An approximate dynamic programming approach to food security of communities following hazards

Food security can be threatened by extreme natural hazard events for households of all social classes within a community. To address food security issues following a natural disaster, the recovery of several elements of the built environment within a community, including its building portfolio, must be considered. Building portfolio restoration is one of the most challenging elements of recovery owing to the complexity and dimensionality of the problem. This study introduces a stochastic scheduling algorithm for the identification of optimal building portfolio recovery strategies. The proposed approach provides a computationally tractable formulation to manage multi-state, large-scale infrastructure systems. A testbed community modeled after Gilroy, California, is used to illustrate how the proposed approach can be implemented efficiently and accurately to find the near-optimal decisions related to building recovery following a severe earthquake.Comment: As opposed to the preemptive scheduling problem, which was addressed in multiple works by us, we deal with a non-preemptive stochastic scheduling problem in this work. Submitted to 13th International Conference on Applications of Statistics and Probability in Civil Engineering, ICASP13 Seoul, South Korea, May 26-30, 201

Community Detection in Hypergraphs, Spiked Tensor Models, and Sum-of-Squares

We study the problem of community detection in hypergraphs under a stochastic block model. Similarly to how the stochastic block model in graphs suggests studying spiked random matrices, our model motivates investigating statistical and computational limits of exact recovery in a certain spiked tensor model. In contrast with the matrix case, the spiked model naturally arising from community detection in hypergraphs is different from the one arising in the so-called tensor Principal Component Analysis model. We investigate the effectiveness of algorithms in the Sum-of-Squares hierarchy on these models. Interestingly, our results suggest that these two apparently similar models exhibit significantly different computational to statistical gaps.Comment: In proceedings of 2017 International Conference on Sampling Theory and Applications (SampTA

Sparse recovery by reduced variance stochastic approximation

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage procedure for recovery of sparse solutions to Stochastic Optimization problem under assumption of smoothness and quadratic minoration on the expected objective. An interesting feature of the proposed algorithm is its linear convergence of the approximate solution during the preliminary phase of the routine when the component of stochastic error in the gradient observation which is due to bad initial approximation of the optimal solution is larger than the "ideal" asymptotic error component owing to observation noise "at the optimal solution." We also show how one can straightforwardly enhance reliability of the corresponding solution by using Median-of-Means like techniques. We illustrate the performance of the proposed algorithms in application to classical problems of recovery of sparse and low rank signals in linear regression framework. We show, under rather weak assumption on the regressor and noise distributions, how they lead to parameter estimates which obey (up to factors which are logarithmic in problem dimension and confidence level) the best known to us accuracy bounds