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Do prices coordinate markets? 价格能协调市场吗?
Pub Date : 2015-11-03 DOI: 10.1145/2897518.2897559
Justin Hsu, Jamie Morgenstern, Ryan M. Rogers, Aaron Roth, R. Vohra
Walrasian equilibrium prices have a remarkable property: they allow each buyer to purchase a bundle of goods that she finds the most desirable, while guaranteeing that the induced allocation over all buyers will globally maximize social welfare. However, this clean story has two caveats. * First, the prices may induce indifferences. In fact, the minimal equilibrium prices necessarily induce indifferences. Accordingly, buyers may need to coordinate with one another to arrive at a socially optimal outcome---the prices alone are not sufficient to coordinate the market. * Second, although natural procedures converge to Walrasian equilibrium prices on a fixed population, in practice buyers typically observe prices without participating in a price computation process. These prices cannot be perfect Walrasian equilibrium prices, but instead somehow reflect distributional information about the market. To better understand the performance of Walrasian prices when facing these two problems, we give two results. First, we propose a mild genericity condition on valuations under which the minimal Walrasian equilibrium prices induce allocations which result in low over-demand, no matter how the buyers break ties. In fact, under genericity the over-demand of any good can be bounded by 1, which is the best possible at the minimal prices. We demonstrate our results for unit demand valuations and give an extension to matroid based valuations (MBV), conjectured to be equivalent to gross substitute valuations (GS). Second, we use techniques from learning theory to argue that the over-demand and welfare induced by a price vector converge to their expectations uniformly over the class of all price vectors, with respective sample complexity linear and quadratic in the number of goods in the market. These results make no assumption on the form of the valuation functions. These two results imply that under a mild genericity condition, the exact Walrasian equilibrium prices computed in a market are guaranteed to induce both low over-demand and high welfare when used in a new market where agents are sampled independently from the same distribution, whenever the number of agents is larger than the number of commodities in the market.
瓦尔拉斯均衡价格有一个显著的特性:它允许每个买家购买她认为最理想的一束商品,同时保证所有买家的诱导分配将在全球范围内最大化社会福利。然而,这个干净的故事有两个警告。首先,价格可能导致冷漠。事实上,最小均衡价格必然导致冷漠。因此,买家可能需要相互协调才能达到社会最优的结果——价格本身不足以协调市场。*第二,尽管自然过程在固定人口上收敛于瓦尔拉斯均衡价格,但在实践中,买家通常不参与价格计算过程而观察价格。这些价格不可能是完美的瓦尔拉斯均衡价格,而是以某种方式反映了市场的分配信息。为了更好地理解瓦尔拉斯价格在面对这两个问题时的表现,我们给出了两个结果。首先,我们提出了一个估值的温和泛型条件,在该条件下,最小的瓦尔拉斯均衡价格会导致低过剩需求的分配,无论买家如何解除联系。事实上,在一般情况下,任何商品的过度需求都可以被1所限制,这是在最低价格下的最佳可能。我们证明了单位需求估值的结果,并给出了基于矩阵的估值(MBV)的扩展,推测相当于总替代估值(GS)。其次,我们使用学习理论的技术来论证价格向量引起的过度需求和福利在所有价格向量的类别上均匀地收敛于它们的期望,在市场中商品数量中各自的样本复杂性为线性和二次。这些结果没有对估值函数的形式作任何假设。这两个结果表明,在温和的泛型条件下,在一个新的市场中,当代理人的数量大于市场上的商品数量时,当代理人从同一分布中独立抽样时,在市场中计算的精确瓦尔拉斯均衡价格保证产生低过剩需求和高福利。
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引用次数: 9
Parallel exhaustive search without coordination 无协调并行穷举搜索
Pub Date : 2015-11-02 DOI: 10.1145/2897518.2897541
P. Fraigniaud, Amos Korman, Yoav Rodeh
