Practical sketching algorithms for low-rank matrix approximation

This paper describes a suite of algorithms for constructing low-rank approximations of an input matrix from a random linear image of the matrix, called a sketch. These methods can preserve structural properties of the input matrix, such as positive-semidefiniteness, and they can produce approximations with a user-specified rank. The algorithms are simple, accurate, numerically stable, and provably correct. Moreover, each method is accompanied by an informative error bound that allows users to select parameters a priori to achieve a given approximation quality. These claims are supported by numerical experiments with real and synthetic data

Tight polynomial worst-case bounds for loop programs

In 2008, Ben-Amram, Jones and Kristiansen showed that for a simple programming language - representing non-deterministic imperative programs with bounded loops, and arithmetics limited to addition and multiplication - it is possible to decide precisely whether a program has certain growth-rate properties, in particular whether a computed value, or the program's running time, has a polynomial growth rate. A natural and intriguing problem was to move from answering the decision problem to giving a quantitative result, namely, a tight polynomial upper bound. This paper shows how to obtain asymptotically-tight, multivariate, disjunctive polynomial bounds for this class of programs. This is a complete solution: whenever a polynomial bound exists it will be found. A pleasant surprise is that the algorithm is quite simple; but it relies on some subtle reasoning. An important ingredient in the proof is the forest factorization theorem, a strong structural result on homomorphisms into a finite monoid

Identification and estimation of marginal effects in nonlinear panel models

This paper gives identification and estimation results for marginal effects in nonlinear panel models. We find that linear fixed effects estimators are not consistent, due in part to marginal effects not being identified. We derive bounds for marginal effects and show that they can tighten rapidly as the number of time series observations grows. We also show in numerical calculations that the bounds may be very tight for small numbers of observations, suggesting they may be useful in practice. We give an empirical illustration.

On the sum-of-squares degree of symmetric quadratic functions

We study how well functions over the boolean hypercube of the form $f_k(x)=(|x|-k)(|x|-k-1)$ can be approximated by sums of squares of low-degree polynomials, obtaining good bounds for the case of approximation in $\ell_{\infty}$-norm as well as in $\ell_1$-norm. We describe three complexity-theoretic applications: (1) a proof that the recent breakthrough lower bound of Lee, Raghavendra, and Steurer on the positive semidefinite extension complexity of the correlation and TSP polytopes cannot be improved further by showing better sum-of-squares degree lower bounds on $\ell_1$-approximation of $f_k$; (2) a proof that Grigoriev's lower bound on the degree of Positivstellensatz refutations for the knapsack problem is optimal, answering an open question from his work; (3) bounds on the query complexity of quantum algorithms whose expected output approximates such functions.Comment: 33 pages. Second version fixes some typos and adds reference