The Simulation Model Partitioning Problem: an Adaptive Solution Based on Self-Clustering (Extended Version)

This paper is about partitioning in parallel and distributed simulation. That means decomposing the simulation model into a numberof components and to properly allocate them on the execution units. An adaptive solution based on self-clustering, that considers both communication reduction and computational load-balancing, is proposed. The implementation of the proposed mechanism is tested using a simulation model that is challenging both in terms of structure and dynamicity. Various configurations of the simulation model and the execution environment have been considered. The obtained performance results are analyzed using a reference cost model. The results demonstrate that the proposed approach is promising and that it can reduce the simulation execution time in both parallel and distributed architectures

Fast Deterministic Selection

The Median of Medians (also known as BFPRT) algorithm, although a landmark theoretical achievement, is seldom used in practice because it and its variants are slower than simple approaches based on sampling. The main contribution of this paper is a fast linear-time deterministic selection algorithm QuickselectAdaptive based on a refined definition of MedianOfMedians. The algorithm's performance brings deterministic selection---along with its desirable properties of reproducible runs, predictable run times, and immunity to pathological inputs---in the range of practicality. We demonstrate results on independent and identically distributed random inputs and on normally-distributed inputs. Measurements show that QuickselectAdaptive is faster than state-of-the-art baselines.Comment: Pre-publication draf

Algorithmic and Statistical Perspectives on Large-Scale Data Analysis

In recent years, ideas from statistics and scientific computing have begun to interact in increasingly sophisticated and fruitful ways with ideas from computer science and the theory of algorithms to aid in the development of improved worst-case algorithms that are useful for large-scale scientific and Internet data analysis problems. In this chapter, I will describe two recent examples---one having to do with selecting good columns or features from a (DNA Single Nucleotide Polymorphism) data matrix, and the other having to do with selecting good clusters or communities from a data graph (representing a social or information network)---that drew on ideas from both areas and that may serve as a model for exploiting complementary algorithmic and statistical perspectives in order to solve applied large-scale data analysis problems.Comment: 33 pages. To appear in Uwe Naumann and Olaf Schenk, editors, "Combinatorial Scientific Computing," Chapman and Hall/CRC Press, 201

A pruned dynamic programming algorithm to recover the best segmentations with 11 to KmaxK_{max} change-points

A common computational problem in multiple change-point models is to recover the segmentations with $1$ to $K_{max}$ change-points of minimal cost with respect to some loss function. Here we present an algorithm to prune the set of candidate change-points which is based on a functional representation of the cost of segmentations. We study the worst case complexity of the algorithm when there is a unidimensional parameter per segment and demonstrate that it is at worst equivalent to the complexity of the segment neighbourhood algorithm: $\mathcal{O}(K_{max} n^2)$. For a particular loss function we demonstrate that pruning is on average efficient even if there are no change-points in the signal. Finally, we empirically study the performance of the algorithm in the case of the quadratic loss and show that it is faster than the segment neighbourhood algorithm.Comment: 31 pages, An extended version of the pre-prin