Stanford University CS359G: Graph Partitioning and Expanders Handout 4 Luca Trevisan January 13, 2011

Size: px
Start display at page:

Download "Stanford University CS359G: Graph Partitioning and Expanders Handout 4 Luca Trevisan January 13, 2011"

Transcription

1 Stanford Unversty CS359G: Graph Parttonng and Expanders Handout 4 Luca Trevsan January 3, 0 Lecture 4 In whch we prove the dffcult drecton of Cheeger s nequalty. As n the past lectures, consder an undrected d-regular graph G = (V, E), call A ts adjacency matrx, and M := d A ts scaled adjacency matrx. Let λ λ n be the egenvalues of M, wth multplctes, n non-ncreasng order. We have been studyng the edge expanson of a graph, whch s the mnmum of h(s) over all nontrval cuts (S, V S) of the vertex set (a cut s trval f S = or S = V ), where the expanson h(s) of a cut s h(s) := Edges(S, V S) d mn{ S, V S } We have also been studyng the (unform) sparsest cut problem, whch s the problem of fndng the non-trval cut that mnmzes φ(s), where the sparssty φ(s) of a cut s φ(s) := We are provng Cheeger s nequaltes: Edges(S, V S) d S V S n λ h(g) ( λ ) () and we establshed the left-hand sde nequalty n the prevous lecture, showng that the quantty λ can be seen as the optmum of a contnuous relaxaton of φ(g), so that λ φ(g), and φ(g) h(g) follows by the defnton. Today we prove the more dffcult, and nterestng, drecton. The proof wll be constructve and algorthmc. The proof can be seen as an analyss of the followng algorthm.

2 Algorthm: SpectralParttonng Input: graph G = (V, E) and vector x R V Sort the vertces of V n non-decreasng order of values of entres n x, that s let V = {v,..., v n } where x v x v... x vn Let {,..., n } be such that h({v,..., v }) s mnmal Output S = {v,..., v } We note that the algorthm can be mplemented to run n tme O( V + E ), assumng arthmetc operatons and comparsons take constant tme, because once we have computed h({v,..., v }) t only takes tme O(degree(v + )) to compute h({v,..., v + }). We have the followng analyss of the qualty of the soluton: Lemma (Analyss of Spectral Parttonng) Let G = (V, E) be a d-regular graph, x R V be a vector such that x, let M be the normalzed adjacency matrx of G, defne δ :=,j M,j x x j n,j x x j and let S be the output of algorthm SpectralParttonng on nput G and x. Then h(s) δ Remark If we apply the lemma to the case n whch x s an egenvector of λ, then δ = λ, and so we have h(g) h(s) ( λ ) whch s the dffcult drecton of Cheeger s nequaltes. Remark 3 If we run the SpectralParttonng algorthm wth the egenvector x of the second egenvalue λ, we fnd a set S whose expanson s h(s) ( λ ) h(g) Even though ths doesn t gve a constant-factor approxmaton to the edge expanson, t gves a very effcent, and non-trval, approxmaton. As we wll see n a later lecture, there s a nearly lnear tme algorthm that fnds a vector x for whch the expresson δ n the lemma s very close to λ, so, overall, for any graph G we can fnd a cut of expanson O( h(g)) n nearly lnear tme.

3 Proof of Lemma In the past lecture, we saw that λ can be seen as the optmum of a contnuous relaxaton of sparsest cut. Lemma provdes a roundng algorthm for the real vectors whch are solutons of the relaxaton. In ths secton we wll thnk of t as a form of randomzed roundng. Later, when we talk about the Leghton-Rao sparsest cut algorthm, we wll revst ths proof and thnk of t n terms of metrc embeddngs. To smplfy notaton, we wll assume that V = {,..., n} and that x x x n. Thus our goal s to prove that there s an such that h({,..., }) δ We wll derve Lemma by showng that there s a dstrbuton D over sets S of the form {,..., } such that ES D Edges(S, V S) d ES D mn{ S, V S } δ () We need to be a bt careful n dervng the Lemma from (). In general, t s not true that a rato of averages s equal to the average of the ratos, so () does not mply that E h(s) δ. We can, however, apply lnearty of expectaton and derve from () the nequalty E S D d Edges(S, V S) δ mn{ S, V S } 0 So there must exst a set S n the sample space such that d Edges(S, V S) δ mn{ S, V S } 0 meanng that, for that set S, we have h(s) δ. (Bascally we are usng the fact that, for random varables X, Y over the same sample space, although t mght not be true that E X = E Y E X, we always have Y P[ X E X ] > 0, provded that Y > 0 over Y E Y the entre sample space.) From now on, we wll assume that. x n/ = 0, that s, the medan of the entres of x s zero. x + x n = whch can be done wthout loss of generalty because addng a fxed constant c to all entres of x, or multplyng all the entres by a fxed constant does not change the 3

