Presented on October 2, 2017 at 11:00 a.m. in the Klaus Advanced Computing Building, room 1116E.
In the only two cases so far where the dynamical critical behavior on @math has been addressed---the case @math in @cite_25 and the case of integer @math large enough in @cite_8 @cite_17 ---through the comparison inequalities of Ullrich, the results apply to all Markov chains discussed above (each has @math at @math and @math at @math large enough). Note that the results of @cite_8 @cite_17 are applicable to every dimension @math , while requiring that @math be sufficiently large as a function of @math .
@cite_17 @cite_25 @cite_8
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In this work we show that for every @math , such that for all @math where the parameters of the model do not depend on @math . They also provide a rare example where one can prove a polynomial time mixing of Gibbs sampler in a situation where the actual mixing time is slower than @math . Our proof exploits in novel ways the local treelike structure of Erd o s-R 'enyi random graphs, comparison and block dynamics arguments and a recent result of Weitz. Our results extend to much more general families of graphs which are sparse in some average sense and to much more general interactions. In particular, they apply to any graph for which every vertex @math of the graph has a neighborhood @math of radius @math in which the induced sub-graph is a tree union at most @math edges and where for each simple path in @math the sum of the vertex degrees along the path is @math . Moreover, our result apply also in the case of arbitrary external fields and provide the first FPRAS for sampling the Ising distribution in this case. We finally present a non Markov Chain algorithm for sampling the distribution which is effective for a wider range of parameters. In particular, for @math it applies for all external fields and @math , where @math is the critical point for decay of correlation for the Ising model on @math . We are interested in the clusters formed by a Poisson ensemble of Markovian loops on infinite graphs. This model was introduced and studied in Le Jan (C R Math Acad Sci Paris 350(13–14):643–646, 2012, Ill J Math 57(2):525–558, 2013). It is a model with long range correlations with two parameters ( ) and ( ). The non-negative parameter ( ) measures the amount of loops, and ( ) plays the role of killing on vertices penalizing ( ( >0 )) or favoring ( ( <0 )) appearance of large loops. It was shown in Le Jan (Ill J Math 57(2):525–558, 2013) that for any fixed ( ) and large enough ( ), there exists an infinite cluster in the loop percolation on ( Z ^d ). In the present article, we show a non-trivial phase transition on the integer lattice ( Z ^d ) ( (d 3 )) for ( =0 ). More precisely, we show that there is no loop percolation for ( =0 ) and ( ) small enough. Interestingly, we observe a critical like behavior on the whole sub-critical domain of ( ), namely, for ( =0 ) and any sub-critical value of ( ), the probability of one-arm event decays at most polynomially. For (d 5 ), we prove that there exists a non-trivial threshold for the finiteness of the expected cluster size. For ( ) below this threshold, we calculate, up to a constant factor, the decay of the probability of one-arm event, two point function, and the tail distribution of the cluster size. These rates are comparable with the ones obtained from a single large loop and only depend on the dimension. For (d=3 ) or 4, we give better lower bounds on the decay of the probability of one-arm event, which show importance of small loops for long connections. In addition, we show that the one-arm exponent in dimension 3 depends on the intensity ( ). We prove concentration inequalities for some classes of Markov chains and (F-mixing processes, with constants independent of the size of the sample, that extend the inequalities for product measures of Talagrand. The method is based on information inequalities put forward by Marton in case of contracting Markov chains. Using a simple duality argument on entropy, our results also include the family of logarithmic Sobolev inequalities for convex functions. Applications to bounds on supremum of dependent empirical processes complete this work. We consider the problem of robustly recovering a @math -sparse coefficient vector from the Fourier series that it generates, restricted to the interval @math . The difficulty of this problem is linked to the superresolution factor SRF, equal to the ratio of the Rayleigh length (inverse of @math ) by the spacing of the grid supporting the sparse vector. In the presence of additive deterministic noise of norm @math , we show upper and lower bounds on the minimax error rate that both scale like @math , providing a partial answer to a question posed by Donoho in 1992. The scaling arises from comparing the noise level to a restricted isometry constant at sparsity @math , or equivalently from comparing @math to the so-called @math -spark of the Fourier system. The proof involves new bounds on the singular values of restricted Fourier matrices, obtained in part from old techniques in complex analysis. We identify the scaling limit for the sizes of the largest components at criticality for inhomogeneous random graphs with weights that have finite third moments. We show that the sizes of the (rescaled) components converge to the excursion lengths of an inhomogeneous Brownian motion, which extends results of Aldous (1997) for the critical behavior of Erdos-Renyi random graphs. We rely heavily on martingale convergence techniques, and concentration properties of (super)martingales. This paper is part of a programme initiated in van der Hofstad (2009) to study the near-critical behavior in inhomogeneous random graphs of so-called rank-1. