Combinatorial algorithms have long played a crucial enabling role in scientific and engineering computations. The importance of discrete algorithms continues to grow with the demands of new applications and advanced a...
Combinatorial algorithms have long played a crucial enabling role in scientific and engineering computations. The importance of discrete algorithms continues to grow with the demands of new applications and advanced architectures. This paper surveys some recent developments in this rapidly changing and highly interdisciplinary field.
During the design phases of a Deep Offshore field development, a major issue in Flow Assurance is the prevention of Hydrates formation in the flowlines and risers. After designing the system, numerous multiphase flow ...
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Using a simple inequality about the relative entropy, its so-called "tensorization property," we give a simple proof of a functional inequality which is satisfied by any compound Poisson distribution. This f...
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ISBN:
(纸本)0780391519
Using a simple inequality about the relative entropy, its so-called "tensorization property," we give a simple proof of a functional inequality which is satisfied by any compound Poisson distribution. This functional inequality belongs to the class of modified logarithmic Sobolev inequalities. We use it to obtain measure concentration bounds for compound Poisson distributions under a variety of assumptions on their tail behavior. In particular, we show how the celebrated "Herbst argument" can be modified to yield sub-exponential concentration bounds. For example, suppose Z is a compound Poisson random variable with values on the nonnegative integers, and let f be a function such that |f(k+1)- f(k)| &le 1 for all k. Then, if the base distribution of Z does not have a finite moment-generating function but has finite moments up to some order L > 1, we show that the probability that f(Z) exceeds its mean by a positive amount t or more decays approximately like (const)·t-L, where the constant is explicitly identified. This appears to be one of the very first examples of concentration bounds with power-law decay.
We develop the algorithmic theory of vertex separators, and its relation to the embeddings of certain metric spaces. Unlike in the edge case, we show that embeddings into L1 (and even Euclidean embeddings) are insuffi...
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ISBN:
(纸本)9781581139600
We develop the algorithmic theory of vertex separators, and its relation to the embeddings of certain metric spaces. Unlike in the edge case, we show that embeddings into L1 (and even Euclidean embeddings) are insufficient, but that the additional structure provided by many embedding theorems does suffice for our purposes. We obtain an O(√log n) approximation formin-ratio vertex cuts in general graphs, based on a new semidefinite relaxation of the problem, and a tight analysis of the integrality gap which is shown to be Θ(√log n). We also prove various approximate max-flow/min-vertex-cut theorems, which in particular give a constant-factor approximation for min-ratio vertex cuts in any excluded-minor family of graphs. Previously, this was known only for planar graphs, and for general excluded-minor families the best-known ratio was O(log n). These results have a number of applications. We exhibit an O(√log n) pseudo-approximation for finding balanced vertex separators in general graphs. In fact, we achieve an approximation ratio of O(√log opt) where opt is the size of an optimal separator, improving over the previous best bound of O(log opt). Like-wise, we obtain improved approximation ratios for treewidth: In any graph of treewidth k, we show how to find a tree decomposition of width at most O(k√log k), whereas previous algorithms yielded O(k log k). For graphs excluding a fixed graph as a minor (which includes, e.g., bounded genus graphs), we give a constant-factor approximation for the treewidth;this can be used to obtain the first polynomial-time approximation schemes for problems like minimum feedback vertex set and minimum connected dominating set in such graphs. Copyright 2005 ACM.
We investigate the problem of automatically constructing efficient representations or basis functions for approximating value functions based on analyzing the structure and topology of the state space. In particular, ...
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ISBN:
(纸本)9780262232531
We investigate the problem of automatically constructing efficient representations or basis functions for approximating value functions based on analyzing the structure and topology of the state space. In particular, two novel approaches to value function approximation are explored based on automatically constructing basis functions on state spaces that can be represented as graphs or manifolds: one approach uses the eigenfunctions of the Laplacian, in effect performing a global Fourier analysis on the graph;the second approach is based on diffusion wavelets, which generalize classical wavelets to graphs using multiscale dilations induced by powers of a diffusion operator or random walk on the graph. Together, these approaches form the foundation of a new generation of methods for solving large Markov decision processes, in which the underlying representation and policies are simultaneously learned.
