Tail estimates for the space complexity of randomized incremental algorithms

We give tail estimates for the space complexity of randomized incremental algorithms for line segment intersection in the plane For n the number of segments m is the number of intersections and m n ln n ln n there is a constant c such that the probability that the total space cost exceeds c times the expected space cost is e mn ln

A Unified Approach to Tail Estimates for Randomized Incremental Construction

By combining several interesting applications of random sampling in geometric algorithms like point location, linear programming, segment intersections, binary space partitioning, Clarkson and Shor [Kenneth L. Clarkson and Peter W. Shor, 1989] developed a general framework of randomized incremental construction (RIC ). The basic idea is to add objects in a random order and show that this approach yields efficient/optimal bounds on expected running time. Even quicksort can be viewed as a special case of this paradigm. However, unlike quicksort, for most of these problems, sharper tail estimates on their running times are not known. Barring some promising attempts in [Kurt Mehlhorn et al., 1993; Kenneth L. Clarkson et al., 1992; Raimund Seidel, 1991], the general question remains unresolved. In this paper we present a general technique to obtain tail estimates for RIC and and provide applications to some fundamental problems like Delaunay triangulations and construction of Visibility maps of intersecting line segments. The main result of the paper is derived from a new and careful application of Freedman\u27s [David Freedman, 1975] inequality for Martingale concentration that overcomes the bottleneck of the better known Azuma-Hoeffding inequality. Further, we explore instances, where an RIC based algorithm may not have inverse polynomial tail estimates. In particular, we show that the RIC time bounds for trapezoidal map can encounter a running time of Omega (n log n log log n) with probability exceeding 1/(sqrt{n)}. This rules out inverse polynomial concentration bounds within a constant factor of the O(n log n) expected running time

From Proximity to Utility: A Voronoi Partition of Pareto Optima

We present an extension of Voronoi diagrams where when considering which site a client is going to use, in addition to the site distances, other site attributes are also considered (for example, prices or weights). A cell in this diagram is then the locus of all clients that consider the same set of sites to be relevant. In particular, the precise site a client might use from this candidate set depends on parameters that might change between usages, and the candidate set lists all of the relevant sites. The resulting diagram is significantly more expressive than Voronoi diagrams, but naturally has the drawback that its complexity, even in the plane, might be quite high. Nevertheless, we show that if the attributes of the sites are drawn from the same distribution (note that the locations are fixed), then the expected complexity of the candidate diagram is near linear. To this end, we derive several new technical results, which are of independent interest. In particular, we provide a high-probability, asymptotically optimal bound on the number of Pareto optima points in a point set uniformly sampled from the $d$-dimensional hypercube. To do so we revisit the classical backward analysis technique, both simplifying and improving relevant results in order to achieve the high-probability bounds

Phase Retrieval via Randomized Kaczmarz: Theoretical Guarantees

We consider the problem of phase retrieval, i.e. that of solving systems of quadratic equations. A simple variant of the randomized Kaczmarz method was recently proposed for phase retrieval, and it was shown numerically to have a computational edge over state-of-the-art Wirtinger flow methods. In this paper, we provide the first theoretical guarantee for the convergence of the randomized Kaczmarz method for phase retrieval. We show that it is sufficient to have as many Gaussian measurements as the dimension, up to a constant factor. Along the way, we introduce a sufficient condition on measurement sets for which the randomized Kaczmarz method is guaranteed to work. We show that Gaussian sampling vectors satisfy this property with high probability; this is proved using a chaining argument coupled with bounds on VC dimension and metric entropy.Comment: Revised after comments from referee