Related papers: An Algorithm for $L_\infty$ Approximation by Step …
We propose a randomized lattice algorithm for approximating multivariate periodic functions over the $d$-dimensional unit cube from the weighted Korobov space with mixed smoothness $\alpha > 1/2$ and product weights…
A default assumption in many machine learning scenarios is that the training and test samples are drawn from the same probability distribution. However, such an assumption is often violated in the real world due to non-stationarity of the…
We address the problem of optimizing a Brownian motion. We consider a (random) realization $W$ of a Brownian motion with input space in $[0,1]$. Given $W$, our goal is to return an $\epsilon$-approximation of its maximum using the smallest…
High-dimensional limit theorems have been shown useful to derive tuning rules for finding the optimal scaling in random-walk Metropolis algorithms. The assumptions under which weak convergence results are proved are however restrictive: the…
We address the problem of sequential prediction with expert advice in a non-stationary environment with long-term memory guarantees in the sense of Bousquet and Warmuth [4]. We give a linear-time algorithm that improves on the best known…
Finding the length of the longest increasing subsequence (LIS) is a classic algorithmic problem. Let $n$ denote the size of the array. Simple $O(n\log n)$ algorithms are known for this problem. We develop a polylogarithmic time randomized…
We consider the following problem: given an unsorted array of $n$ elements, and a sequence of intervals in the array, compute the median in each of the subarrays defined by the intervals. We describe a simple algorithm which uses O(n) space…
In this paper we present an algorithm to fit data via exponentials when the error is measured using the max-norm. We prove the necesssary results to show that the algorithm will converge to the best approximation no matter the dataset.
Covariate shift occurs when the distribution of input features differs between the training and testing phases. In covariate shift, estimating an unknown function's moment is a classical problem that remains under-explored, despite its…
Phase estimation is a quantum algorithm for measuring the eigenvalues of a Hamiltonian. We propose and rigorously analyse a randomized phase estimation algorithm with two distinctive features. First, our algorithm has complexity independent…
Nearest Neighbors Algorithm is a Lazy Learning Algorithm, in which the algorithm tries to approximate the predictions with the help of similar existing vectors in the training dataset. The predictions made by the K-Nearest Neighbors…
Weighted flow time is a fundamental and very well-studied objective function in scheduling. In this paper, we study the setting of a single machine with preemptions. The input consists of a set of jobs, characterized by their processing…
We study approximation algorithms for the following geometric version of the maximum coverage problem: Let P be a set of n weighted points in the plane. We want to place m a * b rectangles such that the sum of the weights of the points in P…
For the \textsc{Minkowski Sum Selection} problem with linear objective functions, we obtain the following results: (1) optimal $O(n\log n)$ time algorithms for $\lambda=1$; (2) $O(n\log^2 n)$ time deterministic algorithms and expected…
Given a large number of covariates $Z$, we consider the estimation of a high-dimensional parameter $\theta$ in an individualized linear threshold $\theta^T Z$ for a continuous variable $X$, which minimizes the disagreement between…
We provide lower error bounds for randomized algorithms that approximate integrals of functions depending on an unrestricted or even infinite number of variables. More precisely, we consider the infinite-dimensional integration problem on…
In inverse optimization problems, the goal is to modify the costs in an underlying optimization problem in such a way that a given solution becomes optimal, while the difference between the new and the original cost functions, called the…
We study the shared processor scheduling problem with a single shared processor where a unit time saving (weight) obtained by processing a job on the shared processor depends on the job. A polynomial-time optimization algorithm has been…
We give a space-optimal algorithm with update time O(log^2(1/eps)loglog(1/eps)) for (1+eps)-approximating the pth frequency moment, 0 < p < 2, of a length-n vector updated in a data stream. This provides a nearly exponential improvement in…
In this paper, we consider the problem of planning a path for a robot to monitor a known set of features of interest in an environment. We represent the environment as a graph with vertex weights and edge lengths. The vertices represent…