Using a simple inequality about the relative entropy, its so-called "tensorization property," we give a simple proof of a functional inequality which is satisfied by any compound Poisson distribution. This f...
详细信息
ISBN:
(纸本)0780391500
Using a simple inequality about the relative entropy, its so-called "tensorization property," we give a simple proof of a functional inequality which is satisfied by any compound Poisson distribution. This functional inequality belongs to the class of modified logarithmic Sobolev inequalities. We use it to obtain measure concentration bounds for compound Poisson distributions under a variety of assumptions on their tail behavior. In particular, we show how the celebrated "Herbst argument" can be modified to yield sub-exponential concentration bounds. For example, suppose Z is a compound Poisson random variable with values on the nonnegative integers, and let f be a function such that |f(k+1) - f(k)| les 1 for all k. Then, if the base distribution of Z does not have a finite moment-generating function but has finite moments up to some order L > 1, we show that the probability that f(Z) exceeds its mean by a positive amount t or more decays approximately like (const)middott -L , where the constant is explicitly identified. This appears to be one of the very first examples of concentration bounds with power-law decay
Suppose there is some discrete variable X of interest, which can only be observed after passing through 2 channels (Q and R). You are limited to n noisy observations of X and then must estimate the value of X. Your on...
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Suppose there is some discrete variable X of interest, which can only be observed after passing through 2 channels (Q and R). You are limited to n noisy observations of X and then must estimate the value of X. Your one control is a parameter k which determines the level of correlation in your observed data. Specifically, X is first transmitted through the channel Q n/k times to yield variables Y/sub 1/,..., Y/sub n/k/ and then each Y/sub i/ is transmitted through channel R k times to yield variables Z/sub i/,/sub 1/,..., Z/sub I,k/. How should k be chosen to maximize the probability of successfully guessing the correct value of X? While k /spl equiv/ 1 yields data points Z/sub i,1/ which are conditionally independent given the value of X, we find that this does not always mean that k /spl equiv/ 1 is the optimal choice. In fact, many simple situations yield cases where the optimal value of k is greater than 1. We explore this phenomenon and present both theoretical and empirical results.
We investigate the problem of automatically constructing efficient representations or basis functions for approximating value functions based on analyzing the structure and topology of the state space. In particular, ...
We investigate the problem of automatically constructing efficient representations or basis functions for approximating value functions based on analyzing the structure and topology of the state space. In particular, two novel approaches to value function approximation are explored based on automatically constructing basis functions on state spaces that can be represented as graphs or manifolds: one approach uses the eigenfunctions of the Laplacian, in effect performing a global Fourier analysis on the graph; the second approach is based on diffusion wavelets, which generalize classical wavelets to graphs using multiscale dilations induced by powers of a diffusion operator or random walk on the graph. Together, these approaches form the foundation of a new generation of methods for solving large Markov decision processes, in which the underlying representation and policies are simultaneously learned.
The performance of multigrid methods for the standard Poisson problem and for the consistent Poisson problem arising in spectral element discretizations of the Navier-Stokes equations is investigated. It is demonstrat...
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ISBN:
(纸本)3540225234
The performance of multigrid methods for the standard Poisson problem and for the consistent Poisson problem arising in spectral element discretizations of the Navier-Stokes equations is investigated. It is demonstrated that overlapping additive Schwarz methods are effective smoothers, provided that the solution in the overlap region is weighted by the inverse counting matrix. It is also shown that spectral element based smoothers are superior to those based upon finite element discretizations. Results for several large 3D Navier-Stokes applications are presented.
Suppose we are allowed to observe two equally noisy versions of some signal X, where the level of the noise is fixed. We are given a choice: we can either observe two independent noisy versions of X, or two correlated...
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ISBN:
(纸本)0780391500
Suppose we are allowed to observe two equally noisy versions of some signal X, where the level of the noise is fixed. We are given a choice: we can either observe two independent noisy versions of X, or two correlated ones. We show that, contrary to what classical statistical intuition suggests, it is often the case that correlated data is more valuable than independent data. We investigate this phenomenon in a variety of contexts, we give numerous examples for standard families of channels, and we present general sufficient conditions for deciding this dilemma. One of these conditions draws an interesting connection with the information-theoretic notion of "synergy," which has received a lot of attention in the neuroscience literature recently
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