Related papers: Sample complexity of the distinct elements problem

Statistical and machine-learning algorithms are frequently applied to high-dimensional data. In many of these applications data is scarce, and often much more costly than computation time. We provide the first sample-efficient…

We present the first efficient averaging sampler that achieves asymptotically optimal randomness complexity and near-optimal sample complexity. For any $\delta < \varepsilon$ and any constant $\alpha > 0$, our sampler uses $m + O(\log (1 /…

We consider the problem of solving mixed random linear equations with $k$ components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels…

In this paper we investigate the top-$k$-selection problem, i.e. determine the largest, second largest, ..., and the $k$-th largest elements, in the dynamic data model. In this model the order of elements evolves dynamically over time. In…

Consider the multicolored urn model where, after every draw, balls of the different colors are added to the urn in a proportion determined by a given stochastic replacement matrix. We consider some special replacement matrices which are not…

We develop an algorithm for sampling from the unitary invariant random matrix ensembles. The algorithm is based on the representation of their eigenvalues as a determinantal point process whose kernel is given in terms of orthogonal…

We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…

It is a common contention that it is an ``impossible mission'' to exactly determine the minimum sample size for the estimation of a binomial parameter with prescribed margin of error and confidence level. In this paper, we investigate such…

Convex composition optimization is an emerging topic that covers a wide range of applications arising from stochastic optimal control, reinforcement learning and multi-stage stochastic programming. Existing algorithms suffer from…

We consider the fundamental learning problem of estimating properties of distributions over large domains. Using a novel piecewise-polynomial approximation technique, we derive the first unified methodology for constructing sample- and…

Given $n$ elements, an integer $k$ and a parameter $\varepsilon$, we study to select an element with rank in $(k-n\varepsilon,k+n\varepsilon]$ using unreliable comparisons where the outcome of each comparison is incorrect independently with…

We consider low-space algorithms for the classic Element Distinctness problem: given an array of $n$ input integers with $O(\log n)$ bit-length, decide whether or not all elements are pairwise distinct. Beame, Clifford, and Machmouchi [FOCS…

For the pure biharmonic equation and a biharmonic singular perturbation problem, a residual-based error estimator is introduced which applies to many existing nonconforming finite elements. The error estimator involves the local…

We define the min-min expectation selection problem (resp. max-min expectation selection problem) to be that of selecting k out of n given discrete probability distributions, to minimize (resp. maximize) the expectation of the minimum value…

We give a new general approach for designing exact exponential-time algorithms for subset problems. In a subset problem the input implicitly describes a family of sets over a universe of size n and the task is to determine whether the…

Starting with a set of weighted items, we want to create a generic sample of a certain size that we can later use to estimate the total weight of arbitrary subsets. For this purpose, we propose priority sampling which tested on Internet…

Improving Importance Sampling estimators for rare event probabilities requires sharp approximations of conditional densities. This is achieved for events E_{n}:=(f(X_{1})+...+f(X_{n}))\inA_{n} where the summands are i.i.d. and E_{n} is a…

Independence testing is a fundamental problem in statistical inference: given samples from a joint distribution $p$ over multiple random variables, the goal is to determine whether $p$ is a product distribution or is $\epsilon$-far from all…

The variance of the concentration in a sample can be estimated using knowledge of the particle masses, concentrations and the parameter for the dependent selection of particles. A number of variance estimators are constructed including a…

We consider the problem of identifying, from statistics, a distribution of discrete random variables $X_1,\ldots,X_n$ that is a mixture of $k$ product distributions. The best previous sample complexity for $n \in O(k)$ was $(1/\zeta)^{O(k^2…