scholarly journals Paradoxes of probabilistic programming: and how to condition on events of measure zero with infinitesimal probabilities

2021 ◽  
Vol 5 (POPL) ◽  
pp. 1-26
Author(s):  
Jules Jacobs
Keyword(s):  
Measure Zero ◽  
Probabilistic Programming

scholarly journals Dimension of the Exceptional Set in the Aronszajn–Donoghue Theorem for Finite Rank Perturbations

2020 ◽  
Author(s):  
Constanze Liaw ◽  
Sergei Treil ◽  
Alexander Volberg
Keyword(s):  
Finite Rank ◽  
Measure Zero ◽  
Adjoint Operator ◽  
Cyclic Vector ◽  
Spectral Measures ◽  
Hermitian Matrices ◽  
Exceptional Set ◽  
Direct Sum ◽  
Rank One Perturbation ◽  
Rank One

Abstract The classical Aronszajn–Donoghue theorem states that for a rank-one perturbation of a self-adjoint operator (by a cyclic vector) the singular parts of the spectral measures of the original and perturbed operators are mutually singular. As simple direct sum type examples show, this result does not hold for finite rank perturbations. However, the set of exceptional perturbations is pretty small. Namely, for a family of rank $d$ perturbations $A_{\boldsymbol{\alpha }}:= A + {\textbf{B}} {\boldsymbol{\alpha }} {\textbf{B}}^*$, ${\textbf{B}}:{\mathbb C}^d\to{{\mathcal{H}}}$, with ${\operatorname{Ran}}{\textbf{B}}$ being cyclic for $A$, parametrized by $d\times d$ Hermitian matrices ${\boldsymbol{\alpha }}$, the singular parts of the spectral measures of $A$ and $A_{\boldsymbol{\alpha }}$ are mutually singular for all ${\boldsymbol{\alpha }}$ except for a small exceptional set $E$. It was shown earlier by the 1st two authors, see [4], that $E$ is a subset of measure zero of the space $\textbf{H}(d)$ of $d\times d$ Hermitian matrices. In this paper, we show that the set $E$ has small Hausdorff dimension, $\dim E \le \dim \textbf{H}(d)-1 = d^2-1$.

scholarly journals Publisher Correction: Universal probabilistic programming offers a powerful approach to statistical phylogenetics

2021 ◽  
Vol 4 (1) ◽  
Author(s):  
Fredrik Ronquist ◽  
Jan Kudlicka ◽  
Viktor Senderov ◽  
Johannes Borgström ◽  
Nicolas Lartillot ◽  
...  
Keyword(s):  
Probabilistic Programming ◽  
Powerful Approach

A Correction to this paper has been published: https://doi.org/10.1038/s42003-021-01922-8

scholarly journals Gaussian variant of Freivalds’ algorithm for efficient and reliable matrix product verification

2020 ◽  
Vol 26 (4) ◽  
pp. 273-284
Author(s):  
Hao Ji ◽  
Michael Mascagni ◽  
Yaohang Li
Keyword(s):  
False Positive ◽  
Measure Zero ◽  
Matrix Multiplication ◽  
Numerical Linear Algebra ◽  
Floating Point ◽  
Matrix Product ◽  
Computing Environment ◽  
Deterministic Algorithms ◽  
Product Verification ◽  
Point Arithmetic

AbstractIn this article, we consider the general problem of checking the correctness of matrix multiplication. Given three n\times n matrices 𝐴, 𝐵 and 𝐶, the goal is to verify that A\times B=C without carrying out the computationally costly operations of matrix multiplication and comparing the product A\times B with 𝐶, term by term. This is especially important when some or all of these matrices are very large, and when the computing environment is prone to soft errors. Here we extend Freivalds’ algorithm to a Gaussian Variant of Freivalds’ Algorithm (GVFA) by projecting the product A\times B as well as 𝐶 onto a Gaussian random vector and then comparing the resulting vectors. The computational complexity of GVFA is consistent with that of Freivalds’ algorithm, which is O(n^{2}). However, unlike Freivalds’ algorithm, whose probability of a false positive is 2^{-k}, where 𝑘 is the number of iterations, our theoretical analysis shows that, when A\times B\neq C, GVFA produces a false positive on set of inputs of measure zero with exact arithmetic. When we introduce round-off error and floating-point arithmetic into our analysis, we can show that the larger this error, the higher the probability that GVFA avoids false positives. Moreover, by iterating GVFA 𝑘 times, the probability of a false positive decreases as p^{k}, where 𝑝 is a very small value depending on the nature of the fault on the result matrix and the arithmetic system’s floating-point precision. Unlike deterministic algorithms, there do not exist any fault patterns that are completely undetectable with GVFA. Thus GVFA can be used to provide efficient fault tolerance in numerical linear algebra, and it can be efficiently implemented on modern computing architectures. In particular, GVFA can be very efficiently implemented on architectures with hardware support for fused multiply-add operations.

