In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random varia...
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In order to describe or estimate different quantities related to a specific random variable, it is of prime interest to numerically generate such a variate. In specific situations, the exact generation of random variables might be either momentarily unavailable or too expensive in terms of computation time. It therefore needs to be replaced by an approximation procedure. As was previously the case, the ambitious exact simulation of first exit times for diffusion processes was unreachable though it concerns many applications in different fields like mathematical finance, neuroscience or reliability. The usual way to describe first exit times was to use discretization schemes, that are of course approximation procedures. Recently, Herrmann and Zucca (Herrmann and Zucca, 2020) proposed a new algorithm, the so-called GDET-algorithm (General Diffusion Exit Time), which permits to simulate exactly the first exit time for one-dimensional diffusions. The only drawback of exact simulation methods using an acceptance-rejection sampling is their time consumption. In this paper the authors highlight an acceleration procedure for the GDET-algorithm based on a multi-armed bandit model. The efficiency of this acceleration is pointed out through numerical examples.
Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is...
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Low-rank approximation of tensors has been widely used in high-dimensional data analysis. It usually involves singular value decomposition (SVD) of large-scale matrices with high computational complexity. Sketching is an effective data compression and dimensionality reduction technique applied to the low-rank approximation of large matrices. This paper presents two practical randomized algorithms for low-rank Tucker approximation of large tensors based on sketching and power scheme, with a rigorous error-bound analysis. Numerical experiments on synthetic and real-world tensor data demonstrate the competitive performance of the proposed algorithms.
Sufficient dimension reduction (SDR) continues to be an active field of research. When estimating the central subspace (CS), inverse regression based SDR methods involve solving a generalized eigenvalue problem, which...
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Sufficient dimension reduction (SDR) continues to be an active field of research. When estimating the central subspace (CS), inverse regression based SDR methods involve solving a generalized eigenvalue problem, which can be problematic under the large-p-small-n situation. In recent years, new techniques have emerged in numerical linear algebra, called randomized algorithms or random sketching, for high-dimensional and large scale problems. To overcome the large-p-small-n SDR problem, we combine the idea of statistical inference with random sketching to propose a new SDR method, called integrated random-partition SDR (iRP-SDR). Our method consists of the following three steps: (i) Randomly partition the covariates into subsets to construct an envelope subspace with low dimension. (ii) Obtain a sketch of the CS by applying a conventional SDR method within the constructed envelope subspace. (iii) Repeat the above two steps many times and integrate these multiple sketches to form the final estimate of the CS. After describing the details of these steps, the asymptotic properties of iRP-SDR are established. Unlike existing methods, iRP-SDR does not involve the determination of the structural dimension until the last stage, which makes it more adaptive to a high-dimensional setting. The advantageous performance of iRP-SDR is demonstrated via simulation studies and a practical example analyzing EEG data.
In coding and information theory, it is desirable to construct maximal codes that can be either variable length codes or error control codes of fixed length. However deciding code maximality boils down to deciding whe...
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In coding and information theory, it is desirable to construct maximal codes that can be either variable length codes or error control codes of fixed length. However deciding code maximality boils down to deciding whether a given NFA is universal, and this is a hard problem (including the case of whether the NFA accepts all words of a fixed length). On the other hand, it is acceptable to know whether a code is 'approximately' maximal, which then boils down to whether a given NFA is 'approximately' universal. Here we introduce the notion of a (1 - & epsilon;)-universal automaton and present polynomial randomized approximation algorithms to test NFA universality and related hard automata problems, for certain natural probability distributions on the set of words. We also conclude that the randomization aspect is necessary, as approximate universality remains hard for any fixed polynomially computable & epsilon;.& COPY;2023 Elsevier B.V. All rights reserved.
We propose a stability analysis method for sampled-data switched linear systems with quantization. The available information to the controller is limited: the quantized state and switching signal at each sampling time...
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We propose a stability analysis method for sampled-data switched linear systems with quantization. The available information to the controller is limited: the quantized state and switching signal at each sampling time. Switching between sampling times can produce the mismatch of the modes between the plant and the controller. Moreover, the coarseness of quantization makes the trajectory wander around, not approach, the origin. Hence the trajectory may leave the desired neighborhood if the mismatch leads to instability of the closed-loop system. For the stability of the switched systems, we develop a sufficient condition characterized by the total mismatch time . The relationship between the mismatch time and the dwell time of the switching signal is also discussed.
We propose a self-stabilizing algorithm for computing a maximal matching in an anonymous network. The complexity is O(n(2)) moves with high probability, under the adversarial distributed daemon. Among all adversarial ...
