Efficient Recursions for General Factorisable Models

Let n S-valued categorical variables be jointly distributed according to a distribution known only up to an unknown normalising constant. For an unnormalised joint likelihood expressible as a product of factors, we give an algebraic recursion which can be used for computing the normalising constant and other summations. A saving in computation is achieved when each factor contains a lagged subset of the components combining in the joint distribution, with maximum computational efficiency as the subsets attain their minimum size. If each subset contains at most r+1 of the n components in the joint distribution, we term this a lag-r model, whose normalising constant can be computed using a forward recursion in O(Sr+1) computations, as opposed to O(Sn) for the direct computation. We show how a lag-r model represents a Markov random field and allows a neighbourhood structure to be related to the unnormalised joint likelihood. We illustrate the method by showing how the normalising constant of the Ising or autologistic model can be computed

Recursive quantum repeater networks

Internet-scale quantum repeater networks will be heterogeneous in physical technology, repeater functionality, and management. The classical control necessary to use the network will therefore face similar issues as Internet data transmission. Many scalability and management problems that arose during the development of the Internet might have been solved in a more uniform fashion, improving flexibility and reducing redundant engineering effort. Quantum repeater network development is currently at the stage where we risk similar duplication when separate systems are combined. We propose a unifying framework that can be used with all existing repeater designs. We introduce the notion of a Quantum Recursive Network Architecture, developed from the emerging classical concept of 'recursive networks', extending recursive mechanisms from a focus on data forwarding to a more general distributed computing request framework. Recursion abstracts independent transit networks as single relay nodes, unifies software layering, and virtualizes the addresses of resources to improve information hiding and resource management. Our architecture is useful for building arbitrary distributed states, including fundamental distributed states such as Bell pairs and GHZ, W, and cluster states.Comment: 14 page

Distributed Deterministic Edge Coloring using Bounded Neighborhood Independence

We study the {edge-coloring} problem in the message-passing model of distributed computing. This is one of the most fundamental and well-studied problems in this area. Currently, the best-known deterministic algorithms for (2Delta -1)-edge-coloring requires O(Delta) + log-star n time \cite{PR01}, where Delta is the maximum degree of the input graph. Also, recent results of \cite{BE10} for vertex-coloring imply that one can get an O(Delta)-edge-coloring in O(Delta^{epsilon} \cdot \log n) time, and an O(Delta^{1 + epsilon})-edge-coloring in O(log Delta log n) time, for an arbitrarily small constant epsilon > 0. In this paper we devise a drastically faster deterministic edge-coloring algorithm. Specifically, our algorithm computes an O(Delta)-edge-coloring in O(Delta^{epsilon}) + log-star n time, and an O(Delta^{1 + epsilon})-edge-coloring in O(log Delta) + log-star n time. This result improves the previous state-of-the-art {exponentially} in a wide range of Delta, specifically, for 2^{Omega(\log-star n)} \leq Delta \leq polylog(n). In addition, for small values of Delta our deterministic algorithm outperforms all the existing {randomized} algorithms for this problem. On our way to these results we study the {vertex-coloring} problem on the family of graphs with bounded {neighborhood independence}. This is a large family, which strictly includes line graphs of r-hypergraphs for any r = O(1), and graphs of bounded growth. We devise a very fast deterministic algorithm for vertex-coloring graphs with bounded neighborhood independence. This algorithm directly gives rise to our edge-coloring algorithms, which apply to {general} graphs. Our main technical contribution is a subroutine that computes an O(Delta/p)-defective p-vertex coloring of graphs with bounded neighborhood independence in O(p^2) + \log-star n time, for a parameter p, 1 \leq p \leq Delta

Calculation of aggregate loss distributions

Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory. Closed-form solutions are not available for the distributions typically used in operational risk. However with modern computer processing power, these distributions can be calculated virtually exactly using numerical methods. This paper reviews numerical algorithms that can be successfully used to calculate the aggregate loss distributions. In particular Monte Carlo, Panjer recursion and Fourier transformation methods are presented and compared. Also, several closed-form approximations based on moment matching and asymptotic result for heavy-tailed distributions are reviewed

On the design and implementation of broadcast and global combine operations using the postal model

There are a number of models that were proposed in recent years for message passing parallel systems. Examples are the postal model and its generalization the LogP model. In the postal model a parameter λ is used to model the communication latency of the message-passing system. Each node during each round can send a fixed-size message and, simultaneously, receive a message of the same size. Furthermore, a message sent out during round r will incur a latency of hand will arrive at the receiving node at round r + λ - 1. Our goal in this paper is to bridge the gap between the theoretical modeling and the practical implementation. In particular, we investigate a number of practical issues related to the design and implementation of two collective communication operations, namely, the broadcast operation and the global combine operation. Those practical issues include, for example, 1) techniques for measurement of the value of λ on a given machine, 2) creating efficient broadcast algorithms that get the latency hand the number of nodes n as parameters and 3) creating efficient global combine algorithms for parallel machines with λ which is not an integer. We propose solutions that address those practical issues and present results of an experimental study of the new algorithms on the Intel Delta machine. Our main conclusion is that the postal model can help in performance prediction and tuning, for example, a properly tuned broadcast improves the known implementation by more than 20%