We analyse parallel algorithms in the context of exhaustive search over totally ordered sets. Imagine an infinite list of “boxes”, with a “treasure” hidden in one of them, where the boxes’ order reflects the importance of finding the treasure in a given box. At each time step, a search protocol executed by a searcher has the ability to peek into one box, and see whether the treasure is present or not. Clearly, the best strategy of a single searcher would be to open the boxes one by one, in increasing order. Moreover, by equally dividing the workload between them, k searchers can trivially find the treasure k times faster than one searcher. However, this straightforward strategy is very sensitive to failures (e.g., crashes of processors), and overcoming this issue seems to require a large amount of communication. We therefore address the question of designing parallel search algorithms maximizing their speed-up and maintaining high levels of robustness, while minimizing the amount of resources for coordination. Based on the observation that algorithms that avoid communication are inherently robust, we focus our attention on identifying the best running time performance of non-coordinating algorithms. Specifically, we devise non-coordinating algorithms that achieve a speed-up of 9/8 for two searchers, a speed-up of 4/3 for three searchers, and in general, a speed-up of k/4(1+1/k)2 for any k≥ 1 searchers. Thus, asymptotically, the speed-up is only four times worse compared to the case of full coordination. Moreover, these bounds are tight in a strong sense as no non-coordinating search algorithm can achieve better speed-ups. Our algorithms are surprisingly simple and hence applicable. However they are memory intensive and so we suggest a practical, memory efficient version, with a speed-up of (k2 − 1)/4k. That is, it is only a factor of (k+1)/(k−1) slower than the optimal algorithm. Overall, we highlight that, in faulty contexts in which coordination between the searchers is technically difficult to implement, intrusive with respect to privacy, and/or costly in term of resources, it might well be worth giving up on coordination, and simply run our non-coordinating exhaustive search algorithms.
我们分析了在全有序集上穷举搜索的并行算法。想象一个无限的“盒子”列表,其中一个盒子里藏着一个“宝藏”,盒子的顺序反映了在给定盒子里找到宝藏的重要性。在每个时间步骤中,由搜索者执行的搜索协议能够窥视一个盒子,并查看宝藏是否存在。显然,单个搜索者的最佳策略是按递增顺序逐个打开这些盒子。此外,通过在它们之间平均分配工作量,k个搜索者找到宝藏的速度比1个搜索者快k倍。然而,这种简单的策略对故障非常敏感(例如,处理器崩溃),并且克服这个问题似乎需要大量的通信。因此,我们解决了设计并行搜索算法的问题,最大限度地提高其速度并保持高水平的鲁棒性,同时最小化用于协调的资源量。基于避免通信的算法具有固有的鲁棒性,我们重点研究了非协调算法的最佳运行时间性能。具体来说,我们设计了非协调算法,对于两个搜索者可以实现9/8的加速,对于三个搜索者可以实现4/3的加速,对于任何k≥1个搜索者,通常可以实现k/4(1+1/k)2的加速。因此,渐近地,与完全协调的情况相比,加速只差4倍。此外,这些边界在很大程度上是紧密的,因为没有非协调搜索算法可以实现更好的加速。我们的算法非常简单,因此非常适用。然而,它们是内存密集型的,所以我们建议一个实用的,内存高效的版本,加速(k2−1)/4k。也就是说,它只比最优算法慢(k+1)/(k−1)倍。总的来说,我们强调,在搜索者之间的协调在技术上难以实现,侵犯隐私,和/或在资源方面昂贵的错误环境中,放弃协调,简单地运行我们的非协调穷举搜索算法可能是值得的。
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引用次数: 12
Beating CountSketch for heavy hitters in insertion streams 插入流中重击者的敲打计数草图
Pub Date : 2015-11-02 DOI: 10.1145/2897518.2897558
V. Braverman, Stephen R. Chestnut, Nikita Ivkin, David P. Woodruff
Given a stream p1, …, pm of items from a universe U, which, without loss of generality we identify with the set of integers {1, 2, …, n}, we consider the problem of returning all ℓ2-heavy hitters, i.e., those items j for which fj ≥ є √F2, where fj is the number of occurrences of item j in the stream, and F2 = ∑i ∈ [n] fi2. Such a guarantee is considerably stronger than the ℓ1-guarantee, which finds those j for which fj ≥ є m. In 2002, Charikar, Chen, and Farach-Colton suggested the CountSketch data structure, which finds all such j using Θ(log2 n) bits of space (for constant є > 0). The only known lower bound is Ω(logn) bits of space, which comes from the need to specify the identities of the items found. In this paper we show one can achieve O(logn loglogn) bits of space for this problem. Our techniques, based on Gaussian processes, lead to a number of other new results for data streams, including: (1) The first algorithm for estimating F2 simultaneously at all points in a stream using only O(lognloglogn) bits of space, improving a natural union bound. (2) A way to estimate the ℓ∞ norm of a stream up to additive error є √F2 with O(lognloglogn) bits of space, resolving Open Question 3 from the IITK 2006 list for insertion only streams.
