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Alexander Melnikov

Publications and source records attributed to Alexander Melnikov.

At least 19 recordsLinked to original sources

A non-computable c.e. closed subset of $[0,1]$

We prove that there exists a $\Sigma^0_1$ closed subset of $[0,1]$ that is not homeomorphic to any computably compact space. We show that the index set of c.e. subspaces of $[0,1]$ that admit a computably compact presentation is not arithmetical, as witnessed by subsets of $[0,1]$. The index set result is new for computable Polish spaces in general, not only for those realised as c.e. closed subsets of $[0,1]$.

math.LO

Computable Gelfand Duality

We establish a computable version of Gelfand Duality. Under this computable duality, computably compact presentations of metrizable spaces uniformly effectively correspond to computable presentations of unital commutative $C^*$ algebras.

math.LO

Primitive recursive reverse mathematics

We use a second-order analogy $\mathsf{PRA}^2$ of $\mathsf{PRA}$ to investigate the proof-theoretic strength of theorems in countable algebra, analysis, and infinite combinatorics. We compare our results with similar results in the fast-developing field of primitive recursive (\lq punctual\rq) algebra and analysis, and with results from \lq online\rq\ combinatorics. We argue that $\mathsf{PRA}^2$ is sufficiently robust to serve as an alternative base system below $\mathsf{RCA}_0$ to study the proof-theoretic content of theorems in ordinary mathematics. (The most popular alternative is perhaps $\mathsf{RCA}_0^*$.) We discover that many theorems that are known to be true in $\mathsf{RCA}_0$ either hold in $\mathsf{PRA}^2$ or are equivalent to $\mathsf{RCA}_0$ or its weaker (but natural) analogy $2^N-\mathsf{RCA}_0$ over $\mathsf{PRA}^2$. However, we also discover that some standard mathematical and combinatorial facts are incomparable with these natural subsystems.

math.LO

Computable topological groups

We investigate what it means for a (Hausdorff, second-countable) topological group to be computable. We compare several potential definitions in the literature. We relate these notions with the well-established definitions of effective presentability for discrete and profinite groups, and compare these results with similar results in computable topology. Most of these definitions can be separated by counter-examples. Remarkably, we prove that two such definitions are equivalent for locally compact Polish and abelian Polish groups. More specifically, we prove that in these broad classes of groups, every computable topological group admits a right-c.e.~(upper semi-computable) presentation with a left-invariant metric, and a computable dense sequence of points. In the locally compact case, we also show that if the group is additionally effectively locally compact, then we can produce an effectively proper left-invariant metric.

math.LO

Computably totally disconnected locally compact groups

We study totally disconnected, locally compact (t.d.l.c.) groups from an algorithmic perspective. We give various approaches to defining computable presentations of t.d.l.c.\ groups, and show their equivalence. In the process, we obtain an algorithmic Stone-type duality between t.d.l.c.~groups and certain countable ordered groupoids given by the compact open cosets. We exploit the flexibility given by these different approaches to show that several natural groups, such as $\mathrm{Aut}(T_d)$ and $\mathrm{SL}_n(\mathbb Q_p)$, have computable presentations. We show that many construction leading from t.d.l.c.\ groups to new t.d.l.c.\ groups have algorithmic versions that stay within the class of computably presented t.d.l.c.\ groups. This leads to further examples, such as $\mathrm{PGL}_n(\mathbb Q_p)$. We study whether objects associated with computably t.d.l.c.\ groups are computable: the modular function, the scale function, and Cayley-Abels graphs in the compactly generated case. We give a criterion when computable presentations of t.d.l.c.~groups are unique up to computable isomorphism, and apply it to $\mathbb Q_p$ as an additive group, and the semidirect product $\mathbb Z\ltimes \mathbb Q_p$. We give (joint with Willis) an example of a computably t.d.l.c. group with noncomputable scale function.