4 value of δ nor does t change the property that x x n. The reason for these choces s that they allow us to defne a dstrbuton D over sets such that E mn{ S, V S } = S D x (3) We defne the dstrbuton D over sets of the form {,..., }, n, as the outcome of the followng probablstc process: We pck a real value t n the range [x, x n ] wth probably densty functon f(t) = t. That s, for x a b x n, P[a t b] = b a t dt. Dong the calculaton, ths means that P[a t b] = a b f a, b have the same sgn, and P[a t b] = a + b f they have dfferent sgns. We let S := { : x t} Accordng to ths defnton, the probablty that an element n/ belongs to the smallest of the sets S, V S s the same as the probablty that t belongs to S, whch s the probablty that the threshold t s n the range [x, 0], and that probablty s x. Smlarly, the probablty that an element > n/ belongs to the smallest of S, V S s the same as the probablty that t belongs to V S, whch s the probablty that t s n the range [0, x ], whch s agan x. So we have establshed (3). We wll now estmate the expected number of edges between S and V S. E d Edges(S, V S) = M,j P[(, j) s cut by (S, V S)],j The event that the edge (, j) s cut by the partton (S, V S) happens when the value t falls n the range between x and x j. Ths means that If x, x j have the same sgn, If x, x j have dfferent sgn, P[(, j) s cut by (S, V S)] = x x j P[(, j) s cut by (S, V S)] = x + x j Some attempts, show that a good expresson to upper bound both cases s P[(, j) s cut by (S, V S)] x x j ( x + x j ) 4

5 Pluggng nto our expresson for the expected number of cut edges, and applyng Cauchy-Schwarz E d Edges(S, V S) M,j x x j ( x + x j ),j M (x x j ) M ( x + x j ) The assumpton of the Lemma tell us that And we can rewrte M (x x j ) = δ (x x j ) n (x x j ) = n x x x j = n ( ) x x n x whch gves us M (x x j ) δ x Fnally, t remans to study the expresson M ( x + x j ). By applyng the nequalty (a + b) a + b (whch follows by notng that a + b (a + b) = (a b) 0), we derve M ( x + x j ) Puttng all the peces together we have M (x + x j) = 4 E d Edges(S, V S) δ x (4) whch, together wth (3) gves (), whch, as we already dscussed, mples the Man Lemma. x 5

U.C. Berkeley CS294: Spectral Methods and Expanders Handout 8 Luca Trevisan February 17, 2016

U.C. Berkeley CS294: Spectral Methods and Expanders Handout 8 Luca Trevisan February 17, 2016 U.C. Berkeley CS94: Spectral Methods and Expanders Handout 8 Luca Trevsan February 7, 06 Lecture 8: Spectral Algorthms Wrap-up In whch we talk about even more generalzatons of Cheeger s nequaltes, and

More information

U.C. Berkeley CS294: Beyond Worst-Case Analysis Luca Trevisan September 5, 2017

U.C. Berkeley CS294: Beyond Worst-Case Analysis Luca Trevisan September 5, 2017 U.C. Berkeley CS94: Beyond Worst-Case Analyss Handout 4s Luca Trevsan September 5, 07 Summary of Lecture 4 In whch we ntroduce semdefnte programmng and apply t to Max Cut. Semdefnte Programmng Recall that

More information

Stanford University Graph Partitioning and Expanders Handout 3 Luca Trevisan May 8, 2013

Stanford University Graph Partitioning and Expanders Handout 3 Luca Trevisan May 8, 2013 Stanford Unversty Graph Parttonng and Expanders Handout 3 Luca Trevsan May 8, 03 Lecture 3 In whch we analyze the power method to approxmate egenvalues and egenvectors, and we descrbe some more algorthmc

More information

Finding Dense Subgraphs in G(n, 1/2)

Finding Dense Subgraphs in G(n, 1/2) Fndng Dense Subgraphs n Gn, 1/ Atsh Das Sarma 1, Amt Deshpande, and Rav Kannan 1 Georga Insttute of Technology,atsh@cc.gatech.edu Mcrosoft Research-Bangalore,amtdesh,annan@mcrosoft.com Abstract. Fndng

More information

U.C. Berkeley CS278: Computational Complexity Professor Luca Trevisan 2/21/2008. Notes for Lecture 8

U.C. Berkeley CS278: Computational Complexity Professor Luca Trevisan 2/21/2008. Notes for Lecture 8 U.C. Berkeley CS278: Computatonal Complexty Handout N8 Professor Luca Trevsan 2/21/2008 Notes for Lecture 8 1 Undrected Connectvty In the undrected s t connectvty problem (abbrevated ST-UCONN) we are gven

More information

Lecture 10: May 6, 2013

Lecture 10: May 6, 2013 TTIC/CMSC 31150 Mathematcal Toolkt Sprng 013 Madhur Tulsan Lecture 10: May 6, 013 Scrbe: Wenje Luo In today s lecture, we manly talked about random walk on graphs and ntroduce the concept of graph expander,

More information

U.C. Berkeley CS294: Beyond Worst-Case Analysis Handout 6 Luca Trevisan September 12, 2017

U.C. Berkeley CS294: Beyond Worst-Case Analysis Handout 6 Luca Trevisan September 12, 2017 U.C. Berkeley CS94: Beyond Worst-Case Analyss Handout 6 Luca Trevsan September, 07 Scrbed by Theo McKenze Lecture 6 In whch we study the spectrum of random graphs. Overvew When attemptng to fnd n polynomal

More information

Lecture 20: Lift and Project, SDP Duality. Today we will study the Lift and Project method. Then we will prove the SDP duality theorem.

Lecture 20: Lift and Project, SDP Duality. Today we will study the Lift and Project method. Then we will prove the SDP duality theorem. prnceton u. sp 02 cos 598B: algorthms and complexty Lecture 20: Lft and Project, SDP Dualty Lecturer: Sanjeev Arora Scrbe:Yury Makarychev Today we wll study the Lft and Project method. Then we wll prove

More information

Complete subgraphs in multipartite graphs

Complete subgraphs in multipartite graphs Complete subgraphs n multpartte graphs FLORIAN PFENDER Unverstät Rostock, Insttut für Mathematk D-18057 Rostock, Germany Floran.Pfender@un-rostock.de Abstract Turán s Theorem states that every graph G

More information

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture # 15 Scribe: Jieming Mao April 1, 2013

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture # 15 Scribe: Jieming Mao April 1, 2013 COS 511: heoretcal Machne Learnng Lecturer: Rob Schapre Lecture # 15 Scrbe: Jemng Mao Aprl 1, 013 1 Bref revew 1.1 Learnng wth expert advce Last tme, we started to talk about learnng wth expert advce.