给定一个由来自宇宙U的项目组成的流p1,…,pm,在不丧失一般性的情况下,我们用整数集{1,2,…,n}来标识这个流,我们考虑返回所有l2 -重锤的问题,即那些项目j,其中fj是项目j在流中出现的次数,并且F2 =∑i∈[n] fi2。这样的保证比1保证强得多,它可以找到fj≥m的j。在2002年,Charikar, Chen和Farach-Colton提出了countskey数据结构,它使用Θ(log2 n)位空间(对于常数,> 0)来找到所有这样的j。唯一已知的下界是Ω(logn)位空间,这来自于需要指定所找到的项目的身份。在本文中,我们展示了可以为这个问题实现O(logn loglog)位的空间。我们的技术,基于高斯过程,导致了数据流的许多其他新结果,包括:(1)第一个算法估计F2同时在流的所有点只使用O(logloglogn)位空间,改进了自然联合界。(2)一种用O(logloglogn)位空间估计流的可加性误差高达_√F2的l∞范数的方法,解决了IITK 2006列表中仅插入流的开放问题3。
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引用次数: 43
A cost function for similarity-based hierarchical clustering 基于相似度的分层聚类的代价函数
Pub Date : 2015-10-16 DOI: 10.1145/2897518.2897527
S. Dasgupta
The development of algorithms for hierarchical clustering has been hampered by a shortage of precise objective functions. To help address this situation, we introduce a simple cost function on hierarchies over a set of points, given pairwise similarities between those points. We show that this criterion behaves sensibly in canonical instances and that it admits a top-down construction procedure with a provably good approximation ratio.
由于缺乏精确的目标函数,分层聚类算法的发展一直受到阻碍。为了帮助解决这种情况,我们在一组点的层次结构上引入一个简单的成本函数,给定这些点之间的成对相似性。我们证明了该准则在典型实例中表现得很好,并且它允许一个具有可证明的良好近似比的自上而下的构造过程。
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引用次数: 168
Bounded degree cosystolic expanders of every dimension 每维的有界度收缩扩张器
Pub Date : 2015-10-03 DOI: 10.1145/2897518.2897543
Shai Evra, T. Kaufman
In recent years a high dimensional theory of expanders has emerged. The notion of combinatorial expansion of graphs (i.e. the Cheeger constant of a graph) has seen two generalizations to high dimensional simplicial complexes. One generalization, known as coboundary expansion, is due to Linial and Meshulem; the other, which we term here cosystolic expansion, is due to Gromov, who showed that cosystolic expanders have the topological overlapping property. No construction (either random or explicit) of bounded degree combinational expanders (according to either definition) were known until a recent work of Kaufman, Kazhdan and Lubotzky, which provided the first bounded degree cosystolic expanders of dimension two. No bounded degree combinatorial expanders are known in higher dimensions. In this work we present explicit bounded degree cosystolic expanders of every dimension. This solves affirmatively an open question raised by Gromov, who asked whether there exist bounded degree complexes with the topological overlapping property in every dimension. Moreover, we provide a local to global criterion on a complex that implies cosystolic expansion: Namely, for a d-dimensional complex, X, if its underlying graph is a good expander, and all its links are both coboundary expanders and good expander graphs, then the (d-1)-dimensional skeleton of the complex is a cosystolic expander.