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We propose a self-stabilizing algorithm for computing a maximal matching in an anonymous network. The complexity is O(n(2)) moves with high probability, under the adversarial distributed daemon. Among all adversarial distributed daemons and with the anonymous assumption, our algorithm provides the best known complexity. Moreover, the previous best known algorithm working under the same daemon and using identity has a O(m) complexity leading to the same order of growth than our anonymous algorithm. Finally, we do not make the common assumption that a node can determine whether one of its neighbors points to it or to another node, and still we present a solution with the same asymptotic behavior.
We describe a robust, dynamic algorithm to compute the arrangement of a set of line segments in the plane, and its implementation. The algorithm is robust because, following Greene(7) and Hobby,(11) it rounds the endp...
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We describe a robust, dynamic algorithm to compute the arrangement of a set of line segments in the plane, and its implementation. The algorithm is robust because, following Greene(7) and Hobby,(11) it rounds the endpoints and intersections of all line segments to representable points, but in a way that is globally topologically consistent. The algorithm is dynamic because, following Mulmuley,(16) it uses a randomized hierarchy of vertical cell decompositions to make locating points, and inserting and deleting line segments,, efficient. Our algorithm is novel because it marries the robustness of the Greene and Hobby algorithms with Mulmuley's dynamic algorithm in a way that preserves the desirable properties of each.
Using the randomized algorithm method developed by Duminil-Copin et al. (Probab Theory Relat Fields 173(1-2):479-90, 2019), we exhibit sharp phase transition for the confetti percolation model. This provides an altern...
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Using the randomized algorithm method developed by Duminil-Copin et al. (Probab Theory Relat Fields 173(1-2):479-90, 2019), we exhibit sharp phase transition for the confetti percolation model. This provides an alternate proof, than that of Ahlberg et al. (Probab Theory Relat Fields 172(1-2):525-581, 2018), for the critical parameter for percolation in this model to be 1/2 when the radius of the underlying shapes for the distinct colours arise from the same distribution. In addition, we study the covered area fraction for this model, which is akin to the covered volume fraction in continuum percolation. Modulo a certain 'transitivity condition', this study allows us to calculate exact critical parameter for percolation when the underlying shapes for different colours may be of different sizes. Similar results are also obtained for the Poisson Voronoi percolation model when different coloured points have different growth speeds.
We study the computational complexity of computing optimal solutions (the solutions themselves, not just their cost) for NP optimization problems where the costs of feasible solutions are bounded above by a polynomial...
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We study the computational complexity of computing optimal solutions (the solutions themselves, not just their cost) for NP optimization problems where the costs of feasible solutions are bounded above by a polynomial in the length of their instances (we simply denote by NPOP such an NP optimization problem). It is of particular interest to find a computational structure (or equivalently, a complexity class) which. captures that complexity, if we consider the problems of computing optimal solutions for NPOP’s as a class of functions giving those optimal solutions. In this paper, we will observe that the class of functions computable in polynomial-time with one free evaluation of unbounded parallel queries to NP oracle sets, captures that complexity. We first show that for any NPOP Π, there exists a polynomial-time bounded randomized algorithm which, given an instance of Π, uses one free evaluation of parallel queries to an NP oracle set and outputs some optimal solution of the instance with very high probability. We then show that for several natural NPOP’s, any function giving those optimal solutions is at least as computationally hard as all functions in . To show the hardness results, we introduce a property of NPOP’s, called paddability , and we show a general result that if Π is a paddable NPOP and its associated decision problem is NP-hard, then all functions in are computable in polynomial-time with one free evaluation of an arbitrary function giving optimal solutions for instances of Π. The hardness results are applications of this general result. Among the NPOP’s, we include MAXIMUM CLIQUE, MINIMUM COLORING, LONGEST PATH, LONGEST CYCLE, 0–1 TRAVELING SALESPERSON, and 0–1 INTEGER PROGRAMMING.
Background Principal component analysis (PCA) is an essential method for analyzing single-cell RNA-seq (scRNA-seq) datasets, but for large-scale scRNA-seq datasets, computation time is long and consumes large amounts ...
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Background Principal component analysis (PCA) is an essential method for analyzing single-cell RNA-seq (scRNA-seq) datasets, but for large-scale scRNA-seq datasets, computation time is long and consumes large amounts of memory. Results In this work, we review the existing fast and memory-efficient PCA algorithms and implementations and evaluate their practical application to large-scale scRNA-seq datasets. Our benchmark shows that some PCA algorithms based on Krylov subspace and randomized singular value decomposition are fast, memory-efficient, and more accurate than the other algorithms. Conclusion We develop a guideline to select an appropriate PCA implementation based on the differences in the computational environment of users and developers.
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