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Let G = (V,E) be an n-vertex graph and M_d a d-vertex graph, for some constant d. Is M_d a subgraph of G? We consider this problem in a model where all n processes are connected to all other processes, and each message contains up to O(log…
Two quadrature-based algorithms for computing the matrix fractional power $A^\alpha$ are presented in this paper. These algorithms are based on the double exponential (DE) formula, which is well-known for its effectiveness in computing…
Internet supercomputing is an approach to solving partitionable, computation-intensive problems by harnessing the power of a vast number of interconnected computers. For the problem of using network supercomputing to perform a large…
Let $A:[0,1]\rightarrow\mathbb{H}_m$ (the space of Hermitian matrices) be a matrix valued function which is low rank with entries in H\"{o}lder class $\Sigma(\beta,L)$. The goal of this paper is to study statistical estimation of $A$ based…
Operational maturity of biological control systems have fuelled the inspiration for a large number of mathematical and logical models for control, automation and optimisation. The human brain represents the most sophisticated control…
Consider a family of distributions $\{\pi_{\beta}\}$ where $X\sim\pi_{\beta}$ means that $\mathbb{P}(X=x)=\exp(-\beta H(x))/Z(\beta)$. Here $Z(\beta)$ is the proper normalizing constant, equal to $\sum_x\exp(-\beta H(x))$. Then…
Physics-based covariance models provide a systematic way to construct covariance models that are consistent with the underlying physical laws in Gaussian process analysis. The unknown parameters in the covariance models can be estimated…
We consider the \textsf{Unit Interval Selection} problem in the one-pass random order streaming model. Here, an algorithm is presented a sequence of $n$ unit-length intervals on the line that arrive in uniform random order, and the…
Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors $W$ and $H$, for the given input matrix $A$, such that $A \approx W H$. NMF is a useful tool for many applications in different domains…
In this paper, we consider a stochastic distributed nonconvex optimization problem with the cost function being distributed over $n$ agents having access only to zeroth-order (ZO) information of the cost. This problem has various machine…
Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…
Expander decompositions have become one of the central frameworks in the design of fast algorithms. For an undirected graph $G=(V,E)$, a near-optimal $\phi$-expander decomposition is a partition $V_1, V_2, \ldots, V_k$ of the vertex set $V$…
This paper studies hypothesis testing and parameter estimation in the context of the divide and conquer algorithm. In a unified likelihood based framework, we propose new test statistics and point estimators obtained by aggregating various…
In this paper, we develop a distributed algorithm for solving a class of distributed convex optimization problems where the local objective functions can be a general nonsmooth function, and all equalities and inequalities are network-wide…
This paper studies the inference of the regression coefficient matrix under multivariate response linear regressions in the presence of hidden variables. A novel procedure for constructing confidence intervals of entries of the coefficient…
The graph Fourier transform (GFT) is in general dense and requires O(n^2) time to compute and O(n^2) memory space to store. In this paper, we pursue our previous work on the approximate fast graph Fourier transform (FGFT). The FGFT is…
A novel approach is given to overcome the computational challenges of the full-matrix Adaptive Gradient algorithm (Full AdaGrad) in stochastic optimization. By developing a recursive method that estimates the inverse of the square root of…
In this paper, we consider the infinite-dimensional integration problem on weighted reproducing kernel Hilbert spaces with norms induced by an underlying function space decomposition of ANOVA-type. The weights model the relative importance…
A distributed algorithm is described for solving a linear algebraic equation of the form $Ax=b$ assuming the equation has at least one solution. The equation is simultaneously solved by $m$ agents assuming each agent knows only a subset of…
We investigate the properties of the Hybrid Monte-Carlo algorithm (HMC) in high dimensions. HMC develops a Markov chain reversible w.r.t. a given target distribution $\Pi$ by using separable Hamiltonian dynamics with potential $-\log\Pi$.…