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A data stream model represents setting where approximating pairwise, or $k$-wise, independence with sublinear memory is of considerable importance. In the streaming model the joint distribution is given by a stream of $k$-tuples, with the…

Data Structures and Algorithms · Computer Science 2009-03-03 Vladimir Braverman , Rafail Ostrovsky

Identifying independence between two random variables or correlated given their samples has been a fundamental problem in Statistics. However, how to do so in a space-efficient way if the number of states is large is not quite well-studied.…

Data Structures and Algorithms · Computer Science 2022-11-21 Zhenhao Gu , Hao Zhang

This monograph is an exposition on an exciting new technique known as spectral independence, which has been instrumental in analyzing the convergence rate of Markov Chain Monte Carlo (MCMC) algorithms. For a high-dimensional distribution…

Discrete Mathematics · Computer Science 2025-09-18 Zongchen Chen , Daniel Stefankovic , Eric Vigoda

An important challenge in the streaming model is to maintain small-space approximations of entrywise functions performed on a matrix that is generated by the outer product of two vectors given as a stream. In other works, streams typically…

Data Structures and Algorithms · Computer Science 2015-11-04 Vladimir Braverman , Alan Roytman , Gregory Vorsanger

In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank…

Data Structures and Algorithms · Computer Science 2021-11-04 Nadiia Chepurko , Kenneth L. Clarkson , Praneeth Kacham , David P. Woodruff

We propose a new type of approximate counting algorithms for the problems of enumerating the number of independent sets and proper colorings in low degree graphs with large girth. Our algorithms are not based on a commonly used Markov chain…

Probability · Mathematics 2007-05-23 Antar Bandyopadhyay , David Gamarnik

We introduce co-occurring directions sketching, a deterministic algorithm for approximate matrix product (AMM), in the streaming model. We show that co-occuring directions achieves a better error bound for AMM than other randomized and…

Machine Learning · Computer Science 2016-10-26 Youssef Mroueh , Etienne Marcheret , Vaibhava Goel

A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the…

Machine Learning · Statistics 2016-10-18 Wittawat Jitkrittum , Zoltan Szabo , Arthur Gretton

We provide approximation algorithms for two problems, known as NECKLACE SPLITTING and $\epsilon$-CONSENSUS SPLITTING. In the problem $\epsilon$-CONSENSUS SPLITTING, there are $n$ non-atomic probability measures on the interval $[0, 1]$ and…

Data Structures and Algorithms · Computer Science 2020-07-01 Noga Alon , Andrei Graur

Edit distance is an important measure of string similarity. It counts the number of insertions, deletions and substitutions one has to make to a string $x$ to get a string $y$. In this paper we design an almost linear-size sketching scheme…

Data Structures and Algorithms · Computer Science 2024-06-18 Michal Koucký , Michael Saks

Recently, many streaming algorithms have utilized generalizations of the fact that the expected maximum distance of any $4$-wise independent random walk on a line over $n$ steps is $O(\sqrt{n})$. In this paper, we show that $4$-wise…

Probability · Mathematics 2020-09-04 Shyam Narayanan

We consider the problem of selecting non-zero entries of a matrix $A$ in order to produce a sparse sketch of it, $B$, that minimizes $\|A-B\|_2$. For large $m \times n$ matrices, such that $n \gg m$ (for example, representing $n$…

Machine Learning · Computer Science 2013-11-20 Dimitris Achlioptas , Zohar Karnin , Edo Liberty

We revisit the well-studied problem of approximating a matrix product, $\mathbf{A}^T\mathbf{B}$, based on small space sketches $\mathcal{S}(\mathbf{A})$ and $\mathcal{S}(\mathbf{B})$ of $\mathbf{A} \in \R^{n \times d}$ and $\mathbf{B}\in…

Data Structures and Algorithms · Computer Science 2025-01-30 Majid Daliri , Juliana Freire , Danrong Li , Christopher Musco

With the increasing rate of data generated by critical systems, estimating functions on streaming data has become essential. This demand has driven numerous advancements in algorithms designed to efficiently query and analyze one or more…

Databases · Computer Science 2024-05-16 Mike Heddes , Igor Nunes , Tony Givargis , Alex Nicolau

We consider products of independent random matrices with independent entries. The limit distribution of the expected empirical distribution of eigenvalues of such products is computed. Let $X^{(\nu)}_{jk},{}1\le j,r\le n$, $\nu=1,...,m$ be…

Probability · Mathematics 2011-04-27 Friedrich Götze , Alexander Tikhomirov

The 2-Wasserstein distance (or RMS distance) is a useful measure of similarity between probability distributions that has exciting applications in machine learning. For discrete distributions, the problem of computing this distance can be…

Computational Geometry · Computer Science 2020-07-17 Nathaniel Lahn , Sharath Raghvendra

Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

We propose OverSketch, an approximate algorithm for distributed matrix multiplication in serverless computing. OverSketch leverages ideas from matrix sketching and high-performance computing to enable cost-efficient multiplication that is…

Distributed, Parallel, and Cluster Computing · Computer Science 2019-02-25 Vipul Gupta , Shusen Wang , Thomas Courtade , Kannan Ramchandran

We present a new sublinear time algorithm for approximating the spectral density (eigenvalue distribution) of an $n\times n$ normalized graph adjacency or Laplacian matrix. The algorithm recovers the spectrum up to $\epsilon$ accuracy in…

Data Structures and Algorithms · Computer Science 2022-04-18 Vladimir Braverman , Aditya Krishnan , Christopher Musco

Fair division is a fundamental problem in various multi-agent settings, where the goal is to divide a set of resources among agents in a fair manner. We study the case where m indivisible items need to be divided among n agents with…

Computer Science and Game Theory · Computer Science 2021-04-07 Jugal Garg , Setareh Taki
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