More information

Stanford University CS254: Computational Complexity Notes 7 Luca Trevisan January 29, Notes for Lecture 7

Stanford University CS254: Computational Complexity Notes 7 Luca Trevisan January 29, Notes for Lecture 7 Stanford Unversty CS54: Computatonal Complexty Notes 7 Luca Trevsan January 9, 014 Notes for Lecture 7 1 Approxmate Countng wt an N oracle We complete te proof of te followng result: Teorem 1 For every

More information

Edge Isoperimetric Inequalities

Edge Isoperimetric Inequalities November 7, 2005 Ross M. Rchardson Edge Isopermetrc Inequaltes 1 Four Questons Recall that n the last lecture we looked at the problem of sopermetrc nequaltes n the hypercube, Q n. Our noton of boundary

More information

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix

Lectures - Week 4 Matrix norms, Conditioning, Vector Spaces, Linear Independence, Spanning sets and Basis, Null space and Range of a Matrix Lectures - Week 4 Matrx norms, Condtonng, Vector Spaces, Lnear Independence, Spannng sets and Bass, Null space and Range of a Matrx Matrx Norms Now we turn to assocatng a number to each matrx. We could

More information

Eigenvalues of Random Graphs

Eigenvalues of Random Graphs Spectral Graph Theory Lecture 2 Egenvalues of Random Graphs Danel A. Spelman November 4, 202 2. Introducton In ths lecture, we consder a random graph on n vertces n whch each edge s chosen to be n the

More information

Lecture Notes on Linear Regression

Lecture Notes on Linear Regression Lecture Notes on Lnear Regresson Feng L fl@sdueducn Shandong Unversty, Chna Lnear Regresson Problem In regresson problem, we am at predct a contnuous target value gven an nput feature vector We assume

More information

Matrix Approximation via Sampling, Subspace Embedding. 1 Solving Linear Systems Using SVD

Matrix Approximation via Sampling, Subspace Embedding. 1 Solving Linear Systems Using SVD Matrx Approxmaton va Samplng, Subspace Embeddng Lecturer: Anup Rao Scrbe: Rashth Sharma, Peng Zhang 0/01/016 1 Solvng Lnear Systems Usng SVD Two applcatons of SVD have been covered so far. Today we loo

More information

C/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1

C/CS/Phy191 Problem Set 3 Solutions Out: Oct 1, 2008., where ( 00. ), so the overall state of the system is ) ( ( ( ( 00 ± 11 ), Φ ± = 1 C/CS/Phy9 Problem Set 3 Solutons Out: Oct, 8 Suppose you have two qubts n some arbtrary entangled state ψ You apply the teleportaton protocol to each of the qubts separately What s the resultng state obtaned

More information

princeton univ. F 17 cos 521: Advanced Algorithm Design Lecture 7: LP Duality Lecturer: Matt Weinberg

princeton univ. F 17 cos 521: Advanced Algorithm Design Lecture 7: LP Duality Lecturer: Matt Weinberg prnceton unv. F 17 cos 521: Advanced Algorthm Desgn Lecture 7: LP Dualty Lecturer: Matt Wenberg Scrbe: LP Dualty s an extremely useful tool for analyzng structural propertes of lnear programs. Whle there

More information

COS 521: Advanced Algorithms Game Theory and Linear Programming

COS 521: Advanced Algorithms Game Theory and Linear Programming COS 521: Advanced Algorthms Game Theory and Lnear Programmng Moses Charkar February 27, 2013 In these notes, we ntroduce some basc concepts n game theory and lnear programmng (LP). We show a connecton

More information

Problem Set 9 Solutions

Problem Set 9 Solutions Desgn and Analyss of Algorthms May 4, 2015 Massachusetts Insttute of Technology 6.046J/18.410J Profs. Erk Demane, Srn Devadas, and Nancy Lynch Problem Set 9 Solutons Problem Set 9 Solutons Ths problem

More information

Maximizing the number of nonnegative subsets

Maximizing the number of nonnegative subsets Maxmzng the number of nonnegatve subsets Noga Alon Hao Huang December 1, 213 Abstract Gven a set of n real numbers, f the sum of elements of every subset of sze larger than k s negatve, what s the maxmum

More information

Lecture Space-Bounded Derandomization

Lecture Space-Bounded Derandomization Notes on Complexty Theory Last updated: October, 2008 Jonathan Katz Lecture Space-Bounded Derandomzaton 1 Space-Bounded Derandomzaton We now dscuss derandomzaton of space-bounded algorthms. Here non-trval

More information

Some basic inequalities. Definition. Let V be a vector space over the complex numbers. An inner product is given by a function, V V C

Some basic inequalities. Definition. Let V be a vector space over the complex numbers. An inner product is given by a function, V V C Some basc nequaltes Defnton. Let V be a vector space over the complex numbers. An nner product s gven by a functon, V V C (x, y) x, y satsfyng the followng propertes (for all x V, y V and c C) (1) x +