近年来出现了一种高维膨胀理论。图的组合展开式的概念(即图的Cheeger常数)有两个推广到高维简单复形。一种被称为共边界展开的推广是由Linial和Meshulem提出的;另一种,我们称之为收缩扩张,是由Gromov提出的,他证明了收缩扩张器具有拓扑重叠的性质。直到最近Kaufman, Kazhdan和Lubotzky的工作提供了第一个二维的有界度收缩展开器,才知道有界度组合展开器的构造(无论是随机的还是显式的)(根据任何定义)。在高维中没有已知的有界度组合展开器。在这项工作中,我们给出了每个维度的显式有界度收缩展开式。这肯定地解决了Gromov提出的一个开放性问题,即在每个维度上是否存在具有拓扑重叠性质的有界度复合体。此外,我们给出了一个关于复形的局部到全局的证明,即对于一个d维复形X,如果它的底层图是一个良好的展开图,并且它的所有链接都是共边界展开图和良好的展开图,则该复形的(d-1)维骨架是一个协收缩展开图。
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引用次数: 73
Near-optimal small-depth lower bounds for small distance connectivity 小距离连接的近最优小深度下界
Pub Date : 2015-09-24 DOI: 10.1145/2897518.2897534
Xi Chen, I. Oliveira, R. Servedio, Li-Yang Tan
We show that any depth-d circuit for determining whether an n-node graph has an s-to-t path of length at most k must have size nΩ(k1/d/d) when k(n) ≤ n1/5, and nΩ(k1/5d/d) when k(n)≤ n. The previous best circuit size lower bounds were nkexp(−O(d)) (by Beame, Impagliazzo, and Pitassi (Computational Complexity 1998)) and nΩ((logk)/d) (following from a recent formula size lower bound of Rossman (STOC 2014)). Our lower bound is quite close to optimal, as a simple construction gives depth-d circuits of size nO(k2/d) for this problem (and strengthening our bound even to nkΩ(1/d) would require proving that undirected connectivity is not in NC1). Our proof is by reduction to a new lower bound on the size of small-depth circuits computing a skewed variant of the “Sipser functions” that have played an important role in classical circuit lower bounds. A key ingredient in our proof of the required lower bound for these Sipser-like functions is the use of random projections, an extension of random restrictions which were recently employed by Rossman, Servedio, and Tan (FOCS 2015). Random projections allow us to obtain sharper quantitative bounds while employing simpler arguments, both conceptually and technically, than in the previous works.
我们证明,当k(n)≤n1/5时,用于确定n节点图是否具有长度最多为k的s-to-t路径的任何深度d电路的大小必须为nΩ(k1/d/d),当k(n)≤n时,必须为nΩ(k1/5d/d)。之前的最佳电路大小下界为nkexp(−O(d))(由Beame, Impagliazzo和Pitassi (Computational Complexity 1998))和nΩ((logk)/d)(来自Rossman (STOC 2014)最近的公式大小下界)。我们的下界非常接近于最优,因为对于这个问题,一个简单的构造给出了大小为nO(k2/d)的深度d电路(并且将我们的边界加强到nkΩ(1/d)将需要证明无向连接不在NC1中)。我们的证明是通过简化到小深度电路尺寸的新下界来计算在经典电路下界中起重要作用的“Sipser函数”的偏斜变体。我们证明这些类sipser函数所需的下界的一个关键因素是使用随机投影,这是Rossman, Servedio和Tan最近使用的随机限制的扩展(FOCS 2015)。与之前的作品相比,随机预测使我们能够在使用更简单的概念和技术参数的同时获得更清晰的定量界限。
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引用次数: 21
A discrete and bounded envy-free cake cutting protocol for four agents 一个离散和有界的四个agent的无嫉妒切蛋糕协议
Pub Date : 2015-08-20 DOI: 10.1145/2897518.2897522
H. Aziz, Simon Mackenzie
We consider the well-studied cake cutting problem in which the goal is to identify an envy-free allocation based on a minimal number of queries from the agents. The problem has attracted considerable attention within various branches of computer science, mathematics, and economics. Although, the elegant Selfridge-Conway envy-free protocol for three agents has been known since 1960, it has been a major open problem to obtain a bounded envy-free protocol for more than three agents. The problem has been termed the central open problem in cake cutting. We solve this problem by proposing a discrete and bounded envy-free protocol for four agents.
