Related papers: High Probability Frequency Moment Sketches

We study the problem of residual error estimation for matrix and vector norms using a linear sketch. Such estimates can be used, for example, to quickly assess how useful a more expensive low-rank approximation computation will be. The…

We initiate a broad study of classical problems in the streaming model with insertions and deletions in the setting where we allow the approximation factor $\alpha$ to be much larger than $1$. Such algorithms can use significantly less…

Given data stream $D = \{p_1,p_2,...,p_m\}$ of size $m$ of numbers from $\{1,..., n\}$, the frequency of $i$ is defined as $f_i = |\{j: p_j = i\}|$. The $k$-th \emph{frequency moment} of $D$ is defined as $F_k = \sum_{i=1}^n f_i^k$. We…

The problem of estimating the pth moment F_p (p nonnegative and real) in data streams is as follows. There is a vector x which starts at 0, and many updates of the form x_i <-- x_i + v come sequentially in a stream. The algorithm also…

We consider the problems of distributed heavy hitters and frequency moments in both the coordinator model and the distributed tracking model (also known as the distributed functional monitoring model). We present simple and optimal (up to…

Let $\epsilon \in (0, 1)$ and $n, \Delta \in \mathbb N$ be such that $\Delta = \Omega\left(\max\left\{\frac{\log n}{\epsilon},\, \left(\frac{1}{\epsilon}\log \frac{1}{\epsilon}\right)^2\right\}\right)$. Given an $n$-vertex $m$-edge simple…

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the…

We present a randomized algorithm that, given a constant $\epsilon > 0$, outputs a proper $(1+\epsilon)\Delta$-edge-coloring of an $m$-edge simple graph $G$ of maximum degree $\Delta \geq 1/\epsilon$ in $O(m)$ time with high probability.…

Algorithmic stability is a classical approach to understanding and analysis of the generalization error of learning algorithms. A notable weakness of most stability-based generalization bounds is that they hold only in expectation.…

We present space-efficient linear sketches for estimating trimmed statistics of an $n$-dimensional frequency vector $x$, e.g., the sum of $p$-th powers of the largest $k$ frequencies (i.e., entries) in absolute value, or the $k$-trimmed…

In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain…

The traditional requirement for a randomized streaming algorithm is just {\em one-shot}, i.e., algorithm should be correct (within the stated $\eps$-error bound) at the end of the stream. In this paper, we study the {\em tracking} problem,…

Given a persistence diagram with $n$ points, we give an algorithm that produces a sequence of $n$ persistence diagrams converging in bottleneck distance to the input diagram, the $i$th of which has $i$ distinct (weighted) points and is a…

We introduce average-distortion sketching for metric spaces. As in (worst-case) sketching, these algorithms compress points in a metric space while approximately recovering pairwise distances. The novelty is studying average-distortion: for…

There is growing interest in improving our algorithmic understanding of fundamental statistical problems such as mean estimation, driven by the goal of understanding the limits of what we can extract from valuable data. The state of the art…

We initiate the study of data dimensionality reduction, or sketching, for the $q\to p$ norms. Given an $n \times d$ matrix $A$, the $q\to p$ norm, denoted $\|A\|_{q \to p} = \sup_{x \in \mathbb{R}^d \backslash \vec{0}}…

For probability distributions on $\mathbb{R}^n$, we study the optimal sample size N = N(n,p) that suffices to uniformly approximate the pth moments of all one-dimensional marginals. Under the assumption that the marginals have bounded 4p…

To get estimators that work within a certain error bound with high probability, a common strategy is to design one that works with constant probability, and then boost the probability using independent repetitions. Important examples of…

Consider the problem of finding a population or a probability distribution amongst many with the largest mean when these means are unknown but population samples can be simulated or otherwise generated. Typically, by selecting largest…

We consider random simple temporal graphs in which every edge of the complete graph $K_n$ appears once within the time interval [0,1] independently and uniformly at random. Our main result is a sharp threshold on the size of any maximum…