More information

Spectral Graph Theory and its Applications September 16, Lecture 5

Spectral Graph Theory and its Applications September 16, Lecture 5 Spectral Graph Theory and ts Applcatons September 16, 2004 Lecturer: Danel A. Spelman Lecture 5 5.1 Introducton In ths lecture, we wll prove the followng theorem: Theorem 5.1.1. Let G be a planar graph

More information

Errors for Linear Systems

Errors for Linear Systems Errors for Lnear Systems When we solve a lnear system Ax b we often do not know A and b exactly, but have only approxmatons  and ˆb avalable. Then the best thng we can do s to solve ˆx ˆb exactly whch

More information

Notes on Frequency Estimation in Data Streams

Notes on Frequency Estimation in Data Streams Notes on Frequency Estmaton n Data Streams In (one of) the data streamng model(s), the data s a sequence of arrvals a 1, a 2,..., a m of the form a j = (, v) where s the dentty of the tem and belongs to

More information

Supplement: Proofs and Technical Details for The Solution Path of the Generalized Lasso

Supplement: Proofs and Technical Details for The Solution Path of the Generalized Lasso Supplement: Proofs and Techncal Detals for The Soluton Path of the Generalzed Lasso Ryan J. Tbshran Jonathan Taylor In ths document we gve supplementary detals to the paper The Soluton Path of the Generalzed

More information

Section 8.3 Polar Form of Complex Numbers

Section 8.3 Polar Form of Complex Numbers 80 Chapter 8 Secton 8 Polar Form of Complex Numbers From prevous classes, you may have encountered magnary numbers the square roots of negatve numbers and, more generally, complex numbers whch are the

More information

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture #16 Scribe: Yannan Wang April 3, 2014

COS 511: Theoretical Machine Learning. Lecturer: Rob Schapire Lecture #16 Scribe: Yannan Wang April 3, 2014 COS 511: Theoretcal Machne Learnng Lecturer: Rob Schapre Lecture #16 Scrbe: Yannan Wang Aprl 3, 014 1 Introducton The goal of our onlne learnng scenaro from last class s C comparng wth best expert and

More information

Spectral Clustering. Shannon Quinn

Spectral Clustering. Shannon Quinn Spectral Clusterng Shannon Qunn (wth thanks to Wllam Cohen of Carnege Mellon Unverst, and J. Leskovec, A. Raaraman, and J. Ullman of Stanford Unverst) Graph Parttonng Undrected graph B- parttonng task:

More information

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family

Using T.O.M to Estimate Parameter of distributions that have not Single Exponential Family IOSR Journal of Mathematcs IOSR-JM) ISSN: 2278-5728. Volume 3, Issue 3 Sep-Oct. 202), PP 44-48 www.osrjournals.org Usng T.O.M to Estmate Parameter of dstrbutons that have not Sngle Exponental Famly Jubran

More information

An Explicit Construction of an Expander Family (Margulis-Gaber-Galil)

An Explicit Construction of an Expander Family (Margulis-Gaber-Galil) An Explct Constructon of an Expander Famly Marguls-Gaber-Gall) Orr Paradse July 4th 08 Prepared for a Theorst's Toolkt, a course taught by Irt Dnur at the Wezmann Insttute of Scence. The purpose of these

More information

Lecture 12: Discrete Laplacian

Lecture 12: Discrete Laplacian Lecture 12: Dscrete Laplacan Scrbe: Tanye Lu Our goal s to come up wth a dscrete verson of Laplacan operator for trangulated surfaces, so that we can use t n practce to solve related problems We are mostly

More information

Structure and Drive Paul A. Jensen Copyright July 20, 2003

Structure and Drive Paul A. Jensen Copyright July 20, 2003 Structure and Drve Paul A. Jensen Copyrght July 20, 2003 A system s made up of several operatons wth flow passng between them. The structure of the system descrbes the flow paths from nputs to outputs.

More information

Calculation of time complexity (3%)

Calculation of time complexity (3%) Problem 1. (30%) Calculaton of tme complexty (3%) Gven n ctes, usng exhaust search to see every result takes O(n!). Calculaton of tme needed to solve the problem (2%) 40 ctes:40! dfferent tours 40 add

More information

763622S ADVANCED QUANTUM MECHANICS Solution Set 1 Spring c n a n. c n 2 = 1.

763622S ADVANCED QUANTUM MECHANICS Solution Set 1 Spring c n a n. c n 2 = 1. 7636S ADVANCED QUANTUM MECHANICS Soluton Set 1 Sprng 013 1 Warm-up Show that the egenvalues of a Hermtan operator  are real and that the egenkets correspondng to dfferent egenvalues are orthogonal (b)

More information

ρ some λ THE INVERSE POWER METHOD (or INVERSE ITERATION) , for , or (more usually) to

ρ some λ THE INVERSE POWER METHOD (or INVERSE ITERATION) , for , or (more usually) to THE INVERSE POWER METHOD (or INVERSE ITERATION) -- applcaton of the Power method to A some fxed constant ρ (whch s called a shft), x λ ρ If the egenpars of A are { ( λ, x ) } ( ), or (more usually) to,

More information

Min Cut, Fast Cut, Polynomial Identities

Min Cut, Fast Cut, Polynomial Identities Randomzed Algorthms, Summer 016 Mn Cut, Fast Cut, Polynomal Identtes Instructor: Thomas Kesselhem and Kurt Mehlhorn 1 Mn Cuts n Graphs Lecture (5 pages) Throughout ths secton, G = (V, E) s a mult-graph.