我们考虑了一个研究得很好的切蛋糕问题,其目标是基于来自代理的最小查询数量来确定一个无嫉妒的分配。这个问题在计算机科学、数学和经济学的各个分支中引起了相当大的关注。虽然自1960年以来,人们就已经知道了优雅的Selfridge-Conway三agent无嫉妒协议,但如何获得一个超过三个agent的有界无嫉妒协议一直是一个主要的开放问题。这个问题被称为切蛋糕的中心未决问题。我们提出了一个离散的、有界的四个智能体无嫉妒协议来解决这个问题。
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引用次数: 62
Efficient quantum tomography 高效量子层析成像
Pub Date : 2015-08-08 DOI: 10.1145/2897518.2897544
R. O'Donnell, John Wright
In the quantum state tomography problem, one wishes to estimate an unknown d-dimensional mixed quantum state ρ, given few copies. We show that O(d/ε) copies suffice to obtain an estimate ρ that satisfies ||ρ − ρ||F2 ≤ ε (with high probability). An immediate consequence is that O((ρ) · d/ε2) ≤ O(d2/ε2) copies suffice to obtain an ε-accurate estimate in the standard trace distance. This improves on the best known prior result of O(d3/ε2) copies for full tomography, and even on the best known prior result of O(d2log(d/ε)/ε2) copies for spectrum estimation. Our result is the first to show that nontrivial tomography can be obtained using a number of copies that is just linear in the dimension. Next, we generalize these results to show that one can perform efficient principal component analysis on ρ. Our main result is that O(k d/ε2) copies suffice to output a rank-k approximation ρ whose trace-distance error is at most ε more than that of the best rank-k approximator to ρ. This subsumes our above trace distance tomography result and generalizes it to the case when ρ is not guaranteed to be of low rank. A key part of the proof is the analogous generalization of our spectrum-learning results: we show that the largest k eigenvalues of ρ can be estimated to trace-distance error ε using O(k2/ε2) copies. In turn, this result relies on a new coupling theorem concerning the Robinson–Schensted–Knuth algorithm that should be of independent combinatorial interest.
在量子态层析问题中,人们希望估计一个未知的d维混合量子态ρ,给定几个拷贝。我们证明O(d/ε)复制足以得到一个估计ρ满足||ρ−ρ||F2≤ε(高概率)。一个直接的结果是,O((ρ)·d/ε2)≤O(d2/ε2)的复制足以在标准轨迹距离中获得ε-精确的估计。这改进了已知的全层析成像O(d3/ε2)拷贝的最优先验结果,甚至改进了已知的频谱估计O(d2log(d/ε)/ε2)拷贝的最优先验结果。我们的结果是第一个表明,非平凡层析成像可以使用一些拷贝,只是线性的维度。接下来,我们推广这些结果,以表明可以对ρ进行有效的主成分分析。我们的主要结果是,O(k d/ε2)个拷贝足以输出一个秩-k近似ρ,其迹距误差最多比最佳秩-k近似ρ的误差大ε。这包含了我们上面的迹距层析成像结果,并将其推广到ρ不保证为低秩的情况。证明的一个关键部分是我们的频谱学习结果的类似推广:我们表明,ρ的最大k个特征值可以用O(k2/ε2)拷贝估计到跟踪距离误差ε。反过来,这个结果依赖于一个关于Robinson-Schensted-Knuth算法的新的耦合定理,该定理应该具有独立的组合兴趣。
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引用次数: 183
Communication lower bounds for statistical estimation problems via a distributed data processing inequality 基于分布式数据处理不等式的统计估计问题的通信下界
Pub Date : 2015-06-24 DOI: 10.1145/2897518.2897582
M. Braverman, A. Garg, Tengyu Ma, Huy L. Nguyen, David P. Woodruff
We study the tradeoff between the statistical error and communication cost of distributed statistical estimation problems in high dimensions. In the distributed sparse Gaussian mean estimation problem, each of the m machines receives n data points from a d-dimensional Gaussian distribution with unknown mean θ which is promised to be k-sparse. The machines communicate by message passing and aim to estimate the mean θ. We provide a tight (up to logarithmic factors) tradeoff between the estimation error and the number of bits communicated between the machines. This directly leads to a lower bound for the distributed sparse linear regression problem: to achieve the statistical minimax error, the total communication is at least Ω(min{n,d}m), where n is the number of observations that each machine receives and d is the ambient dimension. These lower results improve upon Shamir (NIPS'14) and Steinhardt-Duchi (COLT'15) by allowing multi-round iterative communication model. We also give the first optimal simultaneous protocol in the dense case for mean estimation. As our main technique, we prove a distributed data processing inequality, as a generalization of usual data processing inequalities, which might be of independent interest and useful for other problems.
