Hardness of approximation results for the problem of finding the stopping distance in Tanner graphs

Tanner Graph representation of linear block codes is widely used by iterative decoding algorithms for recovering data transmitted across a noisy communication channel from errors and erasures introduced by the channel. The stopping distance of a Tanner graph T for a binary linear block code C determines the number of erasures correctable using iterative decoding on the Tanner graph T when data is transmitted across a binary erasure channel using the code C. We show that the problem of finding the stopping distance of a Tanner graph is hard to approximate within any positive constant approximation ratio in polynomial time unless P = NP. It is also shown as a consequence that there can be no approximation algorithm for the problem achieving an approximation ratio of 2(log n)(1-epsilon) for any epsilon > 0 unless NP subset of DTIME(n(poly(log n))).

Local approximability of max-min and min-max linear programs

In a max-min LP, the objective is to maximise ω subject to Ax ≤ 1, Cx ≥ ω1, and x ≥ 0. In a min-max LP, the objective is to minimise ρ subject to Ax ≤ ρ1, Cx ≥ 1, and x ≥ 0. The matrices A and C are nonnegative and sparse: each row ai of A has at most ΔI positive elements, and each row ck of C has at most ΔK positive elements. We study the approximability of max-min LPs and min-max LPs in a distributed setting; in particular, we focus on local algorithms (constant-time distributed algorithms). We show that for any ΔI ≥ 2, ΔK ≥ 2, and ε > 0 there exists a local algorithm that achieves the approximation ratio ΔI (1 − 1/ΔK) + ε. We also show that this result is the best possible: no local algorithm can achieve the approximation ratio ΔI (1 − 1/ΔK) for any ΔI ≥ 2 and ΔK ≥ 2.

New Approximation Algorithms for Minimum Cycle Bases of Graphs

We consider the problem of computing an approximate minimum cycle basis of an undirected non-negative edge-weighted graph G with m edges and n vertices; the extension to directed graphs is also discussed. In this problem, a {0,1} incidence vector is associated with each cycle and the vector space over F-2 generated by these vectors is the cycle space of G. A set of cycles is called a cycle basis of G if it forms a basis for its cycle space. A cycle basis where the sum of the weights of the cycles is minimum is called a minimum cycle basis of G. Cycle bases of low weight are useful in a number of contexts, e.g. the analysis of electrical networks, structural engineering, chemistry, and surface reconstruction. Although in most such applications any cycle basis can be used, a low weight cycle basis often translates to better performance and/or numerical stability. Despite the fact that the problem can be solved exactly in polynomial time, we design approximation algorithms since the performance of the exact algorithms may be too expensive for some practical applications. We present two new algorithms to compute an approximate minimum cycle basis. For any integer k >= 1, we give (2k - 1)-approximation algorithms with expected running time O(kmn(1+2/k) + mn((1+1/k)(omega-1))) and deterministic running time O(n(3+2/k) ), respectively. Here omega is the best exponent of matrix multiplication. It is presently known that omega < 2.376. Both algorithms are o(m(omega)) for dense graphs. This is the first time that any algorithm which computes sparse cycle bases with a guarantee drops below the Theta(m(omega) ) bound. We also present a 2-approximation algorithm with expected running time O(M-omega root n log n), a linear time 2-approximation algorithm for planar graphs and an O(n(3)) time 2.42-approximation algorithm for the complete Euclidean graph in the plane.

