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Online Discrepancy Minimization via Persistent Self-Balancing Walks

2021/02/04 by Arbour, David, Dimmery, Drew, Mai, Tung +1
#Combinatorics (math.CO) #Data Structures and Algorithms (cs.DS) #Discrete Mathematics (cs.DM) #FOS: Computer and information sciences #FOS: Mathematics

paper · doi:10.48550/arxiv.2102.02765

Abstract

We study the online discrepancy minimization problem for vectors in ℝd in the oblivious setting where an adversary is allowed fix the vectors x1, x2, …, xn in arbitrary order ahead of time. We give an algorithm that maintains O(√(log(nd/δ))) discrepancy with probability 1-δ, matching the lower bound given in [Bansal et al. 2020] up to an O(√(log log n)) factor in the high-probability regime. We also provide results for the weighted and multi-color versions of the problem.

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