More information

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 12 10/21/2013. Martingale Concentration Inequalities and Applications

MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.265/15.070J Fall 2013 Lecture 12 10/21/2013. Martingale Concentration Inequalities and Applications MASSACHUSETTS INSTITUTE OF TECHNOLOGY 6.65/15.070J Fall 013 Lecture 1 10/1/013 Martngale Concentraton Inequaltes and Applcatons Content. 1. Exponental concentraton for martngales wth bounded ncrements.

More information

Assortment Optimization under MNL

Assortment Optimization under MNL Assortment Optmzaton under MNL Haotan Song Aprl 30, 2017 1 Introducton The assortment optmzaton problem ams to fnd the revenue-maxmzng assortment of products to offer when the prces of products are fxed.

More information

The Second Eigenvalue of Planar Graphs

The Second Eigenvalue of Planar Graphs Spectral Graph Theory Lecture 20 The Second Egenvalue of Planar Graphs Danel A. Spelman November 11, 2015 Dsclamer These notes are not necessarly an accurate representaton of what happened n class. The

More information

1 Matrix representations of canonical matrices

1 Matrix representations of canonical matrices 1 Matrx representatons of canoncal matrces 2-d rotaton around the orgn: ( ) cos θ sn θ R 0 = sn θ cos θ 3-d rotaton around the x-axs: R x = 1 0 0 0 cos θ sn θ 0 sn θ cos θ 3-d rotaton around the y-axs:

More information

18.1 Introduction and Recap

18.1 Introduction and Recap CS787: Advanced Algorthms Scrbe: Pryananda Shenoy and Shjn Kong Lecturer: Shuch Chawla Topc: Streamng Algorthmscontnued) Date: 0/26/2007 We contnue talng about streamng algorthms n ths lecture, ncludng

More information

1 Convex Optimization

1 Convex Optimization Convex Optmzaton We wll consder convex optmzaton problems. Namely, mnmzaton problems where the objectve s convex (we assume no constrants for now). Such problems often arse n machne learnng. For example,

More information

Math 702 Midterm Exam Solutions

Math 702 Midterm Exam Solutions Math 702 Mdterm xam Solutons The terms measurable, measure, ntegrable, and almost everywhere (a.e.) n a ucldean space always refer to Lebesgue measure m. Problem. [6 pts] In each case, prove the statement

More information

APPENDIX A Some Linear Algebra

APPENDIX A Some Linear Algebra APPENDIX A Some Lnear Algebra The collecton of m, n matrces A.1 Matrces a 1,1,..., a 1,n A = a m,1,..., a m,n wth real elements a,j s denoted by R m,n. If n = 1 then A s called a column vector. Smlarly,

More information

10-801: Advanced Optimization and Randomized Methods Lecture 2: Convex functions (Jan 15, 2014)

10-801: Advanced Optimization and Randomized Methods Lecture 2: Convex functions (Jan 15, 2014) 0-80: Advanced Optmzaton and Randomzed Methods Lecture : Convex functons (Jan 5, 04) Lecturer: Suvrt Sra Addr: Carnege Mellon Unversty, Sprng 04 Scrbes: Avnava Dubey, Ahmed Hefny Dsclamer: These notes

More information

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X

3.1 Expectation of Functions of Several Random Variables. )' be a k-dimensional discrete or continuous random vector, with joint PMF p (, E X E X1 E X Statstcs 1: Probablty Theory II 37 3 EPECTATION OF SEVERAL RANDOM VARIABLES As n Probablty Theory I, the nterest n most stuatons les not on the actual dstrbuton of a random vector, but rather on a number

More information

The lower and upper bounds on Perron root of nonnegative irreducible matrices

The lower and upper bounds on Perron root of nonnegative irreducible matrices Journal of Computatonal Appled Mathematcs 217 (2008) 259 267 wwwelsevercom/locate/cam The lower upper bounds on Perron root of nonnegatve rreducble matrces Guang-Xn Huang a,, Feng Yn b,keguo a a College

More information

CSCE 790S Background Results

CSCE 790S Background Results CSCE 790S Background Results Stephen A. Fenner September 8, 011 Abstract These results are background to the course CSCE 790S/CSCE 790B, Quantum Computaton and Informaton (Sprng 007 and Fall 011). Each

More information

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA

4 Analysis of Variance (ANOVA) 5 ANOVA. 5.1 Introduction. 5.2 Fixed Effects ANOVA 4 Analyss of Varance (ANOVA) 5 ANOVA 51 Introducton ANOVA ANOVA s a way to estmate and test the means of multple populatons We wll start wth one-way ANOVA If the populatons ncluded n the study are selected

More information

BOUNDEDNESS OF THE RIESZ TRANSFORM WITH MATRIX A 2 WEIGHTS

BOUNDEDNESS OF THE RIESZ TRANSFORM WITH MATRIX A 2 WEIGHTS BOUNDEDNESS OF THE IESZ TANSFOM WITH MATIX A WEIGHTS Introducton Let L = L ( n, be the functon space wth norm (ˆ f L = f(x C dx d < For a d d matrx valued functon W : wth W (x postve sem-defnte for all

More information

Lecture 4. Instructor: Haipeng Luo

Lecture 4. Instructor: Haipeng Luo Lecture 4 Instructor: Hapeng Luo In the followng lectures, we focus on the expert problem and study more adaptve algorthms. Although Hedge s proven to be worst-case optmal, one may wonder how well t would

More information

n ). This is tight for all admissible values of t, k and n. k t + + n t

n ). This is tight for all admissible values of t, k and n. k t + + n t MAXIMIZING THE NUMBER OF NONNEGATIVE SUBSETS NOGA ALON, HAROUT AYDINIAN, AND HAO HUANG Abstract. Gven a set of n real numbers, f the sum of elements of every subset of sze larger than k s negatve, what