研究了高维分布统计估计问题的统计误差与通信代价之间的权衡。在分布稀疏高斯均值估计问题中,m台机器中的每台机器都从一个未知均值θ的d维高斯分布中接收n个数据点,该分布被保证为k稀疏。机器通过信息传递进行通信,目的是估计平均值θ。我们在估计误差和机器之间通信的比特数之间提供了一个紧密的(高达对数因子)权衡。这直接导致了分布式稀疏线性回归问题的下界:为了实现统计上的极大极小误差,总通信至少为Ω(min{n,d}m),其中n是每台机器接收到的观测数,d是环境维数。这些较低的结果通过允许多轮迭代通信模型改进了Shamir (NIPS'14)和Steinhardt-Duchi (COLT'15)。我们还给出了密集情况下的第一个最优同步协议的均值估计。作为我们的主要技术,我们证明了一个分布式数据处理不等式,作为通常数据处理不等式的推广,它可能是独立的兴趣和对其他问题有用的。
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引用次数: 154
Separations in query complexity based on pointer functions 基于指针函数的查询复杂度分隔
Pub Date : 2015-06-15 DOI: 10.1145/2897518.2897524
A. Ambainis, K. Balodis, Aleksandrs Belovs, Troy Lee, M. Santha, Juris Smotrovs
In 1986, Saks and Wigderson conjectured that the largest separation between deterministic and zero-error randomized query complexity for a total boolean function is given by the function f on n=2k bits defined by a complete binary tree of NAND gates of depth k, which achieves R0(f) = O(D(f)0.7537…). We show this is false by giving an example of a total boolean function f on n bits whose deterministic query complexity is Ω(n/log(n)) while its zero-error randomized query complexity is Õ(√n). We further show that the quantum query complexity of the same function is Õ(n1/4), giving the first example of a total function with a super-quadratic gap between its quantum and deterministic query complexities. We also construct a total boolean function g on n variables that has zero-error randomized query complexity Ω(n/log(n)) and bounded-error randomized query complexity R(g) = Õ(√n). This is the first super-linear separation between these two complexity measures. The exact quantum query complexity of the same function is QE(g) = Õ(√n). These functions show that the relations D(f) = O(R1(f)2) and R0(f) = Õ(R(f)2) are optimal, up to poly-logarithmic factors. Further variations of these functions give additional separations between other query complexity measures: a cubic separation between Q and R0, a 3/2-power separation between QE and R, and a 4th power separation between approximate degree and bounded-error randomized query complexity. All of these examples are variants of a function recently introduced by Goos, Pitassi, and Watson which they used to separate the unambiguous 1-certificate complexity from deterministic query complexity and to resolve the famous Clique versus Independent Set problem in communication complexity.
1986年,Saks和Wigderson推测,对于一个全布尔函数,确定性和零错误随机查询复杂度之间的最大分离是由深度为k的NAND门的完全二叉树定义的n=2k位上的函数f给出的,它实现了R0(f) = O(D(f)0.7537…)。我们通过给出一个总布尔函数f在n位上的例子来证明这是错误的,该函数的确定性查询复杂度为Ω(n/log(n)),而其零错误随机查询复杂度为Õ(√n)。我们进一步证明了同一函数的量子查询复杂度为Õ(n1/4),给出了在其量子查询复杂度和确定性查询复杂度之间具有超二次差距的总函数的第一个示例。我们还在n个变量上构造了一个总布尔函数g,它具有零错误随机查询复杂度Ω(n/log(n))和有限错误随机查询复杂度R(g) = Õ(√n)。这是这两种复杂性度量之间的首次超线性分离。相同函数的精确量子查询复杂度为QE(g) = Õ(√n)。这些函数表明,关系D(f) = O(R1(f)2)和R0(f) = Õ(R(f)2)是最优的,直到多对数因子。这些函数的进一步变化在其他查询复杂度度量之间提供了额外的分离:Q和R0之间的三次分离,QE和R之间的3/2次分离,以及近似度和有界误差随机查询复杂度之间的四次分离。所有这些例子都是Goos、Pitassi和Watson最近引入的一个函数的变体,他们使用该函数将明确的1-证书复杂性与确定性查询复杂性分离开来,并解决通信复杂性中著名的Clique与Independent Set问题。
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引用次数: 63
期刊
Proceedings of the forty-eighth annual ACM symposium on Theory of Computing
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