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. We consider the over-time version of the Max-Min Fair Allocation problem. Given a time horizon @math , with at each time t a set of demands and a set of available resources that may change over the time defining instance @math , we seek a sequence of solutions @math that (1) are near-optimal at each time t , and (2) as stable as possible (inducing small modification costs). We focus on the impact of the knowledge of the future on the quality and the stability of the returned solutions by distinguishing three settings: the off-line setting where the whole set of instances through the time horizon is known in advance, the on-line setting where no future instance is known, and the k -lookahead setting where at time t , the instances at times @math are known. We first consider the case without restrictions where the set of resources and the set of agents are the same for all instances and where every resource can be allocated to any agent. For the off-line setting, we show that the over-time version of the problem is much harder than the static one, since it becomes @math -hard even for families of instances for which the static problem is trivial. Then, we provide a @math -approximation algorithm for the off-line setting using as subroutine a ρ-approximation algorithm for the static version. We also give a @math -competitive algorithm for the online setting using also as subroutine a ρ-approximation algorithm for the static version. Furthermore, for the case with restrictions, we show that in the off-line setting it is possible to get a polynomial-time algorithm with the same approximation ratio as in the case without restrictions. For the online setting, we prove that it is not possible to find an online algorithm with bounded competitive ratio. For the 1-lookahead setting however, we give a @math -approximation algorithm using as subroutine a ρ-approximation algorithm for the static version. We consider the simple exclusion process with @math particles on a segment of length @math performing random walks with transition @math to the right and @math to the left. We focus on the case where the asymmetry in the jump rates @math vanishes in the limit when @math and @math tend to infinity, and obtain sharp asymptotics for the mixing times of this sequence of Markov chains in the two cases where the asymmetry is either much larger or much smaller than @math . We show that in the former case ( @math ), the mixing time corresponds to the time needed to reach macroscopic equilibrium, like for the strongly asymmetric (i.e. constant @math ) case studied in [LL18], while the latter case ( @math ) macroscopic equilibrium is not sufficient for mixing and one must wait till local fluctuations equilibrate, similarly to what happens in the symmetric case worked out in [Lac16b]. In both cases, convergence to equilibrium is abrupt: we have a cutoff phenomenon for the total-variation distance. We present a conjecture for the remaining regime when the asymmetry is of order @math . The key to our investigation is an improved (and in a sense sharp) understanding of the survival time of the contact process on star graphs. Using these results, we show that for the contact process on Galton-Watson trees, when the offspring distribution (i) is subexponential the critical value for local survival @math and (ii) when it is geometric( @math ) we have @math , where the @math are much smaller than previous estimates. We also study the critical value @math for "prolonged persistence" on graphs with @math vertices generated by the configuration model. In the case of power law and stretched exponential distributions where it is known @math we give estimates on the rate of convergence. Physicists tell us that @math where @math is the maximum eigenvalue of the adjacency matrix. Our results show that this is not correct. Consider the problem of approximately counting weighted independent sets of a graph G with activity λ, i.e., where the weight of an independent set I is λ|I|. We present a novel analysis yielding a deterministic approximation scheme which runs in polynomial time for any graph of maximum degree Δ and λ< λc=(Δ-1)Δ-1 (Δ-2)Δ. This improves on the previously known general bound of λ ≤ (2 ‾ Δ-2). The new regime includes the interesting case of λ=1 (uniform weights) and Δ ≤ 5. The previous bound required Δ ≤ 4 for uniform approximate counting and there is evidence that for Δ ≥ 6 the problem is hard. Note that λc is the critical activity for uniqueness of the Gibbs measure on the regular tree of degree Δ, i.e., for λ ≤ λc the probability that the root is in the independent set is asymptotically independent of the configuration on the leaves far below. Indeed, our analysis is focused on establishing decay of correlations with distance in the above weighted distribution. We show that on any graph of maximum degree Δ correlations decay with distance at least as fast as they do on the regular tree of the same degree. This resolves an open conjecture in statistical physics. Our comparison of a general graph with the tree uses an algorithmic argument yielding the approximation scheme mentioned above. Also, by existing arguments, establishing decay of correlations for all graphs and λ<λc gives that the Glauber dynamics is rapidly mixing in this regime. However, the implication from decay of correlations to rapid mixing of the dynamics is only known to hold for graphs of subexponential growth, and hence, our result regarding the Glauber dynamics is limited to this class of graphs. This paper concerns the worst-case complexity of Gauss-Seidel method for solving a positive semi-definite linear system; or equivalently, that of cyclic coordinate