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Balázs Gerencsér

Publications and source records attributed to Balázs Gerencsér.

34 records · Page 2Linked to original sources

Analysis of a non-reversible Markov chain speedup by a single edge

We present a Markov chain example where non-reversibility and an added edge jointly improve mixing time: when a random edge is added to a cycle of $n$ vertices and a Markov chain with a drift is introduced, we get mixing time of $O(n^{3/2})$ with probability bounded away from 0. If only one of the two modifications were performed, the mixing time would stay $Ω(n^2)$.

math.PR↗

Markov modeling of online inter-arrival times

In this paper, we investigate the arising communication patterns on social media, and in particular the series of events happening for a single user. While the distribution of inter-event times is often assimilated to power-law density functions, a debate persists on the nature of an underlying model that explains the observed distribution. In the present, we propose an intuitive explanation to understand the observed dependence of subsequent waiting times. Our contribution is twofold. The first idea consists of separating the short waiting times -- out of scope for power-law distributions -- from the long ones. The model is further enhanced by introducing a two-state Markovian process to incorporate memory.

stat.AP↗

Mixing time of an unaligned Gibbs sampler on the square

The paper concerns a particular example of the Gibbs sampler and its mixing efficiency. Coordinates of a point are rerandomized in the unit square $[0,1]^2$ to approach a stationary distribution with density proportional to $\exp(-A^2(u-v)^2)$ for $(u,v)\in [0,1]^2$ with some large parameter $A$. Diaconis conjectured the mixing time of this process to be $O(A^2)$ which we confirm in this paper. This improves on the currently known $O(\exp(A^2))$ estimate.

math.PR↗

An extension of the Plancherel measure

Given a distribution in the unite square and having iid sample from it the first question what a statistician might do to test the hypothesis that the sample is iid. For this purpose an extension of the Plancherel measure is introduced. Recent literature on asymptotic behavior of Plancherel measure is discussed with extension to the new set up. Models for random permutations are described and the power of different tests is compared.

math.ST↗

Improved mixing rates of directed cycles by added connection

We investigate the mixing rate of a Markov chain where a combination of long distance edges and non-reversibility is introduced: as a first step, we focus here on the following graphs: starting from the cycle graph, we select random nodes and add all edges connecting them. We prove a square factor improvement of the mixing rate compared to the reversible version of the Markov chain.

math.PR↗

Entropy inequalities for factors of IID

This paper is concerned with certain invariant random processes (called factors of IID) on infinite trees. Given such a process, one can assign entropies to different finite subgraphs of the tree. There are linear inequalities between these entropies that hold for any factor of IID process (e.g. "edge versus vertex" or "star versus edge"). These inequalities turned out to be very useful: they have several applications already, the most recent one is the Backhausz-Szegedy result on the eigenvectors of random regular graphs. We present new entropy inequalities in this paper. In fact, our approach provides a general "recipe" for how to find and prove such inequalities. Our key tool is a generalization of the edge-vertex inequality for a broader class of factor processes with fewer symmetries.

math.PR↗

Acute sets of exponentially optimal size

We present a simple construction of an acute set of size $2^{d-1}+1$ in $\mathbb{R}^d$ for any dimension $d$. That is, we explicitly give $2^{d-1}+1$ points in the $d$-dimensional Euclidean space with the property that any three points form an acute triangle. It is known that the maximal number of such points is less than $2^d$. Our result significantly improves upon a recent construction, due to Dmitriy Zakharov, with size of order $φ^d$ where $φ= (1+\sqrt{5})/2 \approx 1.618$ is the golden ratio.

math.MG↗

On the interplay between Babai and Cerny's conjectures

Motivated by the Babai conjecture and the Cerny conjecture, we study the reset thresholds of automata with the transition monoid equal to the full monoid of transformations of the state set. For automata with $n$ states in this class, we prove that the reset thresholds are upper-bounded by $2n^2-6n+5$ and can attain the value $\tfrac{n(n-1)}{2}$. In addition, we study diameters of the pair digraphs of permutation automata and construct $n$-state permutation automata with diameter $\tfrac{n^2}{4} + o(n^2)$.

cs.FL↗

Mutual information decay for factors of IID

This paper is concerned with factor of i.i.d. processes on the $d$-regular tree for $d \geq 3$. We study the mutual information of the values on two given vertices. If the vertices are neighbors (i.e., their distance is $1$), then a known inequality between the entropy of a vertex and the entropy of an edge provides an upper bound for the (normalized) mutual information. In this paper we obtain upper bounds for vertices at an arbitrary distance $k$, of order $(d-1)^{-k/2}$. Although these bounds are sharp, we also show that an interesting phenomenon occurs here: for any fixed process the rate of decay of the mutual information is much faster, essentially of order $(d-1)^{-k}$.

math.PR↗

Push sum with transmission failures

The push-sum algorithm allows distributed computing of the average on a directed graph, and is particularly relevant when one is restricted to one-way and/or asynchronous communications. We investigate its behavior in the presence of unreliable communication channels where messages can be lost. We show that exponential convergence still holds and deduce fundamental properties that implicitly describe the distribution of the final value obtained. We analyze the error of the final common value we get for the essential case of two nodes, both theoretically and numerically. We provide performance comparison with a standard consensus algorithm.