More information

princeton univ. F 13 cos 521: Advanced Algorithm Design Lecture 3: Large deviations bounds and applications Lecturer: Sanjeev Arora

princeton univ. F 13 cos 521: Advanced Algorithm Design Lecture 3: Large deviations bounds and applications Lecturer: Sanjeev Arora prnceton unv. F 13 cos 521: Advanced Algorthm Desgn Lecture 3: Large devatons bounds and applcatons Lecturer: Sanjeev Arora Scrbe: Today s topc s devaton bounds: what s the probablty that a random varable

More information

Supplementary material: Margin based PU Learning. Matrix Concentration Inequalities

Supplementary material: Margin based PU Learning. Matrix Concentration Inequalities Supplementary materal: Margn based PU Learnng We gve the complete proofs of Theorem and n Secton We frst ntroduce the well-known concentraton nequalty, so the covarance estmator can be bounded Then we

More information

Communication Complexity 16:198: February Lecture 4. x ij y ij

Communication Complexity 16:198: February Lecture 4. x ij y ij Communcaton Complexty 16:198:671 09 February 2010 Lecture 4 Lecturer: Troy Lee Scrbe: Rajat Mttal 1 Homework problem : Trbes We wll solve the thrd queston n the homework. The goal s to show that the nondetermnstc

More information

Lecture 10 Support Vector Machines II

Lecture 10 Support Vector Machines II Lecture 10 Support Vector Machnes II 22 February 2016 Taylor B. Arnold Yale Statstcs STAT 365/665 1/28 Notes: Problem 3 s posted and due ths upcomng Frday There was an early bug n the fake-test data; fxed

More information

Convergence of random processes

Convergence of random processes DS-GA 12 Lecture notes 6 Fall 216 Convergence of random processes 1 Introducton In these notes we study convergence of dscrete random processes. Ths allows to characterze phenomena such as the law of large

More information

Foundations of Arithmetic

Foundations of Arithmetic Foundatons of Arthmetc Notaton We shall denote the sum and product of numbers n the usual notaton as a 2 + a 2 + a 3 + + a = a, a 1 a 2 a 3 a = a The notaton a b means a dvdes b,.e. ac = b where c s an

More information

Linear Approximation with Regularization and Moving Least Squares

Linear Approximation with Regularization and Moving Least Squares Lnear Approxmaton wth Regularzaton and Movng Least Squares Igor Grešovn May 007 Revson 4.6 (Revson : March 004). 5 4 3 0.5 3 3.5 4 Contents: Lnear Fttng...4. Weghted Least Squares n Functon Approxmaton...

More information

The Order Relation and Trace Inequalities for. Hermitian Operators

The Order Relation and Trace Inequalities for. Hermitian Operators Internatonal Mathematcal Forum, Vol 3, 08, no, 507-57 HIKARI Ltd, wwwm-hkarcom https://doorg/0988/mf088055 The Order Relaton and Trace Inequaltes for Hermtan Operators Y Huang School of Informaton Scence

More information

Differentiating Gaussian Processes

Differentiating Gaussian Processes Dfferentatng Gaussan Processes Andrew McHutchon Aprl 17, 013 1 Frst Order Dervatve of the Posteror Mean The posteror mean of a GP s gven by, f = x, X KX, X 1 y x, X α 1 Only the x, X term depends on the

More information

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U)

ANSWERS. Problem 1. and the moment generating function (mgf) by. defined for any real t. Use this to show that E( U) var( U) Econ 413 Exam 13 H ANSWERS Settet er nndelt 9 deloppgaver, A,B,C, som alle anbefales å telle lkt for å gøre det ltt lettere å stå. Svar er gtt . Unfortunately, there s a prntng error n the hnt of

More information

Lecture 5 September 17, 2015

Lecture 5 September 17, 2015 CS 229r: Algorthms for Bg Data Fall 205 Prof. Jelan Nelson Lecture 5 September 7, 205 Scrbe: Yakr Reshef Recap and overvew Last tme we dscussed the problem of norm estmaton for p-norms wth p > 2. We had

More information

Feature Selection: Part 1

Feature Selection: Part 1 CSE 546: Machne Learnng Lecture 5 Feature Selecton: Part 1 Instructor: Sham Kakade 1 Regresson n the hgh dmensonal settng How do we learn when the number of features d s greater than the sample sze n?

More information

2.3 Nilpotent endomorphisms

2.3 Nilpotent endomorphisms s a block dagonal matrx, wth A Mat dm U (C) In fact, we can assume that B = B 1 B k, wth B an ordered bass of U, and that A = [f U ] B, where f U : U U s the restrcton of f to U 40 23 Nlpotent endomorphsms

More information

Math1110 (Spring 2009) Prelim 3 - Solutions

Math1110 (Spring 2009) Prelim 3 - Solutions Math 1110 (Sprng 2009) Solutons to Prelm 3 (04/21/2009) 1 Queston 1. (16 ponts) Short answer. Math1110 (Sprng 2009) Prelm 3 - Solutons x a 1 (a) (4 ponts) Please evaluate lm, where a and b are postve numbers.