Reinforcement Learning With Function Approximation for Traffic Signal Control

We propose, for the first time, a reinforcement learning (RL) algorithm with function approximation for traffic signal control. Our algorithm incorporates state-action features and is easily implementable in high-dimensional settings. Prior work, e. g., the work of Abdulhai et al., on the application of RL to traffic signal control requires full-state representations and cannot be implemented, even in moderate-sized road networks, because the computational complexity exponentially grows in the numbers of lanes and junctions. We tackle this problem of the curse of dimensionality by effectively using feature-based state representations that use a broad characterization of the level of congestion as low, medium, or high. One advantage of our algorithm is that, unlike prior work based on RL, it does not require precise information on queue lengths and elapsed times at each lane but instead works with the aforementioned described features. The number of features that our algorithm requires is linear to the number of signaled lanes, thereby leading to several orders of magnitude reduction in the computational complexity. We perform implementations of our algorithm on various settings and show performance comparisons with other algorithms in the literature, including the works of Abdulhai et al. and Cools et al., as well as the fixed-timing and the longest queue algorithms. For comparison, we also develop an RL algorithm that uses full-state representation and incorporates prioritization of traffic, unlike the work of Abdulhai et al. We observe that our algorithm outperforms all the other algorithms on all the road network settings that we consider.

Linear Filtering in MDCT domain

In this paper, expressions for convolution multiplication properties of MDCT are derived starting from the equivalent DFT representations. Using these expressions, methods for implementing linear filtering through block convolution in the MDCT domain are presented. The implementation is exact for symmetric filters and approximate for non-symmetric filters in the case of rectangular window based MDCT. For a general MDCT window function, the filtering is done on the windowed segments and hence the convolution is approximate for symmetric as well as non-symmetric filters. This approximation error is shown to be perceptually insignificant for symmetric impulse response filters. Moreover, the inherent $50 \%$ overlap between adjacent frames used in MDCT computation does reduce this approximation error similar to smoothing of other block processing errors. The presented techniques are useful for compressed domain processing of audio signals.

Quadrature approximation properties of the spiral-phase quadrature transform

The notion of the 1-D analytic signal is well understood and has found many applications. At the heart of the analytic signal concept is the Hilbert transform. The problem in extending the concept of analytic signal to higher dimensions is that there is no unique multidimensional definition of the Hilbert transform. Also, the notion of analyticity is not so well under stood in higher dimensions. Of the several 2-D extensions of the Hilbert transform, the spiral-phase quadrature transform or the Riesz transform seems to be the natural extension and has attracted a lot of attention mainly due to its isotropic properties. From the Riesz transform, Larkin et al. constructed a vortex operator, which approximates the quadratures based on asymptotic stationary-phase analysis. In this paper, we show an alternative proof for the quadrature approximation property by invoking the quasi-eigenfunction property of linear, shift-invariant systems. We show that the vortex operator comes up as a natural consequence of applying this property. We also characterize the quadrature approximation error in terms of its energy as well as the peak spatial-domain error. Such results are available for 1-D signals, but their counter part for 2-D signals have not been provided. We also provide simulation results to supplement the analytical calculations.

A peridynamic theory for linear elastic shells

A state-based peridynamic formulation for linear elastic shells is presented. The emphasis is on introducing, possibly for the first time, a general surface based peridynamic model to represent the deformation characteristics of structures that have one geometric dimension much smaller than the other two. A new notion of curved bonds is exploited to cater for force transfer between the peridynamic particles describing the shell. Starting with the three dimensional force and deformation states, appropriate surface based force, moment and several deformation states are arrived at. Upon application on the curved bonds, such states yield the necessary force and deformation vectors governing the motion of the shell. By incorporating a shear correction factor, the formulation also accommodates analysis of shells that have higher thickness. In order to attain this, a consistent second order approximation to the complementary energy density is considered and incorporated in peridynamics via constitutive correspondence. Unlike the uncoupled constitution for thin shells, a consequence of a first order approximation, constitutive relations for thick shells are fully coupled in that surface wryness influences the in-plane stress resultants and surface strain the moments. Our proposal on the peridynamic shell theory is numerically assessed against simulations on static deformation of spherical and cylindrical shells, that of flat plates and quasi-static fracture propagation in a cylindrical shell. (C) 2016 Elsevier Ltd. All rights reserved.

