Related papers: Fast, Accurate, Straightforward Extreme Quantiles …

This paper considers the problem of Phase Identification in power distribution systems. In particular, it focuses on improving supervised learning accuracies by focusing on exploiting some of the problem's information theoretic properties.…

LoRa is one of the promising techniques for enabling Low Power Wide Area Networks (LPWANs) for future Internet-of-Things (IoT) devices. Although LoRa allows flexible adaptations of coverage and data rates, it is subject to intrinsic types…

Diffusion models have achieved remarkable success in generative tasks but suffer from high computational costs due to their iterative sampling process and quadratic attention costs. Existing training-free acceleration strategies that reduce…

When Perturbation Analysis (PA) yields unbiased sensitivity estimators for expected-value performance functions in discrete event dynamic systems, it can be used for performance optimization of those functions. However, when PA is known to…

Developing efficient and scalable algorithms for Latent Dirichlet Allocation (LDA) is of wide interest for many applications. Previous work has developed an O(1) Metropolis-Hastings sampling method for each token. However, the performance…

A popular robust alternative of the classic principal component analysis (PCA) is the $\ell_1$-norm PCA (L1-PCA), which aims to find a subspace that captures the most variation in a dataset as measured by the $\ell_1$-norm. L1-PCA has shown…

We introduce a novel approach for estimating Latent Dirichlet Allocation (LDA) parameters from collapsed Gibbs samples (CGS), by leveraging the full conditional distributions over the latent variable assignments to efficiently average over…

Many modern distributed real-time signal sensing/monitoring systems require quantization for efficient signal representation. These distributed sensors often have inherent computational and energy limitations. Motivated by this concern, we…

Local Computation Algorithms (LCA), as introduced by Rubinfeld, Tamir, Vardi, and Xie (2011), are a type of ultra-efficient algorithms which, given access to a (large) input for a given computational task, are required to provide fast query…

This paper proposes Impala, a new cryptographic protocol for private inference in the client-cloud setting. Impala builds upon recent solutions that combine the complementary strengths of homomorphic encryption (HE) and secure multi-party…

Recently, the distributed state estimation problem for continuous-time linear systems over jointly connected switching networks was solved. It was shown that the estimation errors will asymptotically converge to the origin by using the…

We consider large linear and nonlinear fixed point problems, and solution with proximal algorithms. We show that there is a close connection between two seemingly different types of methods from distinct fields: 1) Proximal iterations for…

Scalable machine learning over big data is an important problem that is receiving a lot of attention in recent years. On popular distributed environments such as Hadoop running on a cluster of commodity machines, communication costs are…

Many problems in science and engineering involve, as part of their solution process, the consideration of a separable function which is the sum of two convex functions, one of them possibly non-smooth. Recently a few works have discussed…

Machine learning algorithms are commonly specified in linear algebra (LA). LA expressions can be rewritten into more efficient forms, by taking advantage of input properties such as sparsity, as well as program properties such as common…

We consider the problem of sampling distributions stemming from non-convex potentials with Unadjusted Langevin Algorithm (ULA). We prove the stability of the discrete-time ULA to drift approximations under the assumption that the potential…

Principal Component Analysis (PCA) has been widely used for dimensionality reduction and feature extraction. Robust PCA (RPCA), under different robust distance metrics, such as l1-norm and l2, p-norm, can deal with noise or outliers to some…

We present a novel algorithm for overcomplete independent components analysis (ICA), where the number of latent sources k exceeds the dimension p of observed variables. Previous algorithms either suffer from high computational complexity or…

We propose a new algorithm---Stochastic Proximal Langevin Algorithm (SPLA)---for sampling from a log concave distribution. Our method is a generalization of the Langevin algorithm to potentials expressed as the sum of one stochastic smooth…

We propose a novel targeted maximum likelihood estimator (TMLE) for quantiles in semiparametric missing data models. Our proposed estimator is locally efficient, $\sqrt{n}$-consistent, asymptotically normal, and doubly robust, under…