Related papers: On Approximating Frequency Moments of Data Streams…
The method of stable random projections is popular for efficiently computing the Lp distances in high dimension (where 0<p<=2), using small space. Because it adopts nonadaptive linear projections, this method is naturally suitable when the…
We study the classical problem of moment estimation of an underlying vector whose $n$ coordinates are implicitly defined through a series of updates in a data stream. We show that if the updates to the vector arrive in the random-order…
Data streams (streaming data) consist of transiently observed, evolving in time, multidimensional data sequences that challenge our computational and/or inferential capabilities. In this paper we propose user friendly approaches for robust…
Shallow flow models are used for a large number of applications including weather forecasting, open channel hydraulics and simulation-based natural hazard assessment. In these applications the shallowness of the process motivates…
Mining frequent itemsets through static Databases has been extensively studied and used and is always considered a highly challenging task. For this reason it is interesting to extend it to data streams field. In the streaming case, the…
Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…
In this paper, we establish explicit convergence rates for the stochastic smooth approximations of infimal convolutions introduced and developed in \cite{MR4581306,MR4923371}. In particular, we quantify the convergence of the associated…
Large sectors of the recent optimization literature focused in the last decade on the development of optimal stochastic first order schemes for constrained convex models under progressively relaxed assumptions. Stochastic proximal point is…
We consider data-based predictive control based on behavioral systems theory. In the linear setting this means that a system is described as a subspace of trajectories, and predictive control can be formulated using a projection onto the…
The past decade has witnessed many interesting algorithms for maintaining statistics over a data stream. This paper initiates a theoretical study of algorithms for monitoring distributed data streams over a time-based sliding window (which…
Compressed Counting (CC) [22] was recently proposed for estimating the ath frequency moments of data streams, where 0 < a <= 2. CC can be used for estimating Shannon entropy, which can be approximated by certain functions of the ath…
One of the oldest problems in the data stream model is to approximate the $p$-th moment $\|\mathcal{X}\|_p^p = \sum_{i=1}^n |\mathcal{X}_i|^p$ of an underlying vector $\mathcal{X} \in \mathbb{R}^n$, which is presented as a sequence of…
We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…
A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…
This paper aims to develop new mathematical and computational tools for modeling the distribution of portfolio returns across portfolios. We establish relevant mathematical formulas and propose efficient algorithms, drawing upon powerful…
Estimating the number of subgraphs in data streams is a fundamental problem that has received great attention in the past decade. In this paper, we give improved streaming algorithms for approximately counting the number of occurrences of…
We show an improved lower bound for the Fp estimation problem in a data stream setting for p>2. A data stream is a sequence of items from the domain [n] with possible repetitions. The frequency vector x is an n-dimensional non-negative…
Frequency estimation is one of the most fundamental problems in streaming algorithms. Given a stream $S$ of elements from some universe $U=\{1 \ldots n\}$, the goal is to compute, in a single pass, a short sketch of $S$ so that for any…
We extend the well-known $\beta$-model for directed graphs to dynamic network setting, where we observe snapshots of adjacency matrices at different time points. We propose a kernel-smoothed likelihood approach for estimating $2n$…
In recent years, data streaming has gained prominence due to advances in technologies that enable many applications to generate continuous flows of data. This increases the need to develop algorithms that are able to efficiently process…