Related papers: Streaming Bayesian inference: theoretical limits a…
Online learning is an inferential paradigm in which parameters are updated incrementally from sequentially available data, in contrast to batch learning, where the entire dataset is processed at once. In this paper, we assume that…
Streaming algorithms are generally judged by the quality of their solution, memory footprint, and computational complexity. In this paper, we study the problem of maximizing a monotone submodular function in the streaming setting with a…
Characterizing the distribution of high-dimensional statistical estimators is a challenging task, due to the breakdown of classical asymptotic theory in high dimension. This paper makes progress towards this by developing non-asymptotic…
In a recent paper, the authors proposed a new class of low-complexity iterative thresholding algorithms for reconstructing sparse signals from a small set of linear measurements \cite{DMM}. The new algorithms are broadly referred to as AMP,…
In this paper, we study streaming algorithms that minimize the number of changes made to their internal state (i.e., memory contents). While the design of streaming algorithms typically focuses on minimizing space and update time, these…
We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…
An increasing number of applications require real-time reasoning under uncertainty with streaming input. The temporal (dynamic) Bayes net formalism provides a powerful representational framework for such applications. However, existing…
In the semi-streaming model, an algorithm receives a stream of edges of a graph in arbitrary order and uses a memory of size $O(n \mbox{ polylog } n)$, where $n$ is the number of vertices of a graph. In this work, we present semi-streaming…
We consider the estimation of an i.i.d.\ random vector observed through a linear transform followed by a componentwise, probabilistic (possibly nonlinear) measurement channel. A novel algorithm, called generalized approximate message…
Approximate Message Passing (AMP) has been shown to be a superior method for inference problems, such as the recovery of signals from sets of noisy, lower-dimensionality measurements, both in terms of reconstruction accuracy and in…
Diversity maximization is a fundamental problem with wide applications in data summarization, web search, and recommender systems. Given a set $X$ of $n$ elements, it asks to select a subset $S$ of $k \ll n$ elements with maximum…
We study the problem of minimizing total completion time on parallel machines subject to varying processing capacity. In this paper, we develop an approximation scheme for the problem under the data stream model where the input data is…
Various alignment problems arising in cryo-electron microscopy, community detection, time synchronization, computer vision, and other fields fall into a common framework of synchronization problems over compact groups such as Z/L, U(1), or…
We show how the notion of message passing can be used to streamline the algebra and computer coding for fast approximate inference in large Bayesian semiparametric regression models. In particular, this approach is amenable to handling…
In this work we aim to solve the compressed sensing problem for the case of a complex unknown vector by utilizing the Bayesian-optimal structured signal approximate message passing (BOSSAMP) algorithm on the jointly sparse real and…
This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…
The problem of finding a maximum size matching in a graph (known as the maximum matching problem) is one of the most classical problems in computer science. Despite a significant body of work dedicated to the study of this problem in the…
Approximate message passing (AMP) type algorithms have been widely used in the signal reconstruction of certain large random linear systems. A key feature of the AMP-type algorithms is that their dynamics can be correctly described by state…
This paper introduces a framework for speeding up Bayesian inference conducted in presence of large datasets. We design a Markov chain whose transition kernel uses an (unknown) fraction of (fixed size) of the available data that is randomly…
This paper gives a replica analysis for the minimum mean square error (MSE) of a massive multiple-input multiple-output (MIMO) system by using Bayesian inference. The Bayes-optimal estimator is adopted to estimate the data symbols and the…