Spectral learning of dynamic systems from nonequilibrium data

Observable operator models (OOMs) and related models are one of the most important and powerful tools for modeling and analyzing stochastic systems. They exactly describe dynamics of finite-rank systems and can be efficiently and consistently estimated through spectral learning under the assumption of identically distributed data. In this paper, we investigate the properties of spectral learning without this assumption due to the requirements of analyzing large-time scale systems, and show that the equilibrium dynamics of a system can be extracted from nonequilibrium observation data by imposing an equilibrium constraint. In addition, we propose a binless extension of spectral learning for continuous data. In comparison with the other continuous-valued spectral algorithms, the binless algorithm can achieve consistent estimation of equilibrium dynamics with only linear complexity

The complexity of conservative finite-valued CSPs

We study the complexity of valued constraint satisfaction problems (VCSP). A problem from VCSP is characterised by a \emph{constraint language}, a fixed set of cost functions over a finite domain. An instance of the problem is specified by a sum of cost functions from the language and the goal is to minimise the sum. We consider the case of so-called \emph{conservative} languages; that is, languages containing all unary cost functions, thus allowing arbitrary restrictions on the domains of the variables. This problem has been studied by Bulatov [LICS'03] for $\{0,\infty\}$-valued languages (i.e. CSP), by Cohen~\etal\ (AIJ'06) for Boolean domains, by Deineko et al. (JACM'08) for $\{0,1\}$-valued cost functions (i.e. Max-CSP), and by Takhanov (STACS'10) for $\{0,\infty\}$-valued languages containing all finite-valued unary cost functions (i.e. Min-Cost-Hom). We give an elementary proof of a complete complexity classification of conservative finite-valued languages: we show that every conservative finite-valued language is either tractable or NP-hard. This is the \emph{first} dichotomy result for finite-valued VCSPs over non-Boolean domains.Comment: 15 page

The Power of Linear Programming for Valued CSPs

A class of valued constraint satisfaction problems (VCSPs) is characterised by a valued constraint language, a fixed set of cost functions on a finite domain. An instance of the problem is specified by a sum of cost functions from the language with the goal to minimise the sum. This framework includes and generalises well-studied constraint satisfaction problems (CSPs) and maximum constraint satisfaction problems (Max-CSPs). Our main result is a precise algebraic characterisation of valued constraint languages whose instances can be solved exactly by the basic linear programming relaxation. Using this result, we obtain tractability of several novel and previously widely-open classes of VCSPs, including problems over valued constraint languages that are: (1) submodular on arbitrary lattices; (2) bisubmodular (also known as k-submodular) on arbitrary finite domains; (3) weakly (and hence strongly) tree-submodular on arbitrary trees.Comment: Corrected a few typo

Modelling and Solving the Stable Marriage Problem Using Constraint Programming

We study the Stable Marriage problem (SM), which is a combinatorial problem that arises in many practical applications. We present two new models of an instance I of SM with n men and n women as an instance J of a Constraint Satisfaction Problem. We prove that establishing arc consistency in J yields the same structure as given by the established Extended Gale/Shapley algorithm for SM as applied to I. Consequently, a solution (stable matching) of I can be derived without search. Furthermore we show that, in both encodings, all stable matchings in I may be enumerated in a failure-free manner. Our first encoding is of O(n^3) complexity and is very natural, whilst our second model, of O(n^2) complexity (which is optimal), is a development of the Boolean encoding in [6], establishing a greater level of structure

Optimization of mesh hierarchies in Multilevel Monte Carlo samplers

We perform a general optimization of the parameters in the Multilevel Monte Carlo (MLMC) discretization hierarchy based on uniform discretization methods with general approximation orders and computational costs. We optimize hierarchies with geometric and non-geometric sequences of mesh sizes and show that geometric hierarchies, when optimized, are nearly optimal and have the same asymptotic computational complexity as non-geometric optimal hierarchies. We discuss how enforcing constraints on parameters of MLMC hierarchies affects the optimality of these hierarchies. These constraints include an upper and a lower bound on the mesh size or enforcing that the number of samples and the number of discretization elements are integers. We also discuss the optimal tolerance splitting between the bias and the statistical error contributions and its asymptotic behavior. To provide numerical grounds for our theoretical results, we apply these optimized hierarchies together with the Continuation MLMC Algorithm. The first example considers a three-dimensional elliptic partial differential equation with random inputs. Its space discretization is based on continuous piecewise trilinear finite elements and the corresponding linear system is solved by either a direct or an iterative solver. The second example considers a one-dimensional It\^o stochastic differential equation discretized by a Milstein scheme

The power of linear programming for general-valued CSPs

Let $D$, called the domain, be a fixed finite set and let $\Gamma$, called the valued constraint language, be a fixed set of functions of the form $f:D^m\to\mathbb{Q}\cup\{\infty\}$, where different functions might have different arity $m$. We study the valued constraint satisfaction problem parametrised by $\Gamma$, denoted by VCSP$(\Gamma)$. These are minimisation problems given by $n$ variables and the objective function given by a sum of functions from $\Gamma$, each depending on a subset of the $n$ variables. Finite-valued constraint languages contain functions that take on only rational values and not infinite values. Our main result is a precise algebraic characterisation of valued constraint languages whose instances can be solved exactly by the basic linear programming relaxation (BLP). For a valued constraint language $\Gamma$, BLP is a decision procedure for $\Gamma$ if and only if $\Gamma$ admits a symmetric fractional polymorphism of every arity. For a finite-valued constraint language $\Gamma$, BLP is a decision procedure if and only if $\Gamma$ admits a symmetric fractional polymorphism of some arity, or equivalently, if $\Gamma$ admits a symmetric fractional polymorphism of arity 2. Using these results, we obtain tractability of several novel classes of problems, including problems over valued constraint languages that are: (1) submodular on arbitrary lattices; (2) $k$-submodular on arbitrary finite domains; (3) weakly (and hence strongly) tree-submodular on arbitrary trees.Comment: A full version of a FOCS'12 paper by the last two authors (arXiv:1204.1079) and an ICALP'13 paper by the first author (arXiv:1207.7213) to appear in SIAM Journal on Computing (SICOMP