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Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics of the data are often unknown a priori or their direct…

Optimization and Control · Mathematics 2016-09-27 Chouzenoux Emilie , Pesquet Jean-Christophe

Triangular distributions are a well-known class of distributions that are often used as elementary example of a probability model. In the past, enumeration and order statistic-based methods have been suggested for the maximum likelihood…

Computation · Statistics 2016-02-16 Hien D Nguyen , Geoffrey J McLachlan

The maximum coverage problem is to select $k$ sets from a collection of sets such that the cardinality of the union of the selected sets is maximized. We consider $(1-1/e-\epsilon)$-approximation algorithms for this NP-hard problem in three…

Data Structures and Algorithms · Computer Science 2024-03-22 Amit Chakrabarti , Andrew McGregor , Anthony Wirth

We study the problem of extracting a small subset of representative items from a large data stream. In many data mining and machine learning applications such as social network analysis and recommender systems, this problem can be…

Data Structures and Algorithms · Computer Science 2021-02-15 Yanhao Wang , Francesco Fabbri , Michael Mathioudakis

In this paper we consider the problem of maximizing a non-negative submodular function subject to a cardinality constraint in the data stream model. Previously, the best known algorithm for this problem was a $5.828$-approximation…

Data Structures and Algorithms · Computer Science 2019-06-27 Naor Alaluf , Moran Feldman

Mixtures of linear mixed models (MLMMs) are useful for clustering grouped data and can be estimated by likelihood maximization through the EM algorithm. The conventional approach to determining a suitable number of components is to compare…

Applications · Statistics 2014-05-26 Siew Li Tan , David J. Nott

The blessing of ubiquitous data also comes with a curse: the communication, storage, and labeling of massive, mostly redundant datasets. We seek to solve this problem at its core, collecting only valuable data and throwing out the rest via…

Machine Learning · Computer Science 2023-12-18 Mariel Werner , Anastasios Angelopoulos , Stephen Bates , Michael I. Jordan

We initiate the study of the Interval Selection problem in the (streaming) sliding window model of computation. In this problem, an algorithm receives a potentially infinite stream of intervals on the line, and the objective is to maintain…

Data Structures and Algorithms · Computer Science 2024-11-13 Cezar-Mihail Alexandru , Christian Konrad

This paper studies the maximum cardinality matching problem in stochastically evolving graphs. We formally define the arrival-departure model with stochastic departures. There, a graph is sampled from a specific probability distribution and…

Data Structures and Algorithms · Computer Science 2020-05-19 Eleni C. Akrida , Argyrios Deligkas , George B. Mertzios , Paul G. Spirakis , Viktor Zamaraev

Change point detection plays a fundamental role in many real-world applications, where the goal is to analyze and monitor the behaviour of a data stream. In this paper, we study change detection in binary streams. To this end, we use a…

Machine Learning · Computer Science 2023-01-24 Nikolaj Tatti

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal

State-of-the-art methods for solving smooth optimization problems are nonlinear conjugate gradient, low memory BFGS, and Majorize-Minimize (MM) subspace algorithms. The MM subspace algorithm which has been introduced more recently has shown…

Optimization and Control · Mathematics 2016-08-24 Emilie Chouzenoux , Jean-Christophe Pesquet

Betweenness centrality is a classic measure that quantifies the importance of a graph element (vertex or edge) according to the fraction of shortest paths passing through it. This measure is notoriously expensive to compute, and the best…

Data Structures and Algorithms · Computer Science 2015-04-29 Nicolas Kourtellis , Gianmarco De Francisci Morales , Francesco Bonchi

We explore the possibility of evaluating flow harmonics by employing the maximum likelihood estimator (MLE). For a given finite multiplicity, the MLE simultaneously furnishes estimations for all the parameters of the underlying distribution…

High Energy Physics - Phenomenology · Physics 2023-08-16 Chong Ye , Wei-Liang Qian , Rui-Hong Yue , Yogiro Hama , Takeshi Kodama

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

The quickest change detection problem is considered in the context of monitoring large-scale independent normal distributed data streams with possible changes in some of the means. It is assumed that for each individual local data stream,…

Statistics Theory · Mathematics 2016-03-18 Yuan Wang , Yajun Mei

Efficient approximation lies at the heart of large-scale machine learning problems. In this paper, we propose a novel, robust maximum entropy algorithm, which is capable of dealing with hundreds of moments and allows for computationally…

Machine Learning · Statistics 2019-06-05 Diego Granziol , Binxin Ru , Stefan Zohren , Xiaowen Doing , Michael Osborne , Stephen Roberts

Consider a collection of competing machine learning algorithms. Given their performance on a benchmark of datasets, we would like to identify the best performing algorithm. Specifically, which algorithm is most likely to rank highest on a…

Machine Learning · Computer Science 2025-08-08 Amichai Painsky

We study a class of nonconvex nonsmooth optimization problems in which the objective is a sum of two functions: One function is the average of a large number of differentiable functions, while the other function is proper, lower…

Optimization and Control · Mathematics 2023-05-12 Duy-Nhat Phan , Sedi Bartz , Nilabja Guha , Hung M. Phan

Maximizing submodular functions under cardinality constraints lies at the core of numerous data mining and machine learning applications, including data diversification, data summarization, and coverage problems. In this work, we study this…

Data Structures and Algorithms · Computer Science 2016-11-01 Alessandro Epasto , Silvio Lattanzi , Sergei Vassilvitskii , Morteza Zadimoghaddam