Related papers: Subsampled Power Iteration: a Unified Algorithm fo…
In this paper, we address the problem of sampling from a set and reconstructing a set stored as a Bloom filter. To the best of our knowledge our work is the first to address this question. We introduce a novel hierarchical data structure…
Backtracking search algorithms are often used to solve the Constraint Satisfaction Problem (CSP). The efficiency of backtracking search depends greatly on the variable ordering heuristics. Currently, the most commonly used heuristics are…
Reconstructing continuous signals from a small number of discrete samples is a fundamental problem across science and engineering. In practice, we are often interested in signals with 'simple' Fourier structure, such as bandlimited,…
We propose and analyze a generic method for community recovery in stochastic block models and degree corrected block models. This approach can exactly recover the hidden communities with high probability when the expected node degrees are…
A growing number of problems in computational mathematics can be reduced to the solution of many linear systems that are related, often depending smoothly or slowly on a parameter $p$, that is, $A(p)x(p)=b(p)$. We introduce an efficient…
Conic optimization plays a crucial role in many machine learning (ML) problems. However, practical algorithms for conic constrained ML problems with large datasets are often limited to specific use cases, as stochastic algorithms for…
This paper applies the N-block PCPM algorithm to solve multi-scale multi-stage stochastic programs, with the application to electricity capacity expansion models. Numerical results show that the proposed simplified N-block PCPM algorithm,…
We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the…
In this work, we develop analysis and algorithms for a class of (stochastic) bilevel optimization problems whose lower-level (LL) problem is strongly convex and linearly constrained. Most existing approaches for solving such problems rely…
In this paper, we provide a unified iteration complexity analysis for a family of general block coordinate descent (BCD) methods, covering popular methods such as the block coordinate gradient descent (BCGD) and the block coordinate…
Finding communities in networks is a problem that remains difficult, in spite of the amount of attention it has recently received. The Stochastic Block-Model (SBM) is a generative model for graphs with "communities" for which, because of…
In a graph bisection problem, we are given a graph $G$ with two equally-sized unlabeled communities, and the goal is to recover the vertices in these communities. A popular heuristic, known as spectral clustering, is to output an estimated…
We present adaptive sequential SAA (sample average approximation) algorithms to solve large-scale two-stage stochastic linear programs. The iterative algorithm framework we propose is organized into \emph{outer} and \emph{inner} iterations…
We study the clustering of bipartite graphs and Boolean matrix factorization in data streams. We consider a streaming setting in which the vertices from the left side of the graph arrive one by one together with all of their incident edges.…
This work presents joint iterative power allocation and interference suppression algorithms for spread spectrum networks which employ multiple hops and the amplify-and-forward cooperation strategy for both the uplink and the downlink. We…
Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become impractical in terms of both computational time and memory…
The problem of recovering a structured signal $\mathbf{x} \in \mathbb{C}^p$ from a set of dimensionality-reduced linear measurements $\mathbf{b} = \mathbf {A}\mathbf {x}$ arises in a variety of applications, such as medical imaging,…
This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…
Learning the graphical structure of Bayesian networks is key to describing data-generating mechanisms in many complex applications but poses considerable computational challenges. Observational data can only identify the equivalence class…
In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…