This paper studies the problem of characterizing the region of the airspace that will be occupied by a space debris during an uncontrolled reentry (footprint), with the final goal of supporting the air traffic control...
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This paper studies the problem of characterizing the region of the airspace that will be occupied by a space debris during an uncontrolled reentry (footprint), with the final goal of supporting the air traffic controllers in their task of guiding aircraft safely from their origin to their destination. Given the various sources of uncertainty affecting the debris dynamics, the reentry process is characterized probabilistically and the problem of determining the footprint is formulated in terms of a chance-constrained optimization program, which is solved via a simulation-based method. When observations of the debris initial position and radar measurements of the aircraft prior to the reentry event are available, nonlinear filtering techniques can be adopted and the posterior probability distribution of the debris position as well as of the wind field affecting the reentry process can be integrated in the chance-constraint formulation so as to obtain an enhanced estimate of the footprint. Simulation results show the efficacy of the approach.
We consider the problem of on-line call admission and routing on trees and meshes. Previous work gave randomized on-line algorithms for these problems and proved that they have optimal ( up to constant factors) compet...
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We consider the problem of on-line call admission and routing on trees and meshes. Previous work gave randomized on-line algorithms for these problems and proved that they have optimal ( up to constant factors) competitive ratios. However, these algorithms can obtain very low profit with high probability. We investigate the question of devising for these problems on-line competitive algorithms that also guarantee a good solution with good probability. We give a new family of randomized algorithms with asymptotically optimal competitive ratios and good probability to get a profit close to the expectation. We complement these results by providing bounds on the probability of any optimally competitive randomized on-line algorithm for the problems we consider to get a profit close to the expectation. To the best of our knowledge, this is the rst study of the relationship between the tail distribution and the competitive ratio of randomized on-line benefit algorithms.
The note combines (weak) control Lyapunov function-based nonlinear receding horizon control, with randomized optimization. This approach is applied to the problem of robot navigation in the presence of state and input...
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The note combines (weak) control Lyapunov function-based nonlinear receding horizon control, with randomized optimization. This approach is applied to the problem of robot navigation in the presence of state and input constraints. It is shown that under certain conditions, relaxing the definiteness requirements on the terminal cost function allows one to select control inputs through a Monte-Carlo optimization scheme in a way that preserves the stability and convergence properties of the closed loop system. While the particular randomized optimization scheme used here can be substituted for the nonlinear optimal control method of choice, the introduction of randomization in receding horizon optimization is anticipated to offer additional trade-offs between performance and computation speed compared to the fixed-overhead nonlinear optimal control strategies typically employed.
In this paper we propose a randomized algorithm which can solve the satisfiability problem with the probability of failure not exceeding epsilon in polynomial average time.
In this paper we propose a randomized algorithm which can solve the satisfiability problem with the probability of failure not exceeding epsilon in polynomial average time.
Despite its reduced complexity, lattice reduction-aided decoding exhibits a widening gap to maximum-likelihood (ML) performance as the dimension increases. To improve its performance, this paper presents randomized la...
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Despite its reduced complexity, lattice reduction-aided decoding exhibits a widening gap to maximum-likelihood (ML) performance as the dimension increases. To improve its performance, this paper presents randomized lattice decoding based on Klein's sampling technique, which is a randomized version of Babai's nearest plane algorithm [i.e., successive interference cancelation (SIC)] and samples lattice points from a Gaussian-like distribution over the lattice. To find the closest lattice point, Klein's algorithm is used to sample some lattice points and the closest among those samples is chosen. Lattice reduction increases the probability of finding the closest lattice point, and only needs to be run once during preprocessing. Further, the sampling can operate very efficiently in parallel. The technical contribution of this paper is twofold: we analyze and optimize the decoding radius of sampling decoding resulting in better error performance than Klein's original algorithm, and propose a very efficient implementation of random rounding. Of particular interest is that a fixed gain in the decoding radius compared to Babai's decoding can be achieved at polynomial complexity. The proposed decoder is useful for moderate dimensions where sphere decoding becomes computationally intensive, while lattice reduction-aided decoding starts to suffer considerable loss. Simulation results demonstrate near-ML performance is achieved by a moderate number of samples, even if the dimension is as high as 32.
Low-rankmatrix approximations play a fundamental role in numerical linear algebra and signal processing applications. This paper introduces a novel rank-revealing matrix decomposition algorithm termed compressed rando...