descent (C-CD) for minimizing a convex quadratic function. The known provable complexity of C-CD can be @math times slower than gradient descent (GD) and @math times slower than randomized coordinate descent (R-CD). However, these gaps seem rather puzzling since so far they have not been observed in practice; in fact, C-CD usually converges much faster than GD and sometimes comparable to R-CD. Thus some researchers believe the gaps are due to the weakness of the proof, but not that of the C-CD algorithm itself. In this paper we show that the gaps indeed exist. We prove that there exists an example for which C-CD takes at least @math or @math operations, where @math is the condition number, @math is a well-studied quantity that determines the convergence rate of R-CD, and @math hides the dependency on @math . This implies that C-CD can indeed be @math times slower than GD, and @math times slower than R-CD in the worst case. Our result establishes one of the few examples in continuous optimization that demonstrates a large gap between a deterministic algorithm and its randomized counterpart. Based on the example, we establish several almost tight complexity bounds of C-CD for quadratic problems. One difficulty with the analysis of the constructed example is that the spectral radius of a non-symmetric iteration matrix does not necessarily constitutes a lower bound for the convergence rate. Consider a large database of @math data items that need to be stored using @math servers. We study how to encode information so that a large number @math of read requests can be performed in parallel while the rate remains constant (and ideally approaches one). This problem is equivalent to the design of multiset Batch Codes introduced by Ishai, Kushilevitz, Ostrovsky and Sahai [17]. We give families of multiset batch codes with asymptotically optimal rates of the form @math and a number of servers @math scaling polynomially in the number of read requests @math . An advantage of our batch code constructions over most previously known multiset batch codes is explicit and deterministic decoding algorithms and asymptotically optimal fault tolerance. Our main technical innovation is a graph-theoretic method of designing multiset batch codes using dense bipartite graphs with no small cycles. We modify prior graph constructions of dense, high-girth graphs to obtain our batch code results. We achieve close to optimal tradeoffs between the parameters for bipartite graph based batch codes. We study supercritical branching Brownian motion on the real line starting at the origin and with constant drift @math . At the point @math , we add an absorbing barrier, i.e. individuals touching the barrier are instantly killed without producing offspring. It is known that there is a critical drift @math , such that this process becomes extinct almost surely if and only if @math . In this case, if @math denotes the number of individuals absorbed at the barrier, we give an asymptotic for @math as @math goes to infinity. If @math and the reproduction is deterministic, this improves upon results of [L. Addario-Berry and N. Broutin (2009), http: arxiv.org abs 0908.1083v1 ] and [E. A " dekon (2009), http: arxiv.org abs 0911.0877v1 ] on a conjecture by David Aldous about the total progeny of a branching random walk. The main technique used in the proofs is analysis of the generating function of @math near its singular point @math , based on classical results on some complex differential equations. We consider level-set percolation for the Gaussian free field on ( Z ^ d ), d ≥ 3, and prove that, as h varies, there is a non-trivial percolation phase transition of the excursion set above level h for all dimensions d ≥ 3. So far, it was known that the corresponding critical level h*(d) satisfies h*(d) ≥ 0 for all d ≥ 3 and that h*(3) is finite, see (J Stat Phys 48(5 6):1249–1268, 1987). We prove here that h*(d) is finite for all d ≥ 3. In fact, we introduce a second critical parameter h** ≥ h*, show that h**(d) is finite for all d ≥ 3, and that the connectivity function of the excursion set above level h has stretched exponential decay for all h > h**. Finally, we prove that h* is strictly positive in high dimension. It remains open whether h* and h** actually coincide and whether h* > 0 for all d ≥ 3. We study the maximum of a Gaussian field on @math ( @math ) whose correlations decay logarithmically with the distance. Kahane Kah85 introduced this model to construct mathematically the Gaussian multiplicative chaos in the subcritical case. Duplantier, Rhodes, Sheffield and Vargas DRSV12a DRSV12b extended Kahane's construction to the critical case and established the KPZ formula at criticality. Moreover, they made in DRSV12a several conjectures on the supercritical case and on the maximum of this Gaussian field. In this paper we resolve Conjecture 12 in DRSV12a : we establish the convergence in law of the maximum and show that the limit law is the Gumbel distribution convoluted by the limit of the derivative martingale. This paper considers the problem of designing maximum distance separable (MDS) codes over small fields with constraints on the support of their generator matrices. For any given @math binary matrix @math , the GM-MDS conjecture, proposed by , states that if @math satisfies the so-called MDS condition, then for any field @math of size @math , there exists an @math MDS code whose generator matrix @math , with entries in @math , fits the matrix @math (i.e., @math is the support matrix of @math ). Despite all the attempts by the coding theory community, this conjecture remains still open in general. It was shown, independently by and , that the GM-MDS conjecture holds if the following conjecture, referred to as the TM-MDS