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Driven by applications in telecommunication networks, we explore the simulation task of estimating rare event probabilities for tandem queues in their steady state. Existing literature has recognized that importance sampling methods can be…
In the recent years, Local Differential Privacy (LDP) has been one of the corner stone of privacy preserving data analysis. However, many challenges still opposes its widespread application. One of these problems is the scalability of LDP…
Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used throughout machine and reinforcement learning; however, they are usually explained as simple mathematical tricks without providing any insight into their nature.…
Linear regression is a basic and widely-used methodology in data analysis. It is known that some quantum algorithms efficiently perform least squares linear regression of an exponentially large data set. However, if we obtain values of the…
Reparameterization (RP) and likelihood ratio (LR) gradient estimators are used to estimate gradients of expectations throughout machine learning and reinforcement learning; however, they are usually explained as simple mathematical tricks,…
Locally Differentially Private (LDP) Reports are commonly used for collection of statistics and machine learning in the federated setting. In many cases the best known LDP algorithms require sending prohibitively large messages from the…
We analyze the convergence rates of two popular variants of coordinate descent (CD): random CD (RCD), in which the coordinates are sampled uniformly at random, and random-permutation CD (RPCD), in which random permutations are used to…
A method of prediction is presented to aid compression of sequences of complex-valued samples. The focus is on using prediction to reduce the average magnitude of residual values after prediction (not on the subsequent compression of the…
Regression discontinuity (RD) designs are a popular approach to estimating a treatment effect of cutoff-based interventions. Two current estimation approaches dominate the literature. One fits separate regressions on either side of the…
Motivation: The reconstruction of gene networks from gene expression microarrays is gaining popularity as methods improve and as more data become available. The reliability of such networks could be judged by the probability that a…
This paper is concerned with the ordered statistic decoding with local constraints (LC-OSD) of binary linear block codes, which is a near maximum-likelihood decoding algorithm. Compared with the conventional OSD, the LC-OSD significantly…
The development of randomized algorithms for numerical linear algebra, e.g. for computing approximate QR and SVD factorizations, has recently become an intense area of research. This paper studies one of the most frequently discussed…
Dimensionality reduction techniques play important roles in the analysis of big data. Traditional dimensionality reduction approaches, such as principal component analysis (PCA) and linear discriminant analysis (LDA), have been studied…
Relative temporal-difference (TD) learning was introduced to mitigate the slow convergence of TD methods when the discount factor approaches one by subtracting a baseline from the temporal-difference update. While this idea has been studied…
We develop fixed-point algorithms for the approximation of structured matrices with rank penalties. In particular we use these fixed-point algorithms for making approximations by sums of exponentials, or frequency estimation. For the basic…
Quasi-experimental evaluations are central for generating real-world causal evidence and complementing insights from randomized trials. The regression discontinuity design (RDD) is a quasi-experimental design that can be used to estimate…
This paper presents prefix codes which minimize various criteria constructed as a convex combination of maximum codeword length and average codeword length or maximum redundancy and average redundancy, including a convex combination of the…
Many randomized approximation algorithms operate by giving a procedure for simulating a random variable $X$ which has mean $\mu$ equal to the target answer, and a relative standard deviation bounded above by a known constant $c$. Examples…
We present large sample results for partitioning-based least squares nonparametric regression, a popular method for approximating conditional expectation functions in statistics, econometrics, and machine learning. First, we obtain a…
In the theory of lossy compression, the rate-distortion (R-D) function $R(D)$ describes how much a data source can be compressed (in bit-rate) at any given level of fidelity (distortion). Obtaining $R(D)$ for a given data source establishes…