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Low-rankmatrix approximations play a fundamental role in numerical linear algebra and signal processing applications. This paper introduces a novel rank-revealing matrix decomposition algorithm termed compressed randomized UTV (CoR-UTV) decomposition along with a CoR-UTV variant aided by the power method technique. CoR-UTV is primarily developed to compute an approximation to a low-rank input matrix by making use of random sampling schemes. Given a large and dense matrix of size m x n with numerical rank k, where k << min{m, n}, CoRUTV requires a few passes over the data, and runs in O(mnk) floating-point operations. Furthermore, CoR-UTV can exploit modern computational platforms and, consequently, can be optimized for maximum efficiency. CoR-UTV is simple and accurate, and outperforms reported alternative methods in terms of efficiency and accuracy. Simulations with synthetic data as well as real data in image reconstruction and robust principal component analysis applications support our claims.
This study is concerned with finding a level ideal (LI) of a partially ordered set (poset). Given a finite poset P. the level of each element p is an element of P is defined as the number of ideals that do not include...
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This study is concerned with finding a level ideal (LI) of a partially ordered set (poset). Given a finite poset P. the level of each element p is an element of P is defined as the number of ideals that do not include p, then the problem is to find the ith LI-the ideal consisting of elements whose levels are less than a given integer i. The concept of a level ideal is naturally derived from the generalized median stable matchings, introduced by Teo and Sethuraman [Teo, C. P., J. Sethuraman. 1998. The geometry of fractional stable matchings and its applications. Math. Oper Res. 23(4) 874-891] in the context of "fairness" of matchings in a stable marriage problem. Cheng [Cheng, C. T. 2010. Understanding the generalized median stable matchings. Algorithmica 58(1) 34-51] showed that finding the ith LI is #P-hard when i = Theta(N), where N is the total number of ideals of P. This paper shows that finding the ith LI is #P-hard even if i = Theta(N-1/c), where c is an arbitrary constant at least one. Meanwhile, we present a polynomial time exact algorithm when i = O((log N)(c')), where c' is an arbitrary positive constant. We also devise two randomized approximation schemes for the ideals of a poset, by using an oracle of an almost-uniform sampler.
We prove an exponential lower bound 2(Omega(n/log n)) on the size of any randomized ordered read-once branching program computing integer multiplication. Our proof depends on proving a new lower bound on Yao's ran...
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We prove an exponential lower bound 2(Omega(n/log n)) on the size of any randomized ordered read-once branching program computing integer multiplication. Our proof depends on proving a new lower bound on Yao's randomized one-way communication complexity of certain Boolean functions. It generalizes to some other models of randomized branching programs. In contrast, we prove that testing integer multiplication, contrary even to a non-deterministic situation, can be computed by randomized ordered read-once branching program in polynomial size. It is also known that computing the latter problem with deterministic read-once branching programs is as hard as factoring integers. (C) 2003 Elsevier Science (USA). All rights reserved.
The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension re...
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The scalability of statistical estimators is of increasing importance in modern applications. One approach to implementing scalable algorithms is to compress data into a low dimensional latent space using dimension reduction methods. In this paper, we develop an approach for dimension reduction that exploits the assumption of low rank structure in high dimensional data to gain both computational and statistical advantages. We adapt recent randomized low-rank approximation algorithms to provide an efficient solution to principal component analysis (PCA), and we use this efficient solver to improve estimation in large-scale linear mixed models (LMM) for association mapping in statistical genomics. A key observation in this paper is that randomization serves a dual role, improving both computational and statistical performance by implicitly regularizing the covariance matrix estimate of the random effect in an LMM. These statistical and computational advantages are highlighted in our experiments on simulated data and large-scale genomic studies.
We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the proble...
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We consider distributed optimization methods for problems where forming the Hessian is computationally challenging and communication is a significant bottleneck. We leverage randomized sketches for reducing the problem dimensions as well as preserving privacy and improving straggler resilience in asynchronous distributed systems. We derive novel approximation guarantees for classical sketching methods and establish tight concentration results that serve as both upper and lower bounds on the error. We then extend our analysis to the accuracy of parameter averaging for distributed sketches. Furthermore, we develop unbiased parameter averaging methods for randomized second order optimization in regularized problems that employ sketching of the Hessian. Existing works do not take the bias of the estimators into consideration, which limits their application to massively parallel computation. We provide closed-form formulas for regularization parameters and step sizes that provably minimize the bias for sketched Newton directions. Additionally, we demonstrate the implications of our theoretical findings via large scale experiments on a serverless cloud computing platform.
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