We believe that discontinuous linear information is never more powerful than continuous linear information for approximating continuous operators. We prove such a result in the worst case setting. In the randomized se...
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We believe that discontinuous linear information is never more powerful than continuous linear information for approximating continuous operators. We prove such a result in the worst case setting. In the randomized setting we consider compact linear operators defined between Hilbert spaces. In this case, the use of discontinuous linear information in the randomized setting cannot be much more powerful than continuous linear information in the worst case setting. These results can be applied when function evaluations are used even if function values are defined only almost everywhere. (C) 2012 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim
We address randomized methods for control and optimization based on generating points uniformly distributed in a set. For control systems this sets are either stability domain in the space of feedback controllers, or ...
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We address randomized methods for control and optimization based on generating points uniformly distributed in a set. For control systems this sets are either stability domain in the space of feedback controllers, or quadratic stability domain, or robust stability domain, or level set for a performance specification. By generating random points in the prescribed set one can optimize some additional performance index. To implement such approach we exploit two modern Monte Carlo schemes for generating points which are approximately uniformly distributed in a given convex set. Both methods use boundary oracle to find an intersection of a ray and the set. The first method is Hit-and-Run, the second is sometimes called Shake-and-Bake. We estimate the rate of convergence for such methods and demonstrate the link with the center of gravity method. Numerical simulation results look very promising.
The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized versi...
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The Kaczmarz method is an iterative algorithm for solving systems of linear equations Ax=b. Theoretical convergence rates for this algorithm were largely unknown until recently when work was done on a randomized version of the algorithm. It was proved that for overdetermined systems, the randomized Kaczmarz method converges with expected exponential rate, independent of the number of equations in the system. Here we analyze the case where the system Ax=b is corrupted by noise, so we consider the system Axa parts per thousand b+r where r is an arbitrary error vector. We prove that in this noisy version, the randomized method reaches an error threshold dependent on the matrix A with the same rate as in the error-free case. We provide examples showing our results are sharp in the general context.
The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent, consensus, networked control and data mining. The...
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The problem of finding the eigenvector corresponding to the largest eigenvalue of a stochastic matrix has numerous applications in ranking search results, multi-agent, consensus, networked control and data mining. The power method is a typical tool for its solution. However randomized methods could be competitors vs standard ones;they require much less calculations for one iteration and are well tailored for distributed computations. We propose a new randomized algorithm and provide upper bound for its rate of convergence which is O(lnN/n), where N is the dimension and n is the number of iterations. The bound looks promising because lnN is not large even for very high dimensions. The algorithm is based on the mirror-descent method for convex stochastic optimization. Applications to PageRank problem are discussed.
We present an O(n log(4)n)-time randomized algorithm for gossiping in radio networks with unknown topology. This is the first algorithm for gossiping in this model whose running time is only a polylogarithmic factor a...
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We present an O(n log(4)n)-time randomized algorithm for gossiping in radio networks with unknown topology. This is the first algorithm for gossiping in this model whose running time is only a polylogarithmic factor away from the optimum. The fastest previously known (deterministic) algorithm for this problem works in time O(n(3/2)log(2)n). (C) 2004 Wiley Periodicals, Inc.
This paper is concerned with online algorithms for the generalized Hermitian eigenvalue problem (GHEP). We first present an algorithm based on randomization, termed alternate-projections randomized eigenvalue decompos...
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This paper is concerned with online algorithms for the generalized Hermitian eigenvalue problem (GHEP). We first present an algorithm based on randomization, termed alternate-projections randomized eigenvalue decomposition (APR-EVD), to solve the standard eigenvalue problem. The APR-EVD algorithm is computationally efficient and can be computed by making only one pass through the input matrix. We then develop two online algorithms based on APR-EVD for the dominant generalized eigenvectors extraction. Our proposed algorithms use the fact that GHEP is transformed into a standard eigenvalue problem, however to avert computations of a matrix inverse and inverse of the square root of a matrix, which are prohibitive, they exploit the rank-1 strategy for the transformation. Our algorithms are devised for extracting generalized eigenvectors for scenarios in which observed stochastic signals have unknown covariance matrices. The effectiveness and practical applicability of our proposed algorithms are validated through numerical experiments with synthetic and real-world data.
We prove a lower bound of Omega(n(4/3) log(1/3) n) on the randomized decision tree complexity of any nontrivial monotone n-vertex graph property, and of any nontrivial monotone bipartite graph property with bipartitio...
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We prove a lower bound of Omega(n(4/3) log(1/3) n) on the randomized decision tree complexity of any nontrivial monotone n-vertex graph property, and of any nontrivial monotone bipartite graph property with bipartitions of size it. This improves the previous best bound of Omega(n(4/3)) due to Hajnal (Combinatorica 11 (1991) 131-143). Our proof works by improving a graph packing lemma used in earlier work, and this improvement in turn stems from a novel probabilistic analysis. Graph packing being a well-studied subject in its own right, our improved packing lemma and the probabilistic technique used to prove it may be of independent interest. (c) 2007 Wiley Periodicals, Inc.
The problem of community detection (or clustering) in graphs plays an important role in analysis of complex large-scale networks and big data structures, arising in natural, behavioral and engineering sciences. Exampl...
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We consider a perimeter defense problem in which a vehicle seeks to defend a compact region from mobile intruders in a one-dimensional environment parameterized by the perimeter size relative to the environment and th...
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We consider a perimeter defense problem in which a vehicle seeks to defend a compact region from mobile intruders in a one-dimensional environment parameterized by the perimeter size relative to the environment and the intruder-to-vehicle speed ratio. The intruders move with fixed speed and direction to reach the perimeter. We present a competitive analysis approach to this problem by measuring the performance of randomized online algorithms for the vehicle against arbitrary inputs, relative to an optimal offline algorithm that has information about entire input sequence in advance. In particular, we characterize regimes in the parameter space in which, for any online randomized algorithm, (i) the competitive ratio has to be at least 2 and (ii) the competitive ratio has to be at least 1.33. We then design three randomized algorithms and characterize their competitive ratios. Finally, we present parameter regime plots that provide insights into parameter ranges in which the algorithms' performances are near optimal.
This paper presents a parallel randomized algorithm which computes a pair of epsilon-optimal strategies for a given (m,n)matrix game A = [a(ij)] is an element of [-1, 1] in 0(epsilon(-2) log(2)(n+m)) expected time on ...
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This paper presents a parallel randomized algorithm which computes a pair of epsilon-optimal strategies for a given (m,n)matrix game A = [a(ij)] is an element of [-1, 1] in 0(epsilon(-2) log(2)(n+m)) expected time on an (n+m)/log(n+m)-processor EREW PRAM. For any fixed accuracy epsilon > 0, the expected sequential running time of the suggested algorithm is 0((n + m)log(n + m)), which is sublinear in mn, the number of input elements of A. On the other hand, simple arguments are given to show that for epsilon < 1/2, any deterministic algorithm for computing a pair of epsilon-optimal strategies of an (m, n)-mabix game A with +/-1 elements examines a(mn) of its elements. In particular, for m = n the randomized algorithm achieves an almost quadratic expected speedup relative to any deterministic method.
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