scholarly journals Fabular: regression formulas as probabilistic programming

2016 ◽  
Vol 51 (1) ◽  
pp. 271-283
Author(s):  
Johannes Borgström ◽  
Andrew D. Gordon ◽  
Long Ouyang ◽  
Claudio Russo ◽  
Adam Ścibior ◽  
...  
Keyword(s):  
Probabilistic Programming

scholarly journals The game of Double-Silver on intervals

2001 ◽  
Vol 26 (8) ◽  
pp. 485-496 ◽  
Author(s):  
Gerald A. Heuer
Keyword(s):  
Measure Zero ◽  
Optimal Strategies ◽  
The Other ◽  
Parameter Plane ◽  
Left Endpoint ◽  
Relative Placement ◽  
Special Case

Silverman's game on intervals was analyzed in a special case by Evans, and later more extensively by Heuer and Leopold-Wildburger, who found that optimal strategies exist (and gave them) quite generally when the intervals have no endpoints in common. They exist in about half the parameter plane when the intervals have a left endpoint or a right endpoint, but not both, in common, and (as Evans had earlier found) exist only on a set of measure zero in this plane if the intervals are identical. The game of Double-Silver, where each player has its own threshold and penalty, is examined. There are several combinations of conditions on relative placement of the intervals, the thresholds and penalties under which optimal strategies exist and are found. The indications are that in the other cases no optimal strategies exist.

Powers of the ideal of Lebesgue measure zero sets

1991 ◽  
Vol 56 (1) ◽  
pp. 103-107
Author(s):  
Maxim R. Burke
Keyword(s):  
Partial Order ◽  
Lebesgue Measure ◽  
Regular Cardinal ◽  
Measure Zero ◽  
Lebesgue Measure Zero ◽  
Zero Sets ◽  
Covering Lemma ◽  
Inner Model ◽  
The Ideal

AbstractWe investigate the cofinality of the partial order κ of functions from a regular cardinal κ into the ideal of Lebesgue measure zero subsets of R. We show that when add () = κ and the covering lemma holds with respect to an inner model of GCH, then cf (κ) = max{cf(κκ), cf([cf()]κ)}. We also give an example to show that the covering assumption cannot be removed.

scholarly journals CONSTRUCTION OF ELLIPTIC DIFFUSIONS WITH REFLECTING BOUNDARY CONDITION AND AN APPLICATION TO CONTINUOUS N-PARTICLE SYSTEMS WITH SINGULAR INTERACTIONS

2008 ◽  
Vol 51 (2) ◽  
pp. 337-362 ◽  
Author(s):  
Torben Fattler ◽  
Martin Grothaus
Keyword(s):  
Boundary Condition ◽  
Markov Process ◽  
Diffusion Process ◽  
Lebesgue Measure ◽  
Dirichlet Form ◽  
Measure Zero ◽  
Particle Systems ◽  
Lebesgue Measure Zero ◽  
Compact Set ◽  
Singular Interactions