Uniform stability of a particle approximation of the optimal filter derivative

Sequential Monte Carlo methods, also known as particle methods, are a widely used set of computational tools for inference in non-linear non-Gaussian state-space models. In many applications it may be necessary to compute the sensitivity, or derivative, of the optimal filter with respect to the static parameters of the state-space model; for instance, in order to obtain maximum likelihood model parameters of interest, or to compute the optimal controller in an optimal control problem. In Poyiadjis et al. [2011] an original particle algorithm to compute the filter derivative was proposed and it was shown using numerical examples that the particle estimate was numerically stable in the sense that it did not deteriorate over time. In this paper we substantiate this claim with a detailed theoretical study. Lp bounds and a central limit theorem for this particle approximation of the filter derivative are presented. It is further shown that under mixing conditions these Lp bounds and the asymptotic variance characterized by the central limit theorem are uniformly bounded with respect to the time index. We demon- strate the performance predicted by theory with several numerical examples. We also use the particle approximation of the filter derivative to perform online maximum likelihood parameter estimation for a stochastic volatility model.

Topics in linear and nonlinear dispersive waves

The various singularities and instabilities which arise in the modulation theory of dispersive wavetrains are studied. Primary interest is in the theory of nonlinear waves, but a study of associated questions in linear theory provides background information and is of independent interest.

The full modulation theory is developed in general terms. In the first approximation for slow modulations, the modulation equations are solved. In both the linear and nonlinear theories, singularities and regions of multivalued modulations are predicted. Higher order effects are considered to evaluate this first order theory. An improved approximation is presented which gives the true behavior in the singular regions. For the linear case, the end result can be interpreted as the overlap of elementary wavetrains. In the nonlinear case, it is found that a sufficiently strong nonlinearity prevents this overlap. Transition zones with a predictable structure replace the singular regions.

For linear problems, exact solutions are found by Fourier integrals and other superposition techniques. These show the true behavior when breaking modulations are predicted.

A numerical study is made for the anharmonic lattice to assess the nonlinear theory. This confirms the theoretical predictions of nonlinear group velocities, group splitting, and wavetrain instability, as well as higher order effects in the singular regions.

Topics in randomized numerical linear algebra

This thesis studies three classes of randomized numerical linear algebra algorithms, namely: (i) randomized matrix sparsification algorithms, (ii) low-rank approximation algorithms that use randomized unitary transformations, and (iii) low-rank approximation algorithms for positive-semidefinite (PSD) matrices.

Randomized matrix sparsification algorithms set randomly chosen entries of the input matrix to zero. When the approximant is substituted for the original matrix in computations, its sparsity allows one to employ faster sparsity-exploiting algorithms. This thesis contributes bounds on the approximation error of nonuniform randomized sparsification schemes, measured in the spectral norm and two NP-hard norms that are of interest in computational graph theory and subset selection applications.

Low-rank approximations based on randomized unitary transformations have several desirable properties: they have low communication costs, are amenable to parallel implementation, and exploit the existence of fast transform algorithms. This thesis investigates the tradeoff between the accuracy and cost of generating such approximations. State-of-the-art spectral and Frobenius-norm error bounds are provided.

The last class of algorithms considered are SPSD "sketching" algorithms. Such sketches can be computed faster than approximations based on projecting onto mixtures of the columns of the matrix. The performance of several such sketching schemes is empirically evaluated using a suite of canonical matrices drawn from machine learning and data analysis applications, and a framework is developed for establishing theoretical error bounds.

In addition to studying these algorithms, this thesis extends the Matrix Laplace Transform framework to derive Chernoff and Bernstein inequalities that apply to all the eigenvalues of certain classes of random matrices. These inequalities are used to investigate the behavior of the singular values of a matrix under random sampling, and to derive convergence rates for each individual eigenvalue of a sample covariance matrix.