conjecture, holds: if @math satisfies the MDS condition, then the determinant of a transform matrix @math , such that @math fits @math , is not identically zero, where @math is a Vandermonde matrix with distinct parameters. In this work, we first reformulate the TM-MDS conjecture in terms of the Wronskian determinant, and then present an algebraic-combinatorial approach based on polynomial-degree reduction for proving this conjecture. Our proof technique's strength is based primarily on reducing inherent combinatorics in the proof. We demonstrate the strength of our technique by proving the TM-MDS conjecture for the cases where the number of rows ( @math ) of @math is upper bounded by @math . For this class of special cases of @math where the only additional constraint is on @math , only cases with @math were previously proven theoretically, and the previously used proof techniques are not applicable to cases with @math . We consider the problem of clustering a graph @math into two communities by observing a subset of the vertex correlations. Specifically, we consider the inverse problem with observed variables @math , where @math is the incidence matrix of a graph @math , @math is the vector of unknown vertex variables (with a uniform prior), and @math is a noise vector with Bernoulli @math i.i.d. entries. All variables and operations are Boolean. This model is motivated by coding, synchronization, and community detection problems. In particular, it corresponds to a stochastic block model or a correlation clustering problem with two communities and censored edges. Without noise, exact recovery (up to global flip) of @math is possible if and only the graph @math is connected, with a sharp threshold at the edge probability @math for Erdős-Renyi random graphs. The first goal of this paper is to determine how the edge probability @math needs to scale to allow exact recovery in the presence of noise. Defining the degree rate of the graph by @math , it is shown that exact recovery is possible if and only if @math . In other words, @math is the information theoretic threshold for exact recovery at low-SNR. In addition, an efficient recovery algorithm based on semidefinite programming is proposed and shown to succeed in the threshold regime up to twice the optimal rate. For a deterministic graph @math , defining the degree rate as @math , where @math is the minimum degree of the graph, it is shown that the proposed method achieves the rate @math , where @math is the spectral gap of the graph @math . Let @math be the largest component of the Erdős–Renyi random graph @math . The mixing time of random walk on @math in the strictly supercritical regime, p = c n with fixed c > 1, was shown to have order log2n by Fountoulakis and Reed, and independently by Benjamini, Kozma and Wormald. In the critical window, p = (1 + e) n where λ = e3n is bounded, Nachmias and Peres proved that the mixing time on @math is of order n. However, it was unclear how to interpolate between these results, and estimate the mixing time as the giant component emerges from the critical window. Indeed, even the asymptotics of the diameter of @math in this regime were only recently obtained by Riordan and Wormald, as well as the present authors and Kim. In this paper, we show that for p = (1 + e) n with λ = e3n → ∞ and λ = o(n), the mixing time on @math is with high probability of order (n λ)log2λ. In addition, we show that this is the order of the largest mixing time over all components, both in the slightly supercritical and in the slightly subcritical regime [i.e., p = (1 − e) n with λ as above]. Given @math noisy samples with @math dimensions, where @math , we show that the multi-step thresholding procedure based on the Lasso -- we call it the Thresholded Lasso , can accurately estimate a sparse vector @math in a linear model @math , where @math is a design matrix normalized to have column @math norm @math , and @math . We show that under the restricted eigenvalue (RE) condition (Bickel-Ritov-Tsybakov 09), it is possible to achieve the @math loss within a logarithmic factor of the ideal mean square error one would achieve with an oracle while selecting a sufficiently sparse model -- hence achieving sparse oracle inequalities ; the oracle would supply perfect information about which coordinates are non-zero and which are above the noise level. In some sense, the Thresholded Lasso recovers the choices that would have been made by the @math penalized least squares estimators, in that it selects a sufficiently sparse model without sacrificing the accuracy in estimating @math and in predicting @math . We also show for the Gauss-Dantzig selector (Cand e s-Tao 07), if @math obeys a uniform uncertainty principle and if the true parameter is sufficiently sparse, one will achieve the sparse oracle inequalities as above, while allowing at most @math irrelevant variables in the model in the worst case, where @math is the smallest integer such that for @math , @math . Our simulation results on the Thresholded Lasso match our theoretical analysis excellently. Given an irreducible discrete time Markov chain on a finite state space, we consider the largest expected hitting time T(α) of a set of stationary measure at least α for α ∈ (0, 1). We obtain tight inequalities among the values of T(α) for different choices of α. One consequence is that T(α) ≤ T(1 2) α for all α < 1 2. As a corollary we have that if the chain is lazy in a certain sense as well as reversible, then T(1 2) is equivalent to the chain’s mixing time, answering a question of Peres. We furthermore demonstrate that the inequalities we establish give an almost everywhere pointwise limiting characterisation of possible hitting time functions T(α) over the domain α ∈ (0, 1 2].