Particle algorithms for optimization on binary spaces

We discuss a unified approach to stochastic optimization of pseudo-Boolean objective functions based on particle methods, including the cross-entropy method and simulated annealing as special cases. We point out the need for auxiliary sampling distributions, that is parametric families on binary spaces, which are able to reproduce complex dependency structures, and illustrate their usefulness in our numerical experiments. We provide numerical evidence that particle-driven optimization algorithms based on parametric families yield superior results on strongly multi-modal optimization problems while local search heuristics outperform them on easier problems

Team Theory and Person-by-Person Optimization with Binary Decisions.

In this paper, we extend the notion of person-by-person (pbp) optimization to binary decision spaces. The novelty of our approach is the adaptation to a dynamic team context of notions borrowed from the pseudo-boolean optimization field as completely local-global or unimodal functions and submodularity. We also generalize the concept of pbp optimization to the case where groups of $m$ decisions makers make joint decisions sequentially, which we refer to as $m$b$m$ optimization. The main contribution is a description of sufficient conditions, verifiable in polynomial time, under which a pbp or an $m$b$m$ optimization algorithm converges to the team-optimum. As a second contribution, we present a local and greedy algorithm characterized by approximate decision strategies (i.e., strategies based on a local state vector) that return the same decisions as in the complete information framework (where strategies are based on full state vector). As a last contribution, we also show that there exists a subclass of submodular team problems, recognizable in polynomial time, for which the pbp optimization converges for at least an opportune initialization of the algorithm

Compressed Genotyping

Significant volumes of knowledge have been accumulated in recent years linking subtle genetic variations to a wide variety of medical disorders from Cystic Fibrosis to mental retardation. Nevertheless, there are still great challenges in applying this knowledge routinely in the clinic, largely due to the relatively tedious and expensive process of DNA sequencing. Since the genetic polymorphisms that underlie these disorders are relatively rare in the human population, the presence or absence of a disease-linked polymorphism can be thought of as a sparse signal. Using methods and ideas from compressed sensing and group testing, we have developed a cost-effective genotyping protocol. In particular, we have adapted our scheme to a recently developed class of high throughput DNA sequencing technologies, and assembled a mathematical framework that has some important distinctions from 'traditional' compressed sensing ideas in order to address different biological and technical constraints.Comment: Submitted to IEEE Transaction on Information Theory - Special Issue on Molecular Biology and Neuroscienc