Incremental Linear Discriminant Analysis Using Sufficient Spanning Sets and Its Applications

This paper presents an incremental learning solution for Linear Discriminant Analysis (LDA) and its applications to object recognition problems. We apply the sufficient spanning set approximation in three steps i.e. update for the total scatter matrix, between-class scatter matrix and the projected data matrix, which leads an online solution which closely agrees with the batch solution in accuracy while significantly reducing the computational complexity. The algorithm yields an efficient solution to incremental LDA even when the number of classes as well as the set size is large. The incremental LDA method has been also shown useful for semi-supervised online learning. Label propagation is done by integrating the incremental LDA into an EM framework. The method has been demonstrated in the task of merging large datasets which were collected during MPEG standardization for face image retrieval, face authentication using the BANCA dataset, and object categorisation using the Caltech101 dataset. © 2010 Springer Science+Business Media, LLC.

FIRST PASSAGE APPROXIMATION FOR NORMAL STATIONARY RANDOM PROCESSES.

A new approximate solution for the first passage probability of a stationary Gaussian random process is presented which is based on the estimation of the mean clump size. A simple expression for the mean clump size is derived in terms of the cumulative normal distribution function, which avoids the lengthy numerical integrations which are required by similar existing techniques. The method is applied to a linear oscillator and an ideal bandpass process and good agreement with published results is obtained. By making a slight modification to an existing analysis it is shown that a widely used empirical result for the asymptotic form of the first passage probability can be deduced theoretically.

Linear gaussian computations for near-exact Bayesian Monte Carlo inference in skewed alpha-stable time series models

In this paper we study parameter estimation for time series with asymmetric α-stable innovations. The proposed methods use a Poisson sum series representation (PSSR) for the asymmetric α-stable noise to express the process in a conditionally Gaussian framework. That allows us to implement Bayesian parameter estimation using Markov chain Monte Carlo (MCMC) methods. We further enhance the series representation by introducing a novel approximation of the series residual terms in which we are able to characterise the mean and variance of the approximation. Simulations illustrate the proposed framework applied to linear time series, estimating the model parameter values and model order P for an autoregressive (AR(P)) model driven by asymmetric α-stable innovations. © 2012 IEEE.

Gaussian Approximation Potential: an interatomic potential derived from first principles Quantum Mechanics

Simulation of materials at the atomistic level is an important tool in studying microscopic structure and processes. The atomic interactions necessary for the simulation are correctly described by Quantum Mechanics. However, the computational resources required to solve the quantum mechanical equations limits the use of Quantum Mechanics at most to a few hundreds of atoms and only to a small fraction of the available configurational space. This thesis presents the results of my research on the development of a new interatomic potential generation scheme, which we refer to as Gaussian Approximation Potentials. In our framework, the quantum mechanical potential energy surface is interpolated between a set of predetermined values at different points in atomic configurational space by a non-linear, non-parametric regression method, the Gaussian Process. To perform the fitting, we represent the atomic environments by the bispectrum, which is invariant to permutations of the atoms in the neighbourhood and to global rotations. The result is a general scheme, that allows one to generate interatomic potentials based on arbitrary quantum mechanical data. We built a series of Gaussian Approximation Potentials using data obtained from Density Functional Theory and tested the capabilities of the method. We showed that our models reproduce the quantum mechanical potential energy surface remarkably well for the group IV semiconductors, iron and gallium nitride. Our potentials, while maintaining quantum mechanical accuracy, are several orders of magnitude faster than Quantum Mechanical methods.

Numerical and theoretical analysis of the crosstalk in linear optical amplifiers

The dynamic characteristics, including the crosstalk and relaxation oscillation, of linear optical amplifiers (LOAs) are investigated by small-signal analysis under an averaging carrier density approximation and compared with the results of numerical simulation. The good agreement between the numerical simulation and the small-signal analysis indicated the averaging carrier density is an appropriate approximation for analyzing LOAs. Theoretical analyzes also show that the dynamic properties of the vertical laser fields dominate the dynamic performance of LOAs. Based on the small-signal analysis, a concise equation for the crosstalk under high bit rate was derived, which can be applied to measure the differential gain of LOAs.