8,670 research outputs found

    Approximation Algorithms for Stochastic Boolean Function Evaluation and Stochastic Submodular Set Cover

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    Stochastic Boolean Function Evaluation is the problem of determining the value of a given Boolean function f on an unknown input x, when each bit of x_i of x can only be determined by paying an associated cost c_i. The assumption is that x is drawn from a given product distribution, and the goal is to minimize the expected cost. This problem has been studied in Operations Research, where it is known as "sequential testing" of Boolean functions. It has also been studied in learning theory in the context of learning with attribute costs. We consider the general problem of developing approximation algorithms for Stochastic Boolean Function Evaluation. We give a 3-approximation algorithm for evaluating Boolean linear threshold formulas. We also present an approximation algorithm for evaluating CDNF formulas (and decision trees) achieving a factor of O(log kd), where k is the number of terms in the DNF formula, and d is the number of clauses in the CNF formula. In addition, we present approximation algorithms for simultaneous evaluation of linear threshold functions, and for ranking of linear functions. Our function evaluation algorithms are based on reductions to the Stochastic Submodular Set Cover (SSSC) problem. This problem was introduced by Golovin and Krause. They presented an approximation algorithm for the problem, called Adaptive Greedy. Our main technical contribution is a new approximation algorithm for the SSSC problem, which we call Adaptive Dual Greedy. It is an extension of the Dual Greedy algorithm for Submodular Set Cover due to Fujito, which is a generalization of Hochbaum's algorithm for the classical Set Cover Problem. We also give a new bound on the approximation achieved by the Adaptive Greedy algorithm of Golovin and Krause

    Notes on stochastic (bio)-logic gates: the role of allosteric cooperativity

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    Recent experimental breakthroughs have finally allowed to implement in-vitro reaction kinetics (the so called {\em enzyme based logic}) which code for two-inputs logic gates and mimic the stochastic AND (and NAND) as well as the stochastic OR (and NOR). This accomplishment, together with the already-known single-input gates (performing as YES and NOT), provides a logic base and paves the way to the development of powerful biotechnological devices. The investigation of this field would enormously benefit from a self-consistent, predictive, theoretical framework. Here we formulate a complete statistical mechanical description of the Monod-Wyman-Changeaux allosteric model for both single and double ligand systems, with the purpose of exploring their practical capabilities to express logical operators and/or perform logical operations. Mixing statistical mechanics with logics, and quantitatively our findings with the available biochemical data, we successfully revise the concept of cooperativity (and anti-cooperativity) for allosteric systems, with particular emphasis on its computational capabilities, the related ranges and scaling of the involved parameters and its differences with classical cooperativity (and anti-cooperativity)

    On a representation of time space-harmonic polynomials via symbolic L\'evy processes

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    In this paper, we review the theory of time space-harmonic polynomials developed by using a symbolic device known in the literature as the classical umbral calculus. The advantage of this symbolic tool is twofold. First a moment representation is allowed for a wide class of polynomial stochastic involving the L\'evy processes in respect to which they are martingales. This representation includes some well-known examples such as Hermite polynomials in connection with Brownian motion. As a consequence, characterizations of many other families of polynomials having the time space-harmonic property can be recovered via the symbolic moment representation. New relations with Kailath-Segall polynomials are stated. Secondly the generalization to the multivariable framework is straightforward. Connections with cumulants and Bell polynomials are highlighted both in the univariate case and in the multivariate one. Open problems are addressed at the end of the paper

    Learning and Designing Stochastic Processes from Logical Constraints

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    Stochastic processes offer a flexible mathematical formalism to model and reason about systems. Most analysis tools, however, start from the premises that models are fully specified, so that any parameters controlling the system's dynamics must be known exactly. As this is seldom the case, many methods have been devised over the last decade to infer (learn) such parameters from observations of the state of the system. In this paper, we depart from this approach by assuming that our observations are {\it qualitative} properties encoded as satisfaction of linear temporal logic formulae, as opposed to quantitative observations of the state of the system. An important feature of this approach is that it unifies naturally the system identification and the system design problems, where the properties, instead of observations, represent requirements to be satisfied. We develop a principled statistical estimation procedure based on maximising the likelihood of the system's parameters, using recent ideas from statistical machine learning. We demonstrate the efficacy and broad applicability of our method on a range of simple but non-trivial examples, including rumour spreading in social networks and hybrid models of gene regulation
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