64 research outputs found
Alternating Minimization, Scaling Algorithms, and the Null-Cone Problem from Invariant Theory
Alternating minimization heuristics seek to solve a (difficult) global optimization task through iteratively solving a sequence of (much easier) local optimization tasks on different parts (or blocks) of the input parameters. While popular and widely applicable, very few examples of this heuristic are rigorously shown to converge to optimality, and even fewer to do so efficiently.
In this paper we present a general framework which is amenable to rigorous analysis, and expose its applicability. Its main feature is that the local optimization domains are each a group of invertible matrices, together naturally acting on tensors, and the optimization problem is minimizing the norm of an input tensor under this joint action. The solution of this optimization problem captures a basic problem in Invariant Theory, called the null-cone problem.
This algebraic framework turns out to encompass natural computational problems in combinatorial optimization, algebra, analysis, quantum information theory, and geometric complexity theory. It includes and extends to high dimensions the recent advances on (2-dimensional) operator scaling.
Our main result is a fully polynomial time approximation scheme for this general problem, which may be viewed as a multi-dimensional scaling algorithm. This directly leads to progress on some of the problems in the areas above, and a unified view of others. We explain how faster convergence of an algorithm for the same problem will allow resolving central open problems.
Our main techniques come from Invariant Theory, and include its rich non-commutative duality theory, and new bounds on the bitsizes of coefficients of invariant polynomials. They enrich the algorithmic toolbox of this very computational field of mathematics, and are directly related to some challenges in geometric complexity theory (GCT)
The Frequent Items Problem in Online Streaming under Various Performance Measures
In this paper, we strengthen the competitive analysis results obtained for a
fundamental online streaming problem, the Frequent Items Problem. Additionally,
we contribute with a more detailed analysis of this problem, using alternative
performance measures, supplementing the insight gained from competitive
analysis. The results also contribute to the general study of performance
measures for online algorithms. It has long been known that competitive
analysis suffers from drawbacks in certain situations, and many alternative
measures have been proposed. However, more systematic comparative studies of
performance measures have been initiated recently, and we continue this work,
using competitive analysis, relative interval analysis, and relative worst
order analysis on the Frequent Items Problem.Comment: IMADA-preprint-c
Competitive Algorithms for Online Leasing Problem in Probabilistic Environments
Abstract. We integrate probability distribution into pure competitive analysis to improve the performance measure of competitive analysis, since input sequences of the leasing problem have simple structure and favorably statistical property. Let input structures be the characteristic of geometric distribution, and we obtain optimal on-line algorithms and their competitive ratios. Moreover, the introducing of interest rate would diminish the uncertainty involved in the process of decision making and put off the optimal purchasing date.
Non-intersecting squared Bessel paths: critical time and double scaling limit
We consider the double scaling limit for a model of non-intersecting
squared Bessel processes in the confluent case: all paths start at time
at the same positive value , remain positive, and are conditioned to end
at time at . After appropriate rescaling, the paths fill a region in
the --plane as that intersects the hard edge at at a
critical time . In a previous paper (arXiv:0712.1333), the scaling
limits for the positions of the paths at time were shown to be
the usual scaling limits from random matrix theory. Here, we describe the limit
as of the correlation kernel at critical time and in the
double scaling regime. We derive an integral representation for the limit
kernel which bears some connections with the Pearcey kernel. The analysis is
based on the study of a matrix valued Riemann-Hilbert problem by
the Deift-Zhou steepest descent method. The main ingredient is the construction
of a local parametrix at the origin, out of the solutions of a particular
third-order linear differential equation, and its matching with a global
parametrix.Comment: 53 pages, 15 figure
The Value of Information for Populations in Varying Environments
The notion of information pervades informal descriptions of biological
systems, but formal treatments face the problem of defining a quantitative
measure of information rooted in a concept of fitness, which is itself an
elusive notion. Here, we present a model of population dynamics where this
problem is amenable to a mathematical analysis. In the limit where any
information about future environmental variations is common to the members of
the population, our model is equivalent to known models of financial
investment. In this case, the population can be interpreted as a portfolio of
financial assets and previous analyses have shown that a key quantity of
Shannon's communication theory, the mutual information, sets a fundamental
limit on the value of information. We show that this bound can be violated when
accounting for features that are irrelevant in finance but inherent to
biological systems, such as the stochasticity present at the individual level.
This leads us to generalize the measures of uncertainty and information usually
encountered in information theory
Greedy D-Approximation Algorithm for Covering with Arbitrary Constraints and Submodular Cost
This paper describes a simple greedy D-approximation algorithm for any
covering problem whose objective function is submodular and non-decreasing, and
whose feasible region can be expressed as the intersection of arbitrary (closed
upwards) covering constraints, each of which constrains at most D variables of
the problem. (A simple example is Vertex Cover, with D = 2.) The algorithm
generalizes previous approximation algorithms for fundamental covering problems
and online paging and caching problems
- …