Song, Zhao ;
Zhang, Ruizhe
Hyperbolic Concentration, Anti-Concentration, and Discrepancy
Abstract
Chernoff bound is a fundamental tool in theoretical computer science. It has been extensively used in randomized algorithm design and stochastic type analysis. Discrepancy theory, which deals with finding a bi-coloring of a set system such that the coloring of each set is balanced, has a huge number of applications in approximation algorithms design. Chernoff bound [Che52] implies that a random bi-coloring of any set system with n sets and n elements will have discrepancy O(√{n log n}) with high probability, while the famous result by Spencer [Spe85] shows that there exists an O(√n) discrepancy solution.
The study of hyperbolic polynomials dates back to the early 20th century when used to solve PDEs by Gårding [Går59]. In recent years, more applications are found in control theory, optimization, real algebraic geometry, and so on. In particular, the breakthrough result by Marcus, Spielman, and Srivastava [MSS15] uses the theory of hyperbolic polynomials to prove the Kadison-Singer conjecture [KS59], which is closely related to discrepancy theory.
In this paper, we present a list of new results for hyperbolic polynomials:
- We show two nearly optimal hyperbolic Chernoff bounds: one for Rademacher sum of arbitrary vectors and another for random vectors in the hyperbolic cone.
- We show a hyperbolic anti-concentration bound.
- We generalize the hyperbolic Kadison-Singer theorem [Brä18] for vectors in sub-isotropic position, and prove a hyperbolic Spencer theorem for any constant hyperbolic rank vectors.
The classical matrix Chernoff and discrepancy results are based on determinant polynomial which is a special case of hyperbolic polynomials. To the best of our knowledge, this paper is the first work that shows either concentration or anti-concentration results for hyperbolic polynomials. We hope our findings provide more insights into hyperbolic and discrepancy theories.
BibTeX - Entry
@InProceedings{song_et_al:LIPIcs.APPROX/RANDOM.2022.10,
author = {Song, Zhao and Zhang, Ruizhe},
title = {{Hyperbolic Concentration, Anti-Concentration, and Discrepancy}},
booktitle = {Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2022)},
pages = {10:1--10:19},
series = {Leibniz International Proceedings in Informatics (LIPIcs)},
ISBN = {978-3-95977-249-5},
ISSN = {1868-8969},
year = {2022},
volume = {245},
editor = {Chakrabarti, Amit and Swamy, Chaitanya},
publisher = {Schloss Dagstuhl -- Leibniz-Zentrum f{\"u}r Informatik},
address = {Dagstuhl, Germany},
URL = {https://drops.dagstuhl.de/opus/volltexte/2022/17132},
URN = {urn:nbn:de:0030-drops-171324},
doi = {10.4230/LIPIcs.APPROX/RANDOM.2022.10},
annote = {Keywords: Hyperbolic polynomial, Chernoff bound, Concentration, Discrepancy theory, Anti-concentration}
}
Keywords: |
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Hyperbolic polynomial, Chernoff bound, Concentration, Discrepancy theory, Anti-concentration |
Seminar: |
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Approximation, Randomization, and Combinatorial Optimization. Algorithms and Techniques (APPROX/RANDOM 2022)
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Issue date: |
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2022 |
Date of publication: |
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15.09.2022 |
15.09.2022