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In this note we illustrate how common matrix approximation methods, such as random projection and random sampling, yield projection-cost-preserving sketches, as introduced in [FSS13, CEM+15]. A projection-cost-preserving sketch is a matrix…

Data Structures and Algorithms · Computer Science 2020-04-21 Cameron Musco , Christopher Musco

We introduce an estimation method for the scaled skewness coefficient of the sample mean of short and long memory linear processes. This method can be extended to estimate higher moments such as curtosis coefficient of the sample mean. Also…

Statistics Theory · Mathematics 2020-05-25 Masoud M Nasari , Mohamedou Ould-Haye

The Coordinate Ascent Variational Inference scheme is a popular algorithm used to compute the mean-field approximation of a probability distribution of interest. We analyze its random scan version, under log-concavity assumptions on the…

Machine Learning · Statistics 2024-09-24 Hugo Lavenant , Giacomo Zanella

Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…

Machine Learning · Computer Science 2021-10-07 Yi Li , Honghao Lin , David P. Woodruff

Uniform sampling and approximate counting are fundamental primitives for modern database applications, ranging from query optimization to approximate query processing. While recent breakthroughs have established optimal sampling and…

Databases · Computer Science 2026-05-13 Xiao Hu , Jinchao Huang

Minimax designs provide a uniform coverage of a design space $\mathcal{X} \subseteq \mathbb{R}^p$ by minimizing the maximum distance from any point in this space to its nearest design point. Although minimax designs have many useful…

Computation · Statistics 2016-11-01 Simon Mak , V. Roshan Joseph

In this paper we introduce a new approach for approximately counting in bounded degree systems with higher-order constraints. Our main result is an algorithm to approximately count the number of solutions to a CNF formula $\Phi$ when the…

Data Structures and Algorithms · Computer Science 2017-03-17 Ankur Moitra

Recently, randomly mapping vectorial data to strings of discrete symbols (i.e., sketches) for fast and space-efficient similarity searches has become popular. Such random mapping is called similarity-preserving hashing and approximates a…

Machine Learning · Computer Science 2019-10-21 Shunsuke Kanda , Yasuo Tabei

Large, distributed data streams are now ubiquitous. High-accuracy sketches with low memory overhead have become the de facto method for analyzing this data. For instance, if we wish to group data by some label and report the largest counts…

Data Structures and Algorithms · Computer Science 2024-02-14 Homin K. Lee , Charles Masson

In all state-of-the-art sketching and coreset techniques for clustering, as well as in the best known fixed-parameter tractable approximation algorithms, randomness plays a key role. For the classic $k$-median and $k$-means problems, there…

Data Structures and Algorithms · Computer Science 2023-10-09 Vincent Cohen-Addad , David Saulpic , Chris Schwiegelshohn

Conformance checking encompasses a body of process mining techniques which aim to find and describe the differences between a process model capturing the expected process behavior and a corresponding event log recording the observed…

Software Engineering · Computer Science 2022-03-29 Daniel Reißner , Abel Armas-Cervantes , Marcello La Rosa

This survey highlights the recent advances in algorithms for numerical linear algebra that have come from the technique of linear sketching, whereby given a matrix, one first compresses it to a much smaller matrix by multiplying it by a…

Data Structures and Algorithms · Computer Science 2015-02-11 David P. Woodruff

This paper presents constant-time and near-constant-time distributed algorithms for a variety of problems in the congested clique model. We show how to compute a 3-ruling set in expected $O(\log \log \log n)$ rounds and using this, we…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-09-12 James W. Hegeman , Sriram V. Pemmaraju , Vivek B. Sardeshmukh

A very desirable Datalog extension investigated by many researchers in the last thirty years consists in allowing the use of the basic SQL aggregates min, max, count and sum in recursive rules. In this paper, we propose a simple…

Databases · Computer Science 2017-07-24 Carlo Zaniolo , Mohan Yang , Matteo Interlandi , Ariyam Das , Alexander Shkapsky , Tyson Condie

We give a randomized algorithm that approximates the number of independent sets in a dense, regular bipartite graph -- in the language of approximate counting, we give an FPRAS for #BIS on the class of dense, regular bipartite graphs.…

Data Structures and Algorithms · Computer Science 2023-07-20 Charlie Carlson , Ewan Davies , Alexandra Kolla , Aditya Potukuchi

We study the problem of constructing a linear sketch of minimum dimension that allows approximation of a given real-valued function $f \colon \mathbb{F}_2^n \rightarrow \mathbb R$ with small expected squared error. We develop a general…

Data Structures and Algorithms · Computer Science 2019-07-02 Grigory Yaroslavtsev , Samson Zhou

Quantiles and expected shortfalls are usually used to measure risks of stochastic systems, which are often estimated by Monte Carlo methods. This paper focuses on the use of quasi-Monte Carlo (QMC) method, whose convergence rate is…

Numerical Analysis · Mathematics 2020-05-07 Zhijian He , Xiaoqun Wang

Quantum compiling addresses the problem of approximating an arbitrary quantum gate with a string of gates drawn from a particular finite set. It has been shown that this is possible for almost all choices of base sets and furthermore that…

Quantum Physics · Physics 2009-11-07 Aram W. Harrow , Benjamin Recht , Isaac L. Chuang

Estimating quantiles is one of the foundational problems of data sketching. Given $n$ elements $x_1, x_2, \dots, x_n$ from some universe of size $U$ arriving in a data stream, a quantile sketch estimates the rank of any element with…

Data Structures and Algorithms · Computer Science 2024-04-08 Meghal Gupta , Mihir Singhal , Hongxun Wu

We introduce a "learning-based" algorithm for the low-rank decomposition problem: given an $n \times d$ matrix $A$, and a parameter $k$, compute a rank-$k$ matrix $A'$ that minimizes the approximation loss $\|A-A'\|_F$. The algorithm uses a…

Machine Learning · Computer Science 2019-10-31 Piotr Indyk , Ali Vakilian , Yang Yuan
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