Stochastic Gradient Langevin Dynamics (SGLD) is a combination of a Robbins-Monro type algorithm with Langevin dynamics. In this paper, the SGLD method with fixed step size @math is considered in order to sample from a logconcave target distribution @math , known up to a normalisation factor. We assume that unbiased estimates of the gradient from possibly dependent observations are available. It is shown that, for all @math , the Wasserstein- @math distance of the @math th iterate of the SGLD algorithm from @math is dominated by @math with appropriate constants @math and @math , whereas for the case of i.i.d. data the upper bound is improved to @math .
Corollary significantly improves on some of the results in @cite_23 in certain cases, compare also to @cite_3 . In @cite_23 the monotonicity assumption is not imposed, only a dissipativity condition is required and a more general recursive scheme is investigated. However, the input sequence @math is assumed i.i.d. In that setting, Theorem 2.1 of @cite_23 applies to (with the choice @math , @math , @math fixed, see also the last paragraph of Subsection 1.1 of @cite_23 ), and we get that [ W_2( Law ( ^ _n), ) ] holds whenever @math and @math with some @math . Our results provide the sharper estimates in a setting where @math may have dependences. For the case of i.i.d. @math see also the very recent @cite_5 .
@cite_5 @cite_3 @cite_23
2000931246 2026924428 2135625884 2949121341
Let f be a random Boolean formula that is an instance of 3-SAT. We consider the problem of computing the least real number k such that if the ratio of the number of clauses over the number of variables of f strictly exceeds k , then f is almost certainly unsatisfiable. By a well-known and more or less straightforward argument, it can be shown that kF5.191. This upper bound was improved by to 4.758 by first providing new improved bounds for the occupancy problem. There is strong experimental evidence that the value of k is around 4.2. In this work, we define, in terms of the random formula f, a decreasing sequence of random variables such that, if the expected value of any one of them converges to zero, then f is almost certainly unsatisfiable. By letting the expected value of the first term of the sequence converge to zero, we obtain, by simple and elementary computations, an upper bound for k equal to 4.667. From the expected value of the second term of the sequence, we get the value 4.601q . In general, by letting the U This work was performed while the first author was visiting the School of Computer Science, Carleton Ž University, and was partially supported by NSERC Natural Sciences and Engineering Research Council . of Canada , and by a grant from the University of Patras for sabbatical leaves. The second and third Ž authors were supported in part by grants from NSERC Natural Sciences and Engineering Research . Council of Canada . During the last stages of this research, the first and last authors were also partially Ž . supported by EU ESPRIT Long-Term Research Project ALCOM-IT Project No. 20244 . †An extended abstract of this paper was published in the Proceedings of the Fourth Annual European Ž Symposium on Algorithms, ESA’96, September 25]27, 1996, Barcelona, Spain Springer-Verlag, LNCS, . pp. 27]38 . That extended abstract was coauthored by the first three authors of the present paper. Correspondence to: L. M. Kirousis Q 1998 John Wiley & Sons, Inc. CCC 1042-9832r98r030253-17 253 where (an)n ENo is some sequence of nonnegative numbers, (Sn),nENo is the sequence of partial sums, S0 = 0, Sn = XflXk, of another sequence (Xk)kEN of i.i.d. random variables, and A c R is a fixed Borel set such as [0,1] or [0, oo). Examples of such convolution series are subordinated distributions (f=0Oan = 1) which arise as distributions of random sums, and harmonic and ordinary renewal measures (a0 = 0, an = 1 n for all n C N in the first, an = 1 for all n C NO in the second case). These examples are in turn essential for the analysis of the large time behaviour of diverse applied models such as branching and queueing processes, they are also of interest in connection with representation theorems such as the Levy representation of infinitely divisible distributions. A traditional approach to such problems is via regular variation: If the underlying random variables are nonnegative we can use Laplace transforms and the related Abelian and Tauberian theorems [see, e.g., Stam (1973) in the context of subordination and Feller (1971, XIV.3) in connection with renewal theory; Embrechts, Maejima, and Omey (1984) is a recent treatment of generalized renewal measures along these lines]. The approach of the present paper is based on the Wiener-Levy-Gel'fand theorem and has occasionally been called the Banach algebra method. In Gruibel (1983) we gave a new variant of this method for the special case of lattice distributions, showing that by using the appropriate Banach algebras of sequences, arbitrarily fine expansions are possible under certain assumptions on the higher-order differences of (P(X1 = n))fnEN. Here we give a corresponding treatment of nonlattice distributions. We restrict ourselves to an analogue of first-order differences and obtain a number of theorems which perhaps are described best as next-term results. To explain this let us consider a special case in more detail. 1. Summary In Part I, four ostensibly different theoretical models of induction are presented, in which the problem dealt with is the extrapolation of a very long sequence of symbols—presumably containing all of the information to be used in the induction. Almost all, if not all problems in induction can be put in this form. Some strong heuristic arguments have been obtained for the equivalence of the last three models. One of these models is equivalent to a Bayes formulation, in which a priori probabilities are assigned to sequences of symbols on the basis of the lengths of inputs to a universal Turing machine that are required to produce the sequence of interest as output. Though it seems likely, it is not certain whether the first of the four models is equivalent to the other three. Few rigorous results are presented. Informal investigations are made of the properties of these models. There are discussions of their consistency and meaningfulness, of their degree of independence of the exact nature of the Turing machine used, and of the accuracy of their predictions in comparison to those of other induction methods. In Part II these models are applied to the solution of three problems—prediction of the Bernoulli sequence, extrapolation of a certain kind of Markov chain, and the use of phrase structure grammars for induction. Though some approximations are used, the first of these problems is treated most rigorously. The result is Laplace's rule of succession. The solution to the second problem uses less certain approximations, but the properties of the solution that are discussed, are fairly independent of these approximations. The third application, using phrase structure grammars, is least exact of the three. First a formal solution is presented. Though it appears to have certain deficiencies, it is hoped that presentation of this admittedly inadequate model will suggest acceptable improvements in it. This formal solution is then applied in an approximate way to the determination of the “optimum” phrase structure grammar for a given set of strings. The results that are obtained are plausible, but subject to the uncertainties of the approximation used. We study the problem of fair allocation for indivisible goods. We use the the maxmin share paradigm introduced by Budish as a measure for fairness. Procacciafirst (EC'14) were first to investigate this fundamental problem in the additive setting. In contrast to what real-world experiments suggest, they show that a maxmin guarantee (1- @math allocation) is not always possible even when the number of agents is limited to 3. While the existence of an approximation solution (e.g. a @math - @math allocation) is quite straightforward, improving the guarantee becomes subtler for larger constants. Procaccia provide a proof for existence of a @math - @math allocation and leave the question open for better guarantees. Our main contribution is an answer to the above question. We improve the result of ! to a @math factor in the additive setting. The main idea for our @math - @math allocation method is clustering the agents. To this end, we introduce three notions and techniques, namely reducibility, matching allocation, and cycle-envy-freeness, and prove the approximation guarantee of our algorithm via non-trivial applications of these techniques. Our analysis involves coloring and double counting arguments that might be of independent interest. One major shortcoming of the current studies on fair allocation is the additivity assumption on the valuations. We alleviate this by extending our results to the case of submodular, fractionally subadditive, and subadditive settings. More precisely, we give constant approximation guarantees for submodular and XOS agents, and a logarithmic approximation for the case of subadditive agents. Furthermore, we complement our results by providing close upper bounds for each class of valuation functions. Finally, we present algorithms to find such allocations for additive, submodular, and XOS settings in polynomial time.