Time-Space Tradeoffs for the Memory Game

A single-player game of Memory is played with $n$ distinct pairs of cards, with the cards in each pair bearing identical pictures. The cards are laid face-down. A move consists of revealing two cards, chosen adaptively. If these cards match, i.e., they bear the same picture, they are removed from play; otherwise, they are turned back to face down. The object of the game is to clear all cards while minimizing the number of moves. Past works have thoroughly studied the expected number of moves required, assuming optimal play by a player has that has perfect memory. In this work, we study the Memory game in a space-bounded setting. We prove two time-space tradeoff lower bounds on algorithms (strategies for the player) that clear all cards in $T$ moves while using at most $S$ bits of memory. First, in a simple model where the pictures on the cards may only be compared for equality, we prove that $ST = \Omega(n^2 \log n)$. This is tight: it is easy to achieve $ST = O(n^2 \log n)$ essentially everywhere on this tradeoff curve. Second, in a more general model that allows arbitrary computations, we prove that $ST^2 = \Omega(n^3)$. We prove this latter tradeoff by modeling strategies as branching programs and extending a classic counting argument of Borodin and Cook with a novel probabilistic argument. We conjecture that the stronger tradeoff $ST = \widetilde{\Omega}(n^2)$ in fact holds even in this general model

On Convex Least Squares Estimation when the Truth is Linear

We prove that the convex least squares estimator (LSE) attains a $n^{-1/2}$ pointwise rate of convergence in any region where the truth is linear. In addition, the asymptotic distribution can be characterized by a modified invelope process. Analogous results hold when one uses the derivative of the convex LSE to perform derivative estimation. These asymptotic results facilitate a new consistent testing procedure on the linearity against a convex alternative. Moreover, we show that the convex LSE adapts to the optimal rate at the boundary points of the region where the truth is linear, up to a log-log factor. These conclusions are valid in the context of both density estimation and regression function estimation.Comment: 35 pages, 5 figure

Dynamic Assortment Optimization with Changing Contextual Information

In this paper, we study the dynamic assortment optimization problem under a finite selling season of length $T$. At each time period, the seller offers an arriving customer an assortment of substitutable products under a cardinality constraint, and the customer makes the purchase among offered products according to a discrete choice model. Most existing work associates each product with a real-valued fixed mean utility and assumes a multinomial logit choice (MNL) model. In many practical applications, feature/contexutal information of products is readily available. In this paper, we incorporate the feature information by assuming a linear relationship between the mean utility and the feature. In addition, we allow the feature information of products to change over time so that the underlying choice model can also be non-stationary. To solve the dynamic assortment optimization under this changing contextual MNL model, we need to simultaneously learn the underlying unknown coefficient and makes the decision on the assortment. To this end, we develop an upper confidence bound (UCB) based policy and establish the regret bound on the order of $\widetilde O(d\sqrt{T})$, where $d$ is the dimension of the feature and $\widetilde O$ suppresses logarithmic dependence. We further established the lower bound $\Omega(d\sqrt{T}/K)$ where $K$ is the cardinality constraint of an offered assortment, which is usually small. When $K$ is a constant, our policy is optimal up to logarithmic factors. In the exploitation phase of the UCB algorithm, we need to solve a combinatorial optimization for assortment optimization based on the learned information. We further develop an approximation algorithm and an efficient greedy heuristic. The effectiveness of the proposed policy is further demonstrated by our numerical studies.Comment: 4 pages, 4 figures. Minor revision and polishing of presentatio

The Geometry of Triangles

In this article we make the concept of a continuous family of triangles precise and prove the moduli functor classifying oriented triangles admits a fine moduli space but the functor classifying non-oriented triangles only admits a coarse moduli space. We hope moduli spaces of triangles can help understand stacks

Jump or kink: note on super-efficiency in segmented linear regression break-point estimation

We consider the problem of segmented linear regression with a single breakpoint, with the focus on estimating the location of the breakpoint. If $n$ is the sample size, we show that the global minimax convergence rate for this problem in terms of the mean absolute error is $O(n^{-1/3})$. On the other hand, we demonstrate the construction of a super-efficient estimator that achieves the pointwise convergence rate of either $O(n^{-1})$ or $O(n^{-1/2})$ for every fixed parameter value, depending on whether the structural change is a jump or a kink. The implications of this example and a potential remedy are discussed