We give a $\text{poly}(d, p, \log(1/\epsilon))$-time algorithm that computes an $\epsilon$-approximate fixed point of any $\ell_p$-nonexpansive map $f : \mathcal{X} \to \mathcal{X}$, where $\mathcal{X} \subset \mathbb R^d$ is a convex compact set and $p$ is an even integer. This is the first algorithm with $\text{poly}(d, \log(1/\epsilon))$ runtime for any fixed $p \ne 2$. Our techniques are based on a computationally efficient version of Sion's theorem for non-compact minmax problems, and extend to more general total search problems that admit low-degree polynomial potentials.
Constantinos Daskalakis, Gabriele Farina, B. Zhang· 0 citations
We study causal inference under outcome interference for sequential, observational settings. Specifically, we consider settings where the binary outcomes over N units are Markovian across T time steps. At each time step, the outcomes of N units have dependencies captured through an Ising model; each outcome is also impacted through an external field capturing the effects of its treatment as well as latent confounders. Similar to panel data literature, these latent confounders are modeled to have a low-rank factor structure. Our data is a single sample from this high-dimensional distribution. To estimate causal quantities of interest, we provide a computationally efficient method based on Maximum Pseudo-Likelihood Estimation (MPLE) for learning the model parameters. Under mild assumptions, we establish non-asymptotic consistency for parameter estimation and show this translates to faithful estimation of causal quantities of interest after sampling from the learned model. We demonstrate the efficacy of the method through synthetic experiments as well as a real-world case-study investigating causal effects of vaccine rates on COVID-19 death rates within US counties nationwide.
