vix.ing · top · new · best · stats · spec

On-Line Balancing of Random Inputs

2019/03/16 by Bansal, Nikhil, Spencer, Joel H. · 7 citations
#Data Structures and Algorithms (cs.DS) #Discrete Mathematics (cs.DM) #FOS: Computer and information sciences #FOS: Mathematics #Probability (math.PR)

paper · doi:10.48550/arxiv.1903.06898

Abstract

We consider an online vector balancing game where vectors vt, chosen uniformly at random in \-1,+1\n, arrive over time and a sign xt ∈ \-1,+1\ must be picked immediately upon the arrival of vt. The goal is to minimize the L^∞ norm of the signed sum ∑t xt vt. We give an online strategy for picking the signs xt that has value O(n1/2) with high probability. Up to constants, this is the best possible even when the vectors are given in advance.

Cited by

Related