Related papers: Feasible Sampling of Non-strict Turnstile Data Str…
The problem of quickest change detection is studied in the context of detecting an arbitrary unknown mean-shift in multiple independent Gaussian data streams. The James-Stein estimator is used in constructing detection schemes that exhibit…
This paper presents a novel algorithm solving the classic problem of generating a random sample of size s from population of size n with non-uniform probabilities. The sampling is done with replacement. The algorithm requires constant…
We study the problem of approximately simulating a $t$-step random walk on a graph where the input edges come from a single-pass stream. The straightforward algorithm using reservoir sampling needs $O(nt)$ words of memory. We show that this…
This paper introduces a novel direct approach to system identification of dynamic networks with missing data based on maximum likelihood estimation. Dynamic networks generally present a singular probability density function, which poses a…
Seasonal-trend decomposition is one of the most fundamental concepts in time series analysis that supports various downstream tasks, including time series anomaly detection and forecasting. However, existing decomposition methods rely on…
A streaming model is one where data items arrive over long period of time, either one item at a time or in bursts. Typical tasks include computing various statistics over a sliding window of some fixed time-horizon. What makes the streaming…
In recent years, the problem of computing the frequencies of the induced $k$-vertex subgraphs of a graph, or \emph{$k$-graphlets}, has become central. One approach for this problem is to sample $k$-graphlets randomly. Classic algorithms for…
Dense subgraph extraction is a fundamental problem in graph analysis and data mining, aimed at identifying cohesive and densely connected substructures within a given graph. It plays a crucial role in various domains, including social…
We study the problem of parallelizing sampling from distributions related to determinants: symmetric, nonsymmetric, and partition-constrained determinantal point processes, as well as planar perfect matchings. For these distributions, the…
Most convex and nonconvex clustering algorithms come with one crucial parameter: the $k$ in $k$-means. To this day, there is not one generally accepted way to accurately determine this parameter. Popular methods are simple yet theoretically…
Sampling algorithms play an important role in controlling the quality and runtime of diffusion model inference. In recent years, a number of works~\cite{chen2023sampling,chen2023ode,benton2023error,lee2022convergence} have proposed schemes…
We consider online $k$-means clustering where each new point is assigned to the nearest cluster center, after which the algorithm may update its centers. The loss incurred is the sum of squared distances from new points to their assigned…
Space efficient algorithms play a central role in dealing with large amount of data. In such settings, one would like to analyse the large data using small amount of "working space". One of the key steps in many algorithms for analysing…
Estimating the number of triangles in graph streams using a limited amount of memory has become a popular topic in the last decade. Different variations of the problem have been studied, depending on whether the graph edges are provided in…
Given a stream of data, a typical approach in streaming algorithms is to design a sophisticated algorithm with small memory that computes a specific statistic over the streaming data. Usually, if one wants to compute a different statistic…
We consider a streaming data model in which n sensors observe individual streams of data, presented in a turnstile model. Our goal is to analyze the singular value decomposition (SVD) of the matrix of data defined implicitly by the stream…
We consider a basic problem in the general data streaming model, namely, to estimate a vector $f \in \Z^n$ that is arbitrarily updated (i.e., incremented or decremented) coordinate-wise. The estimate $\hat{f} \in \Z^n$ must satisfy…
We study the problem of estimating the number of triangles in a graph stream. No streaming algorithm can get sublinear space on all graphs, so methods in this area bound the space in terms of parameters of the input graph such as the…
We introduce a novel unit-time ordinary differential equation (ODE) flow called the preconditioned F\"{o}llmer flow, which efficiently transforms a Gaussian measure into a desired target measure at time 1. To discretize the flow, we apply…
We give efficient algorithms for volume sampling, i.e., for picking $k$-subsets of the rows of any given matrix with probabilities proportional to the squared volumes of the simplices defined by them and the origin (or the squared volumes…