Related papers: Creating a level playing field for all symbols in …

Chance constrained programming (CCP) refers to a type of optimization problem with uncertain constraints that are satisfied with at least a prescribed probability level. In this work, we study the sample average approximation (SAA) of…

In this paper, we introduce a new, spectral notion of approximation between directed graphs, which we call singular value (SV) approximation. SV-approximation is stronger than previous notions of spectral approximation considered in the…

Data assimilation leads naturally to a Bayesian formulation in which the posterior probability distribution of the system state, given the observations, plays a central conceptual role. The aim of this paper is to use this Bayesian…

Quantum computing promises solutions to classically difficult and new-found problems through controlling the subtleties of quantum computing. The Quantum Approximate Optimisation Algorithm (QAOA) is a recently proposed quantum algorithm…

Deep learning has made significant advances in creating efficient representations of time series data by automatically identifying complex patterns. However, these approaches lack interpretability, as the time series is transformed into a…

Analog signals processed in digital hardware are quantized into a discrete bit-constrained representation. Quantization is typically carried out using analog-to-digital converters (ADCs), operating in a serial scalar manner. In some…

Understanding temporal patterns in online search behavior is crucial for real-time marketing and trend forecasting. Google Trends offers a rich proxy for public interest, yet the high dimensionality and noise of its time-series data present…

Algorithmic Gaussianization is a phenomenon that can arise when using randomized sketching or sampling methods to produce smaller representations of large datasets: For certain tasks, these sketched representations have been observed to…

We consider the problem of hypothesis testing for discrete distributions. In the standard model, where we have sample access to an underlying distribution $p$, extensive research has established optimal bounds for uniformity testing,…

The problem of approximating/tracking the value of a Wiener process is considered. The discretization points are placed at times when the value of the process differs from the approximation by some amount, here denoted by eta. It is found…

In this paper we present a novel algorithm and efficient data structure for anomaly detection based on temporal data. Time-series data are represented by a sequence of symbolic time intervals, describing increasing and decreasing trends, in…

Sampling random graphs with given properties is a key step in the analysis of networks, as random ensembles represent basic null models required to identify patterns such as communities and motifs. An important requirement is that the…

Distributed averaging, or distributed average consensus, is a common method for computing the sample mean of the data dispersed among the nodes of a network in a decentralized manner. By iteratively exchanging messages with neighbors, the…

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

In the machine learning and optimization community, there are two main approaches for the convex risk minimization problem, namely, the Stochastic Approximation (SA) and the Sample Average Approximation (SAA). In terms of oracle complexity…

Two-stage stochastic optimization is a framework for modeling uncertainty, where we have a probability distribution over possible realizations of the data, called scenarios, and decisions are taken in two stages: we make first-stage…

The key distinguishing property of a Bayesian approach is marginalization, rather than using a single setting of weights. Bayesian marginalization can particularly improve the accuracy and calibration of modern deep neural networks, which…

Probabilistic graphical models are a key tool in machine learning applications. Computing the partition function, i.e., normalizing constant, is a fundamental task of statistical inference but it is generally computationally intractable,…

Traditional machine learning assumes that training and test sets are derived from the same distribution; however, this assumption does not always hold in practical applications. This distribution disparity can lead to severe performance…

For distributed graph processing on massive graphs, a graph is partitioned into multiple equally-sized parts which are distributed among machines in a compute cluster. In the last decade, many partitioning algorithms have been developed…