Related papers: An efficient streaming algorithm for spectral prop…
We propose a technique for performing spectral (in time) analysis of spatially-resolved flowfield data, without needing any temporal resolution or information. This is achieved by combining projection-based reduced-order modeling with…
We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in…
We study the streaming model for approximate matrix multiplication (AMM). We are interested in the scenario that the algorithm can only take one pass over the data with limited memory. The state-of-the-art deterministic sketching algorithm…
In this paper, we study the problem of finding a maximum matching in the semi-streaming model when edges arrive in a random order. In the semi-streaming model, an algorithm receives a stream of edges and it is allowed to have a memory of…
We introduce a novel algorithm to perform graph clustering in the edge streaming setting. In this model, the graph is presented as a sequence of edges that can be processed strictly once. Our streaming algorithm has an extremely low memory…
In this thesis, we explore streaming algorithms for approximating constraint satisfaction problems (CSPs). The setup is roughly the following: A computer has limited memory space, sees a long "stream" of local constraints on a set of…
We study the problem of solving semidefinite programs (SDP) in the streaming model. Specifically, $m$ constraint matrices and a target matrix $C$, all of size $n\times n$ together with a vector $b\in \mathbb{R}^m$ are streamed to us…
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…
We study a distributed consensus-based stochastic gradient descent (SGD) algorithm and show that the rate of convergence involves the spectral properties of two matrices: the standard spectral gap of a weight matrix from the network…
Spectral clustering is one of the most popular clustering methods. However, the high computational cost due to the involved eigen-decomposition procedure can immediately hinder its applications in large-scale tasks. In this paper we use…
Many classical algorithms are known for computing the convex hull of a set of $n$ point in $\mathbb{R}^2$ using $O(n)$ space. For large point sets, whose size exceeds the size of the working space, these algorithms cannot be directly used.…
The spectral proper orthogonal decomposition (SPOD) is a newly introduced extension of snapshot POD that recently gained attention but also brought up controversial issues. Within the first proposition, the approach was mainly presented in…
Estimating the number of subgraphs in data streams is a fundamental problem that has received great attention in the past decade. In this paper, we give improved streaming algorithms for approximately counting the number of occurrences of…
This paper studies spectral approximation for a positive semidefinite matrix in the online setting. It is known in [Cohen et al. APPROX 2016] that we can construct a spectral approximation of a given $n \times d$ matrix in the online…
This paper presents a novel, more efficient proper orthogonal decomposition (POD) based reduced-order model (ROM) for compressible flows. In this POD model the governing equations, i.e., the conservation of mass, momentum, and energy…
Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under…
This interdisciplinary study, which combines machine learning, statistical methodologies, high-fidelity simulations, and flow physics, demonstrates a new process for building an efficient surrogate model for predicting spatiotemporally…
In this dissertation we propose alternative analysis of distributed stochastic gradient descent (SGD) algorithms that rely on spectral properties of the data covariance. As a consequence we can relate questions pertaining to speedups and…
We provide the first streaming algorithm for computing a provable approximation to the $k$-means of sparse Big data. Here, sparse Big Data is a set of $n$ vectors in $\mathbb{R}^d$, where each vector has $O(1)$ non-zeroes entries, and…
We revisit the problem of estimating the parameters of a partially observed diffusion process, consisting of a hidden state process and an observed process, with a continuous time parameter. The estimation is to be done online, i.e. the…