AbstractWe give a Dirichlet form approach for the construction and analysis of elliptic diffusions in $\bar{\varOmega}\subset\mathbb{R}^n$ with reflecting boundary condition. The problem is formulated in an $L^2$-setting with respect to a reference measure $\mu$ on $\bar{\varOmega}$ having an integrable, $\mathrm{d} x$-almost everywhere (a.e.) positive density $\varrho$ with respect to the Lebesgue measure. The symmetric Dirichlet forms $(\mathcal{E}^{\varrho,a},D(\mathcal{E}^{\varrho,a}))$ we consider are the closure of the symmetric bilinear forms\begin{gather*} \mathcal{E}^{\varrho,a}(f,g)=\sum_{i,j=1}^n\int_{\varOmega}\partial_ifa_{ij} \partial_jg\,\mathrm{d}\mu,\quad f,g\in\mathcal{D}, \\ \mathcal{D}=\{f\in C(\bar{\varOmega})\mid f\in W^{1,1}_{\mathrm{loc}}(\varOmega),\ \mathcal{E}^{\varrho,a}(f,f)\lt\infty\}, \end{gather*}in $L^2(\bar{\varOmega},\mu)$, where $a$ is a symmetric, elliptic, $n\times n$-matrix-valued measurable function on $\bar{\varOmega}$. Assuming that $\varOmega$ is an open, relatively compact set with boundary $\partial\varOmega$ of Lebesgue measure zero and that $\varrho$ satisfies the Hamza condition, we can show that $(\mathcal{E}^{\varrho,a},D(\mathcal{E}^{\varrho,a}))$ is a local, quasi-regular Dirichlet form. Hence, it has an associated self-adjoint generator $(L^{\varrho,a},D(L^{\varrho,a}))$ and diffusion process $\bm{M}^{\varrho,a}$ (i.e. an associated strong Markov process with continuous sample paths). Furthermore, since $1\in D(\mathcal{E}^{\varrho,a})$ (due to the Neumann boundary condition) and $\mathcal{E}^{\varrho,a}(1,1)=0$, we obtain a conservative process $\bm{M}^{\varrho,a}$ (i.e. $\bm{M}^{\varrho,a}$ has infinite lifetime). Additionally, assuming that $\sqrt{\varrho}\in W^{1,2}(\varOmega)\cap C(\bar{\varOmega})$ or that $\varrho$ is bounded, $\varOmega$ is convex and $\{\varrho=0\}$ has codimension at least 2, we can show that the set $\{\varrho=0\}$ has $\mathcal{E}^{\varrho,a}$-capacity zero. Therefore, in this case we can even construct an associated conservative diffusion process in $\{\varrho>0\}$. This is essential for our application to continuous $N$-particle systems with singular interactions. Note that for the construction of the self-adjoint generator $(L^{\varrho,a},D(L^{\varrho,a}))$ and the Markov process $\bm{M}^{\varrho,a}$ we do not need to assume any differentiability condition on $\varrho$ and $a$. We obtain the following explicit representation of the generator for $\sqrt{\varrho}\in W^{1,2}(\varOmega)$ and $a\in W^{1,\infty}(\varOmega)$:$$ L^{\varrho,a}=\sum_{i,j=1}^n\partial_i(a_{ij}\partial_j)+\partial_i(\log\varrho)a_{ij}\partial_j. $$Note that the drift term can be singular, because we allow $\varrho$ to be zero on a set of Lebesgue measure zero. Our assumptions in this paper even allow a drift that is not integrable with respect to the Lebesgue measure.

scholarly journals Quasiconvexity and Density Topology

2014 ◽  
Vol 57 (1) ◽  
pp. 178-187 ◽  
Author(s):  
Patrick J. Rabier
Keyword(s):  
Open Subset ◽  
Measure Zero ◽  
Quasiconvex Functions ◽  
Density Topology ◽  
Approximate Continuity ◽  
The Common

AbstractWe prove that if f : ℝN → ℝ̄ is quasiconvex and U ⊂ ℝN is open in the density topology, then supU ƒ = ess supU f ; while infU ƒ = ess supU ƒ if and only if the equality holds when U = RN: The first (second) property is typical of lsc (usc) functions, and, even when U is an ordinary open subset, there seems to be no record that they both hold for all quasiconvex functions.This property ensures that the pointwise extrema of f on any nonempty density open subset can be arbitrarily closely approximated by values of ƒ achieved on “large” subsets, which may be of relevance in a variety of situations. To support this claim, we use it to characterize the common points of continuity, or approximate continuity, of two quasiconvex functions that coincide away from a set of measure zero.

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