Upper Tail Estimates with Combinatorial Proofs

We study generalisations of a simple, combinatorial proof of a Chernoff bound similar to the one by Impagliazzo and Kabanets (RANDOM, 2010). In particular, we prove a randomized version of the hitting property of expander random walks and apply it to obtain a concentration bound for expander random walks which is essentially optimal for small deviations and a large number of steps. At the same time, we present a simpler proof that still yields a "right" bound settling a question asked by Impagliazzo and Kabanets. Next, we obtain a simple upper tail bound for polynomials with input variables in $[0, 1]$ which are not necessarily independent, but obey a certain condition inspired by Impagliazzo and Kabanets. The resulting bound is used by Holenstein and Sinha (FOCS, 2012) in the proof of a lower bound for the number of calls in a black-box construction of a pseudorandom generator from a one-way function. We then show that the same technique yields the upper tail bound for the number of copies of a fixed graph in an Erd\H{o}s-R\'enyi random graph, matching the one given by Janson, Oleszkiewicz and Ruci\'nski (Israel J. Math, 2002).Comment: Full version of the paper from STACS 201

A Matrix Expander Chernoff Bound

We prove a Chernoff-type bound for sums of matrix-valued random variables sampled via a random walk on an expander, confirming a conjecture due to Wigderson and Xiao. Our proof is based on a new multi-matrix extension of the Golden-Thompson inequality which improves in some ways the inequality of Sutter, Berta, and Tomamichel, and may be of independent interest, as well as an adaptation of an argument for the scalar case due to Healy. Secondarily, we also provide a generic reduction showing that any concentration inequality for vector-valued martingales implies a concentration inequality for the corresponding expander walk, with a weakening of parameters proportional to the squared mixing time.Comment: Fixed a minor bug in the proof of Theorem 3.

A PCP Characterization of AM

We introduce a 2-round stochastic constraint-satisfaction problem, and show that its approximation version is complete for (the promise version of) the complexity class AM. This gives a `PCP characterization' of AM analogous to the PCP Theorem for NP. Similar characterizations have been given for higher levels of the Polynomial Hierarchy, and for PSPACE; however, we suggest that the result for AM might be of particular significance for attempts to derandomize this class. To test this notion, we pose some `Randomized Optimization Hypotheses' related to our stochastic CSPs that (in light of our result) would imply collapse results for AM. Unfortunately, the hypotheses appear over-strong, and we present evidence against them. In the process we show that, if some language in NP is hard-on-average against circuits of size 2^{Omega(n)}, then there exist hard-on-average optimization problems of a particularly elegant form. All our proofs use a powerful form of PCPs known as Probabilistically Checkable Proofs of Proximity, and demonstrate their versatility. We also use known results on randomness-efficient soundness- and hardness-amplification. In particular, we make essential use of the Impagliazzo-Wigderson generator; our analysis relies on a recent Chernoff-type theorem for expander walks.Comment: 18 page

Deterministic Coupon Collection and Better Strong Dispersers

Hashing is one of the main techniques in data processing and algorithm design for very large data sets. While random hash functions satisfy most desirable properties, it is often too expensive to store a fully random hash function. Motivated by this, much attention has been given to designing small families of hash functions suitable for various applications. In this work, we study the question of designing space-efficient hash families H = {h:[U] -> [N]} with the natural property of \u27covering\u27: H is said to be covering if any set of Omega(N log N) distinct items from the universe (the "coupon-collector limit") are hashed to cover all N bins by most hash functions in H. We give an explicit covering family H of size poly(N) (which is optimal), so that hash functions in H can be specified efficiently by O(log N) bits. We build covering hash functions by drawing a connection to "dispersers", which are quite well-studied and have a variety of applications themselves. We in fact need strong dispersers and we give new constructions of strong dispersers which may be of independent interest. Specifically, we construct strong dispersers with optimal entropy loss in the high min-entropy, but very small error (poly(n)/2^n for n bit sources) regimes. We also provide a strong disperser construction with constant error but for any min-entropy. Our constructions achieve these by using part of the source to replace seed from previous non-strong constructions in surprising ways. In doing so, we take two of the few constructions of dispersers with parameters better than known extractors and make them strong

Chernoff-Hoeffding Bounds for Markov Chains: Generalized and Simplified

We prove the first Chernoff-Hoeffding bounds for general nonreversible finite-state Markov chains based on the standard L_1 (variation distance) mixing-time of the chain. Specifically, consider an ergodic Markov chain M and a weight function f: [n] -> [0,1] on the state space [n] of M with mean mu = E_{v <- pi}[f(v)], where pi is the stationary distribution of M. A t-step random walk (v_1,...,v_t) on M starting from the stationary distribution pi has expected total weight E[X] = mu t, where X = sum_{i=1}^t f(v_i). Let T be the L_1 mixing-time of M. We show that the probability of X deviating from its mean by a multiplicative factor of delta, i.e., Pr [ |X - mu t| >= delta mu t ], is at most exp(-Omega(delta^2 mu t / T)) for 0 <= delta <= 1, and exp(-Omega(delta mu t / T)) for delta > 1. In fact, the bounds hold even if the weight functions f_i's for i in [t] are distinct, provided that all of them have the same mean mu. We also obtain a simplified proof for the Chernoff-Hoeffding bounds based on the spectral expansion lambda of M, which is the square root of the second largest eigenvalue (in absolute value) of M tilde{M}, where tilde{M} is the time-reversal Markov chain of M. We show that the probability Pr [ |X - mu t| >= delta mu t ] is at most exp(-Omega(delta^2 (1-lambda) mu t)) for 0 <= delta 1. Both of our results extend to continuous-time Markov chains, and to the case where the walk starts from an arbitrary distribution x, at a price of a multiplicative factor depending on the distribution x in the concentration bounds

Learning to Order for Inventory Systems with Lost Sales and Uncertain Supplies

We consider a stochastic lost-sales inventory control system with a lead time $L$ over a planning horizon $T$. Supply is uncertain, and is a function of the order quantity (due to random yield/capacity, etc). We aim to minimize the $T$-period cost, a problem that is known to be computationally intractable even under known distributions of demand and supply. In this paper, we assume that both the demand and supply distributions are unknown and develop a computationally efficient online learning algorithm. We show that our algorithm achieves a regret (i.e. the performance gap between the cost of our algorithm and that of an optimal policy over $T$ periods) of $O(L+\sqrt{T})$ when $L\geq\log(T)$. We do so by 1) showing our algorithm cost is higher by at most $O(L+\sqrt{T})$ for any $L\geq 0$ compared to an optimal constant-order policy under complete information (a well-known and widely-used algorithm) and 2) leveraging its known performance guarantee from the existing literature. To the best of our knowledge, a finite-sample $O(\sqrt{T})$ (and polynomial in $L$) regret bound when benchmarked against an optimal policy is not known before in the online inventory control literature. A key challenge in this learning problem is that both demand and supply data can be censored; hence only truncated values are observable. We circumvent this challenge by showing that the data generated under an order quantity $q^2$ allows us to simulate the performance of not only $q^2$ but also $q^1$ for all $q^1<q^2$, a key observation to obtain sufficient information even under data censoring. By establishing a high probability coupling argument, we are able to evaluate and compare the performance of different order policies at their steady state within a finite time horizon. Since the problem lacks convexity, we develop an active elimination method that adaptively rules out suboptimal solutions