math.LO

Computable Stone spaces

We investigate computable metrizability of Polish spaces up to homeomorphism. In this paper we focus on Stone spaces. We use Stone duality to construct the first known example of a computable topological Polish space not homeomorphic to any computably metrized space. In fact, in our proof we construct a right-c.e. metrized Stone space which is not homeomorphic to any computably metrized space. Then we introduce a new notion of effective categoricity for effectively compact spaces and prove that effectively categorical Stone spaces are exactly the duals of computably categorical Boolean algebras. Finally, we prove that, for a Stone space $X$, the Banach space $C(X;\mathbb{R})$ has a computable presentation if, and only if, $X$ is homeomorphic to a computably metrized space. This gives an unexpected positive partial answer to a question recently posed by McNicholl.

math.LO

Computable topological abelian groups

We study the algorithmic content of Pontryagin - van Kampen duality. We prove that the dualization is computable in the important cases of compact and locally compact totally disconnected Polish abelian groups. The applications of our main results include solutions to questions of Kihara and Ng about presentations of connected Polish spaces, and an unexpected arithmetical characterisation of direct products of solenoid groups among all Polish groups.

math.LO

On statistical estimation and inferences in optional regression models

The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may present an information flow/filtration without usual conditions. The estimation problem is achieved by means of structural least squares (LS) estimates and their sequential versions. The main results of the paper are devoted to the strong consistency of such LS-estimates. For sequential LS-estimates the property of fixed accuracy is proved.

math.ST

Computable classifications of continuous, transducer, and regular functions

We develop a systematic algorithmic framework that unites global and local classification problems using index sets. We prove that the classification problem for continuous (binary) regular functions among almost everywhere linear, pointwise linear-time Lipschitz functions is $\Sigma^0_2$-complete. (Every regular function is pointwise linear-time Lipschitz.) We show that a function $f\colon [0,1] \rightarrow \mathbb{R}$ is (binary) transducer if and only if it is continuous regular. As one of many consequences, our $\Sigma^0_2$-completeness result covers the class of transducer functions as well. Finally, we show that the Banach space $C[0,1]$ of real-valued continuous functions admits an arithmetical classification among separable Banach spaces. Our proofs combine methods of abstract computability theory, automata theory, and functional analysis.

math.LO

Captum: A unified and generic model interpretability library for PyTorch

In this paper we introduce a novel, unified, open-source model interpretability library for PyTorch [12]. The library contains generic implementations of a number of gradient and perturbation-based attribution algorithms, also known as feature, neuron and layer importance algorithms, as well as a set of evaluation metrics for these algorithms. It can be used for both classification and non-classification models including graph-structured models built on Neural Networks (NN). In this paper we give a high-level overview of supported attribution algorithms and show how to perform memory-efficient and scalable computations. We emphasize that the three main characteristics of the library are multimodality, extensibility and ease of use. Multimodality supports different modality of inputs such as image, text, audio or video. Extensibility allows adding new algorithms and features. The library is also designed for easy understanding and use. Besides, we also introduce an interactive visualization tool called Captum Insights that is built on top of Captum library and allows sample-based model debugging and visualization using feature importance metrics.

cs.LG

Foundations of Online Structure Theory II: The Operator Approach

We introduce a framework for online structure theory. Our approach generalises notions arising independently in several areas of computability theory and complexity theory. We suggest a unifying approach using operators where we allow the input to be a countable object of an arbitrary complexity. We give a new framework which (i) ties online algorithms with computable analysis, (ii) shows how to use modifications of notions from computable analysis, such as Weihrauch reducibility, to analyse finite but uniform combinatorics, (iii) show how to finitize reverse mathematics to suggest a fine structure of finite analogs of infinite combinatorial problems, and (iv) see how similar ideas can be amalgamated from areas such as EX-learning, computable analysis, distributed computing and the like. One of the key ideas is that online algorithms can be viewed as a sub-area of computable analysis. Conversely, we also get an enrichment of computable analysis from classical online algorithms.

math.LO

Martingale-like sequences in Banach lattices

Martingale-like sequences in vector lattice and Banach lattice frameworks are defined in the same way as martingales are defined in [Positivity 9 (2005), 437--456]. In these frameworks, a collection of bounded $X$-martingales is shown to be a Banach space under the supremum norm, and under some conditions it is also a Banach lattice with coordinate-wise order. Moreover, a necessary and sufficient condition is presented for the collection of $\mathcal{E}$-martingales to be a vector lattice with coordinate-wise order. It is also shown that the collection of bounded $\mathcal{E}$-martingales is a normed lattice but not necessarily a Banach space under the supremum norm.

