each time a decision of whether to form
an edge is made. Whereas spectral analysis for the stochastic blockmodel is
increasingly well established, theory for the mixed membership case is
considerably less developed. Here we show that adjacency spectral embedding
into , followed by fitting the minimum volume enclosing convex
-polytope to the principal components, leads to a consistent estimate
of a -community mixed membership stochastic blockmodel. The key is to
identify a direct correspondence between the mixed membership stochastic
blockmodel and the random dot product graph, which greatly facilitates
theoretical analysis. Specifically, a norm and central
limit theorem for the random dot product graph are exploited to respectively
show consistency and partially correct the bias of the procedure.Comment: 12 pages, 6 figure
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