More information

Feb 14: Spatial analysis of data fields

Feb 14: Spatial analysis of data fields Feb 4: Spatal analyss of data felds Mappng rregularly sampled data onto a regular grd Many analyss technques for geophyscal data requre the data be located at regular ntervals n space and/or tme. hs s

More information

Lecture 3. Ax x i a i. i i

Lecture 3. Ax x i a i. i i 18.409 The Behavor of Algorthms n Practce 2/14/2 Lecturer: Dan Spelman Lecture 3 Scrbe: Arvnd Sankar 1 Largest sngular value In order to bound the condton number, we need an upper bound on the largest

More information

Vapnik-Chervonenkis theory

Vapnik-Chervonenkis theory Vapnk-Chervonenks theory Rs Kondor June 13, 2008 For the purposes of ths lecture, we restrct ourselves to the bnary supervsed batch learnng settng. We assume that we have an nput space X, and an unknown

More information

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM

ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM ELASTIC WAVE PROPAGATION IN A CONTINUOUS MEDIUM An elastc wave s a deformaton of the body that travels throughout the body n all drectons. We can examne the deformaton over a perod of tme by fxng our look

More information

Error Probability for M Signals

Error Probability for M Signals Chapter 3 rror Probablty for M Sgnals In ths chapter we dscuss the error probablty n decdng whch of M sgnals was transmtted over an arbtrary channel. We assume the sgnals are represented by a set of orthonormal

More information

Section 3.6 Complex Zeros

Section 3.6 Complex Zeros 04 Chapter Secton 6 Comple Zeros When fndng the zeros of polynomals, at some pont you're faced wth the problem Whle there are clearly no real numbers that are solutons to ths equaton, leavng thngs there

More information

Solutions HW #2. minimize. Ax = b. Give the dual problem, and make the implicit equality constraints explicit. Solution.

Solutions HW #2. minimize. Ax = b. Give the dual problem, and make the implicit equality constraints explicit. Solution. Solutons HW #2 Dual of general LP. Fnd the dual functon of the LP mnmze subject to c T x Gx h Ax = b. Gve the dual problem, and make the mplct equalty constrants explct. Soluton. 1. The Lagrangan s L(x,

More information

Lecture 2: Prelude to the big shrink

Lecture 2: Prelude to the big shrink Lecture 2: Prelude to the bg shrnk Last tme A slght detour wth vsualzaton tools (hey, t was the frst day... why not start out wth somethng pretty to look at?) Then, we consdered a smple 120a-style regresson

More information

Week 5: Neural Networks

Week 5: Neural Networks Week 5: Neural Networks Instructor: Sergey Levne Neural Networks Summary In the prevous lecture, we saw how we can construct neural networks by extendng logstc regresson. Neural networks consst of multple

More information

Randić Energy and Randić Estrada Index of a Graph

Randić Energy and Randić Estrada Index of a Graph EUROPEAN JOURNAL OF PURE AND APPLIED MATHEMATICS Vol. 5, No., 202, 88-96 ISSN 307-5543 www.ejpam.com SPECIAL ISSUE FOR THE INTERNATIONAL CONFERENCE ON APPLIED ANALYSIS AND ALGEBRA 29 JUNE -02JULY 20, ISTANBUL

More information

Computing π with Bouncing Balls

Computing π with Bouncing Balls by Let the mass of two balls be M and m, where M = (6 n )m for n N. The larger ball s rolled towards the lghter ball, whch ear a wall and ntally at rest. Fnd the number of collsons between the two balls

More information

Lecture 4: Constant Time SVD Approximation

Lecture 4: Constant Time SVD Approximation Spectral Algorthms and Representatons eb. 17, Mar. 3 and 8, 005 Lecture 4: Constant Tme SVD Approxmaton Lecturer: Santosh Vempala Scrbe: Jangzhuo Chen Ths topc conssts of three lectures 0/17, 03/03, 03/08),

More information

Salmon: Lectures on partial differential equations. Consider the general linear, second-order PDE in the form. ,x 2

Salmon: Lectures on partial differential equations. Consider the general linear, second-order PDE in the form. ,x 2 Salmon: Lectures on partal dfferental equatons 5. Classfcaton of second-order equatons There are general methods for classfyng hgher-order partal dfferental equatons. One s very general (applyng even to

More information

1 Definition of Rademacher Complexity

1 Definition of Rademacher Complexity COS 511: Theoretcal Machne Learnng Lecturer: Rob Schapre Lecture #9 Scrbe: Josh Chen March 5, 2013 We ve spent the past few classes provng bounds on the generalzaton error of PAClearnng algorths for the

More information

Introduction to Algorithms

Introduction to Algorithms Introducton to Algorthms 6.046J/8.40J Lecture 7 Prof. Potr Indyk Data Structures Role of data structures: Encapsulate data Support certan operatons (e.g., INSERT, DELETE, SEARCH) Our focus: effcency of

More information

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems

Chapter 5. Solution of System of Linear Equations. Module No. 6. Solution of Inconsistent and Ill Conditioned Systems Numercal Analyss by Dr. Anta Pal Assstant Professor Department of Mathematcs Natonal Insttute of Technology Durgapur Durgapur-713209 emal: anta.bue@gmal.com 1 . Chapter 5 Soluton of System of Lnear Equatons

More information

Norms, Condition Numbers, Eigenvalues and Eigenvectors

Norms, Condition Numbers, Eigenvalues and Eigenvectors Norms, Condton Numbers, Egenvalues and Egenvectors 1 Norms A norm s a measure of the sze of a matrx or a vector For vectors the common norms are: N a 2 = ( x 2 1/2 the Eucldean Norm (1a b 1 = =1 N x (1b