math.PR

Random Subgroups of Rationals

This paper introduces and studies a notion of \emph{algorithmic randomness} for subgroups of rationals. Given a randomly generated additive subgroup $(G,+)$ of rationals, two main questions are addressed: first, what are the model-theoretic and recursion-theoretic properties of $(G,+)$; second, what learnability properties can one extract from $G$ and its subclass of finitely generated subgroups? For the first question, it is shown that the theory of $(G,+)$ coincides with that of the additive group of integers and is therefore decidable; furthermore, while the word problem for $G$ with respect to any generating sequence for $G$ is not even semi-decidable, one can build a generating sequence $β$ such that the word problem for $G$ with respect to $β$ is co-recursively enumerable (assuming that the set of generators of $G$ is limit-recursive). In regard to the second question, it is proven that there is a generating sequence $β$ for $G$ such that every non-trivial finitely generated subgroup of $G$ is recursively enumerable and the class of all such subgroups of $G$ is behaviourally correctly learnable, that is, every non-trivial finitely generated subgroup can be semantically identified in the limit (again assuming that the set of generators of $G$ is limit-recursive). On the other hand, the class of non-trivial finitely generated subgroups of $G$ cannot be syntactically identified in the limit with respect to any generating sequence for $G$. The present work thus contributes to a recent line of research studying algorithmically random infinite structures and uncovers an interesting connection between the arithmetical complexity of the set of generators of a randomly generated subgroup of rationals and the learnability of its finitely generated subgroups.

cs.LO

Optimization of small deviation for mixed fractional Brownian motion with trend

In this paper, we investigate two-sided bounds for the small ball probability of a mixed fractional Brownian motion with a general deterministic trend function, in terms of respective small ball probability of a mixed fractional Brownian motion without trend. To maximize the lower bound, we consider various ways to split the trend function between the components of the mixed fractional Brownian motion for the application of Girsanov theorem, and we show that the optimal split is the solution of a Fredholm integral equation. We find that the upper bound for the probability is also a function of this optimal split. The asymptotic behaviour of the probability as the ball becomes small is analyzed for zero trend function and for the particular choice of the upper limiting function.

math.PR

On mean-variance hedging under partial observations and terminal wealth constraints

In the paper, a mean-square minimization problem under terminal wealth constraint with partial observations is studied. The problem is naturally connected to the mean-variance hedging problem under incomplete information. A new approach to solving this problem is proposed. The paper provides a solution when the underlying pricing process is a square-integrable semimartingale. The proposed method for the study is based on the martingale representation. In special cases, the Clark-Ocone representation can be used to obtain explicit solutions. The results and the method are illustrated and supported by example with two correlated geometric Brownian motions.

q-fin.MF

Independence in computable algebra

We give a sufficient condition for an algebraic structure to have a computable presentation with a computable basis and a computable presentation with no computable basis. We apply the condition to differentially closed, real closed, and difference closed fields with the relevant notions of independence. To cover these classes of structures we introduce a new technique of safe extensions that was not necessary for the previously known results of this kind. We will then apply our techniques to derive new corollaries on the number of computable presentations of these structures. The condition also implies classical and new results on vector spaces, algebraically closed fields, torsion-free abelian groups and Archimedean ordered abelian groups.

math.LO

Computable functors and effective interpretability

Our main result is the equivalence of two notions of reducibility between structures. One is a syntactical notion which is an effective version of interpretability as in model theory, and the other one is a computational notion which is a strengthening of the well-known Medvedev reducibility. We extend our result to effective bi-interpretability and also to effective reductions between classes of structures.

math.LO

On computable field embeddings and difference closed fields

We investigate when a computable automorphism of a computable field can be effectively extended to a computable automorphism of its (computable) algebraic closure. We then apply our results and techniques to study effective embeddings of computable difference fields into computable difference closed fields.

math.LO