A statistical estimation algorithm of the weight distribution of a linear code is shown, based on using its generator matrix as a compression function on random bit strings.
The Lee-Brickell algorithm can be written as follows (see @cite_11 ): Compute the permuted syndrome @math . Fix a weight @math . If then we can choose another set @math of @math columns from @math to obtain a set @math of columns of @math that sum to @math . Otherwise, restart with a different @math .
@cite_11
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We present a simple distributed @math -approximation algorithm for maximum weight independent set (MaxIS) in the @math model which completes in @math rounds, where @math is the maximum degree, @math is the number of rounds needed to compute a maximal independent set (MIS) on @math , and @math is the maximum weight of a node. Whether our algorithm is randomized or deterministic depends on the MIS algorithm used as a black-box. Plugging in the best known algorithm for MIS gives a randomized solution in @math rounds, where @math is the number of nodes. We also present a deterministic @math -round algorithm based on coloring. We then show how to use our MaxIS approximation algorithms to compute a @math -approximation for maximum weight matching without incurring any additional round penalty in the @math model. We use a known reduction for simulating algorithms on the line graph while incurring congestion, but we show our algorithm is part of a broad family of for which we describe a mechanism that allows the simulation to run in the @math model without an additional overhead. Next, we show that for maximum weight matching, relaxing the approximation factor to ( @math ) allows us to devise a distributed algorithm requiring @math rounds for any constant @math . For the unweighted case, we can even obtain a @math -approximation in this number of rounds. These algorithms are the first to achieve the provably optimal round complexity with respect to dependency on @math . We consider the problem of selecting the best subset of exactly @math columns from an @math matrix @math . We present and analyze a novel two-stage algorithm that runs in @math time and returns as output an @math matrix @math consisting of exactly @math columns of @math . In the first (randomized) stage, the algorithm randomly selects @math columns according to a judiciously-chosen probability distribution that depends on information in the top- @math right singular subspace of @math . In the second (deterministic) stage, the algorithm applies a deterministic column-selection procedure to select and return exactly @math columns from the set of columns selected in the first stage. Let @math be the @math matrix containing those @math columns, let @math denote the projection matrix onto the span of those columns, and let @math denote the best rank- @math approximation to the matrix @math . Then, we prove that, with probability at least 0.8, @math This Frobenius norm bound is only a factor of @math worse than the best previously existing existential result and is roughly @math better than the best previous algorithmic result for the Frobenius norm version of this Column Subset Selection Problem (CSSP). We also prove that, with probability at least 0.8, @math This spectral norm bound is not directly comparable to the best previously existing bounds for the spectral norm version of this CSSP. Our bound depends on @math , whereas previous results depend on @math ; if these two quantities are comparable, then our bound is asymptotically worse by a @math factor. Given @math elements with nonnegative integer weights @math and an integer capacity @math , we consider the counting version of the classic knapsack problem: find the number of distinct subsets whose weights add up to at most the given capacity. We give a deterministic algorithm that estimates the number of solutions to within relative error @math in time polynomial in @math and @math (fully polynomial approximation scheme). More precisely, our algorithm takes time @math . Our algorithm is based on dynamic programming. Previously, randomized polynomial-time approximation schemes were known first by Morris and Sinclair via Markov chain Monte Carlo techniques and subsequently by Dyer via dynamic programming and rejection sampling. We give an algorithm for the on-line learning of permutations. The algorithm maintains its uncertainty about the target permutation as a doubly stochastic weight matrix, and makes predictions using an efficient method for decomposing the weight matrix into a convex combination of permutations. The weight matrix is updated by multiplying the current matrix entries by exponential factors, and an iterative procedure is needed to restore double stochasticity. Even though the result of this procedure does not have a closed form, a new analysis approach allows us to prove an optimal (up to small constant factors) bound on the regret of our algorithm. This regret bound is significantly better than that of either Kalai and Vempala's more efficient Follow the Perturbed Leader algorithm or the computationally expensive method of explicitly representing each permutation as an expert.