More information

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1

j) = 1 (note sigma notation) ii. Continuous random variable (e.g. Normal distribution) 1. density function: f ( x) 0 and f ( x) dx = 1 Random varables Measure of central tendences and varablty (means and varances) Jont densty functons and ndependence Measures of assocaton (covarance and correlaton) Interestng result Condtonal dstrbutons

More information

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur

Module 3 LOSSY IMAGE COMPRESSION SYSTEMS. Version 2 ECE IIT, Kharagpur Module 3 LOSSY IMAGE COMPRESSION SYSTEMS Verson ECE IIT, Kharagpur Lesson 6 Theory of Quantzaton Verson ECE IIT, Kharagpur Instructonal Objectves At the end of ths lesson, the students should be able to:

More information

Lecture 14: Bandits with Budget Constraints

Lecture 14: Bandits with Budget Constraints IEOR 8100-001: Learnng and Optmzaton for Sequental Decson Makng 03/07/16 Lecture 14: andts wth udget Constrants Instructor: Shpra Agrawal Scrbed by: Zhpeng Lu 1 Problem defnton In the regular Mult-armed

More information

Norm Bounds for a Transformed Activity Level. Vector in Sraffian Systems: A Dual Exercise

Norm Bounds for a Transformed Activity Level. Vector in Sraffian Systems: A Dual Exercise ppled Mathematcal Scences, Vol. 4, 200, no. 60, 2955-296 Norm Bounds for a ransformed ctvty Level Vector n Sraffan Systems: Dual Exercse Nkolaos Rodousaks Department of Publc dmnstraton, Panteon Unversty

More information

More metrics on cartesian products

More metrics on cartesian products More metrcs on cartesan products If (X, d ) are metrc spaces for 1 n, then n Secton II4 of the lecture notes we defned three metrcs on X whose underlyng topologes are the product topology The purpose of

More information

11 Tail Inequalities Markov s Inequality. Lecture 11: Tail Inequalities [Fa 13]

11 Tail Inequalities Markov s Inequality. Lecture 11: Tail Inequalities [Fa 13] Algorthms Lecture 11: Tal Inequaltes [Fa 13] If you hold a cat by the tal you learn thngs you cannot learn any other way. Mark Twan 11 Tal Inequaltes The smple recursve structure of skp lsts made t relatvely

More information

Singular Value Decomposition: Theory and Applications

Singular Value Decomposition: Theory and Applications Sngular Value Decomposton: Theory and Applcatons Danel Khashab Sprng 2015 Last Update: March 2, 2015 1 Introducton A = UDV where columns of U and V are orthonormal and matrx D s dagonal wth postve real

More information

Lecture 3 January 31, 2017

Lecture 3 January 31, 2017 CS 224: Advanced Algorthms Sprng 207 Prof. Jelan Nelson Lecture 3 January 3, 207 Scrbe: Saketh Rama Overvew In the last lecture we covered Y-fast tres and Fuson Trees. In ths lecture we start our dscusson

More information

Finding Primitive Roots Pseudo-Deterministically

Finding Primitive Roots Pseudo-Deterministically Electronc Colloquum on Computatonal Complexty, Report No 207 (205) Fndng Prmtve Roots Pseudo-Determnstcally Ofer Grossman December 22, 205 Abstract Pseudo-determnstc algorthms are randomzed search algorthms

More information

e - c o m p a n i o n

e - c o m p a n i o n OPERATIONS RESEARCH http://dxdoorg/0287/opre007ec e - c o m p a n o n ONLY AVAILABLE IN ELECTRONIC FORM 202 INFORMS Electronc Companon Generalzed Quantty Competton for Multple Products and Loss of Effcency

More information

Math 217 Fall 2013 Homework 2 Solutions

Math 217 Fall 2013 Homework 2 Solutions Math 17 Fall 013 Homework Solutons Due Thursday Sept. 6, 013 5pm Ths homework conssts of 6 problems of 5 ponts each. The total s 30. You need to fully justfy your answer prove that your functon ndeed has

More information

Homework Assignment 3 Due in class, Thursday October 15

Homework Assignment 3 Due in class, Thursday October 15 Homework Assgnment 3 Due n class, Thursday October 15 SDS 383C Statstcal Modelng I 1 Rdge regresson and Lasso 1. Get the Prostrate cancer data from http://statweb.stanford.edu/~tbs/elemstatlearn/ datasets/prostate.data.

More information

How Strong Are Weak Patents? Joseph Farrell and Carl Shapiro. Supplementary Material Licensing Probabilistic Patents to Cournot Oligopolists *

How Strong Are Weak Patents? Joseph Farrell and Carl Shapiro. Supplementary Material Licensing Probabilistic Patents to Cournot Oligopolists * How Strong Are Weak Patents? Joseph Farrell and Carl Shapro Supplementary Materal Lcensng Probablstc Patents to Cournot Olgopolsts * September 007 We study here the specal case n whch downstream competton

More information

The Expectation-Maximization Algorithm

The Expectation-Maximization Algorithm The Expectaton-Maxmaton Algorthm Charles Elan elan@cs.ucsd.edu November 16, 2007 Ths chapter explans the EM algorthm at multple levels of generalty. Secton 1 gves the standard hgh-level verson of the algorthm.

More information

arxiv: v2 [math.ca] 24 Sep 2010

arxiv: v2 [math.ca] 24 Sep 2010 A Note on the Weghted Harmonc-Geometrc-Arthmetc Means Inequaltes arxv:0900948v2 [mathca] 24 Sep 200 Gérard Maze, Urs Wagner e-mal: {gmaze,uwagner}@mathuzhch Mathematcs Insttute Unversty of Zürch Wnterthurerstr

More information