cs.DC↗

Correlation bound for distant parts of factor of IID processes

We study factor of i.i.d. processes on the $d$-regular tree for $d \geq 3$. We show that if such a process is restricted to two distant connected subgraphs of the tree, then the two parts are basically uncorrelated. More precisely, any functions of the two parts have correlation at most $k(d-1) / (\sqrt{d-1})^k$, where $k$ denotes the distance of the subgraphs. This result can be considered as a quantitative version of the fact that factor of i.i.d. processes have trivial 1-ended tails.

math.PR↗

Primitive sets of nonnegative matrices and synchronizing automata

A set of nonnegative matrices $\mathcal{M}=\{M_1, M_2, \ldots, M_k\}$ is called primitive if there exist indices $i_1, i_2, \ldots, i_m$ such that $M_{i_1} M_{i_2} \ldots M_{i_m}$ is positive (i.e. has all its entries $>0$). The length of the shortest such product is called the exponent of $\mathcal{M}$. The concept of primitive sets of matrices comes up in a number of problems within control theory, non-homogeneous Markov chains, automata theory etc. Recently, connections between synchronizing automata and primitive sets of matrices were established. In the present paper, we significantly strengthen these links by providing equivalence results, both in terms of combinatorial characterization, and computational aspects. We study the maximal exponent among all primitive sets of $n \times n$ matrices, which we denote by $\exp(n)$. We prove that $\lim_{n\rightarrow\infty} \tfrac{\log \exp(n)}{n} = \tfrac{\log 3}{3}$, and moreover, we establish that this bound leads to a resolution of the Černý problem for carefully synchronizing automata. We also study the set of matrices with no zero rows and columns, denoted by $\mathcal{NZ}$, due to its intriguing connections to the Černý conjecture and the recent generalization of Perron-Frobenius theory for this class. We characterize computational complexity of different problems related to the exponent of $\mathcal{NZ}$ matrix sets, and present a quadratic bound on the exponents of sets belonging to a special subclass. Namely, we show that the exponent of a set of matrices having total support is bounded by $2n^2 -5n +5$.

cs.FL↗

Mixing times of Markov chains on a cycle with additional long range connections

We develop Markov chain mixing time estimates for a class of Markov chains with restricted transitions. We assume transitions may occur along a cycle of $n$ nodes and on $n^γ$ additional edges, where $γ< 1$. We find that the mixing times of reversible Markov chains properly interpolate between the mixing times of the cycle with no added edges and of the cycle with $cn$ added edges (which is in turn a Small World Network model). In the case of non-reversible Markov-chains, a considerable gap remains between lower and upper bounds, but simulations give hope to experience a significant speedup compared to the reversible case.

math.PR↗

A complexity analysis of Policy Iteration through combinatorial matrices arising from Unique Sink Orientations

Unique Sink Orientations (USOs) are an appealing abstraction of several major optimization problems of applied mathematics such as for instance Linear Programming (LP), Markov Decision Processes (MDPs) or 2-player Turn Based Stochastic Games (2TBSGs). A polynomial time algorithm to find the sink of a USO would translate into a strongly polynomial time algorithm to solve the aforementioned problems---a major quest for all three cases. In addition, we may translate MDPs and 2TBSGs into the problem of finding the sink of an acyclic USO of a cube, which can be done using the well-known Policy Iteration algorithm (PI). The study of its complexity is the object of this work. Despite its exponential worst case complexity, the principle of PI is a powerful source of inspiration for other methods. As our first contribution, we disprove Hansen and Zwick's conjecture claiming that the number of steps of PI should follow the Fibonacci sequence in the worst case. Our analysis relies on a new combinatorial formulation of the problem---the so-called Order-Regularity formulation (OR). Then, for our second contribution, we (exponentially) improve the $Ω(1.4142^n)$ lower bound on the number of steps of PI from Schurr and Szabó in the case of the OR formulation and obtain an $Ω(1.4269^n)$ bound.

cs.DM↗

Improved bound on the worst case complexity of Policy Iteration

Solving Markov Decision Processes (MDPs) is a recurrent task in engineering. Even though it is known that solutions for minimizing the infinite horizon expected reward can be found in polynomial time using Linear Programming techniques, iterative methods like the Policy Iteration algorithm (PI) remain usually the most efficient in practice. This method is guaranteed to converge in a finite number of steps. Unfortunately, it is known that it may require an exponential number of steps in the size of the problem to converge. On the other hand, many open questions remain considering the actual worst case complexity. In this work, we provide the first improvement over the fifteen years old upper bound from Mansour & Singh (1999) by showing that PI requires at most k/(k-1)*k^n/n + o(k^n/n) iterations to converge, where n is the number of states of the MDP and k is the maximum number of actions per state. Perhaps more importantly, we also show that this bound is optimal for an important relaxation of the problem.

cs.CC↗

Invariant Gaussian processes and independent sets on regular graphs of large girth

We prove that every 3-regular, n-vertex simple graph with sufficiently large girth contains an independent set of size at least 0.4361n. (The best known bound is 0.4352n.) In fact, computer simulation suggests that the bound our method provides is about 0.438n. Our method uses invariant Gaussian processes on the d-regular tree that satisfy the eigenvector equation at each vertex for a certain eigenvalue λ. We show that such processes can be approximated by i.i.d. factors provided that $|λ| \leq 2\sqrt{d-1}$. We then use these approximations for $λ= -2\sqrt{d-1}$ to produce factor of i.i.d. independent sets on regular trees.

math.CO↗