Related papers: Perfect $L_p$ Sampling in a Data Stream

For a $d$-dimensional log-concave distribution $\pi(\theta) \propto e^{-f(\theta)}$ constrained to a convex body $K$, the problem of outputting samples from a distribution $\nu$ which is $\varepsilon$-close in infinity-distance…

A data stream is viewed as a sequence of $M$ updates of the form $(\text{index},i,v)$ to an $n$-dimensional integer frequency vector $f$, where the update changes $f_i$ to $f_i + v$, and $v$ is an integer and assumed to be in $\{-m, ...,…

Since the classical work of Berlekamp, McEliece and van Tilborg, it is well known that the problem of exact maximum-likelihood (ML) decoding of general linear codes is NP-hard. In this paper, we show that exact ML decoding of a classs of…

A technique introduced by Indyk and Woodruff [STOC 2005] has inspired several recent advances in data-stream algorithms. We show that a number of these results follow easily from the application of a single probabilistic method called…

We introduce a new notion of information complexity for multi-pass streaming problems and use it to resolve several important questions in data streams. In the coin problem, one sees a stream of $n$ i.i.d. uniform bits and one would like to…

Randomized approximation algorithms for many #P-complete problems (such as the partition function of a Gibbs distribution, the volume of a convex body, the permanent of a $\{0,1\}$-matrix, and many others) reduce to creating random…

We consider the problem of approximating a function in general nonlinear subsets of $L^2$ when only a weighted Monte Carlo estimate of the $L^2$-norm can be computed. Of particular interest in this setting is the concept of sample…

Let $ \nu $ be a probability distribution over the linear semi-group $ \mathrm{End}(E) $ for $ E $ a finite dimensional vector space over a locally compact field. We assume that $ \nu $ is proximal, strongly irreducible and that $…

Let $X_N$ be an $N$-dimensional subspace of $L_2$ functions on a probability space $(\Omega, \mu)$ spanned by a uniformly bounded Riesz basis $\Phi_N$. Given an integer $1\leq v\leq N$ and an exponent $1\leq q\leq 2$, we obtain universal…

We establish the first tight lower bound of $\Omega(\log\log\kappa)$ on the query complexity of sampling from the class of strongly log-concave and log-smooth distributions with condition number $\kappa$ in one dimension. Whereas existing…

Function values are, in some sense, "almost as good" as general linear information for $L_2$-approximation (optimal recovery, data assimilation) of functions from a reproducing kernel Hilbert space. This was recently proved by new upper…

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…

We give an algorithm for $\ell_2/\ell_2$ sparse recovery from Fourier measurements using $O(k\log N)$ samples, matching the lower bound of \cite{DIPW} for non-adaptive algorithms up to constant factors for any $k\leq N^{1-\delta}$. The…

Motivated by the philosophy and phenomenal success of compressed sensing, the problem of reconstructing a matrix from a sampling of its entries has attracted much attention recently. Such a problem can be viewed as an information-theoretic…

Estimating the p-th frequency moment of data stream is a very heavily studied problem. The problem is actually trivial when p = 1, assuming the strict Turnstile model. The sample complexity of our proposed algorithm is essentially O(1) near…

In the subspace sketch problem one is given an $n\times d$ matrix $A$ with $O(\log(nd))$ bit entries, and would like to compress it in an arbitrary way to build a small space data structure $Q_p$, so that for any given $x \in \mathbb{R}^d$,…

It is known that for a $\rho$-weighted $L_q$-approximation of single variable functions $f$ with the $r$th derivatives in a $\psi$-weighted $L_p$ space, the minimal error of approximations that use $n$ samples of $f$ is proportional to…

We consider the problem of reconstructing a rank-$k$ $n \times n$ matrix $M$ from a sampling of its entries. Under a certain incoherence assumption on $M$ and for the case when both the rank and the condition number of $M$ are bounded, it…

We consider the problem of learning an $\varepsilon$-optimal policy in a general class of continuous-space Markov decision processes (MDPs) having smooth Bellman operators. Given access to a generative model, we achieve rate-optimal sample…

This paper introduces a new algorithm for the fundamental problem of generating a random integer from a discrete probability distribution using a source of independent and unbiased random coin flips. We prove that this algorithm, which we…