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Over the course of the past decade, a variety of randomized algorithms have been proposed for computing approximate least-squares (LS) solutions in large-scale settings. A longstanding practical issue is that, for any given input, the user…

Machine Learning · Statistics 2018-09-07 Miles E. Lopes , Shusen Wang , Michael W. Mahoney

Estimating an unknown distribution from its samples is a fundamental problem in statistics. The common, min-max, formulation of this goal considers the performance of the best estimator over all distributions in a class. It shows that with…

Information Theory · Computer Science 2015-03-30 Alon Orlitsky , Ananda Theertha Suresh

In data stream applications, one of the critical issues is to estimate the frequency of each item in the specific multiset. The multiset means that each item in this set can appear multiple times. The data streams in many applications are…

Data Structures and Algorithms · Computer Science 2020-01-07 Ning Li

With the increasing rate of data generated by critical systems, estimating functions on streaming data has become essential. This demand has driven numerous advancements in algorithms designed to efficiently query and analyze one or more…

Databases · Computer Science 2024-05-16 Mike Heddes , Igor Nunes , Tony Givargis , Alex Nicolau

Low-rank approximation in data streams is a fundamental and significant task in computing science, machine learning and statistics. Multiple streaming algorithms have emerged over years and most of them are inspired by randomized…

Data Structures and Algorithms · Computer Science 2022-09-30 Cuiyu Liu , Chuanfu Xiao , Mingshuo Ding , Chao Yang

As predictive algorithms grow in popularity, using the same dataset to both train and test a new model has become routine across research, policy, and industry. Sample-splitting attains valid inference on model properties by using separate…

Econometrics · Economics 2025-11-27 Bruno Fava

Given a database, computing the fraction of rows that contain a query itemset or determining whether this fraction is above some threshold are fundamental operations in data mining. A uniform sample of rows is a good sketch of the database…

Data Structures and Algorithms · Computer Science 2016-03-10 Edo Liberty , Michael Mitzenmacher , Justin Thaler , Jonathan Ullman

Statistical modeling often involves identifying an optimal estimate to some underlying probability distribution known to satisfy some given constraints. I show here that choosing as estimate the centroid, or center of mass, of the set…

Methodology · Statistics 2013-10-11 Jonathan Landy

It is often desirable to reduce the dimensionality of a large dataset by projecting it onto a low-dimensional subspace. Matrix sketching has emerged as a powerful technique for performing such dimensionality reduction very efficiently. Even…

Machine Learning · Computer Science 2022-06-15 Michał Dereziński , Feynman Liang , Zhenyu Liao , Michael W. Mahoney

In this thesis, we present fast deterministic algorithm to find small cuts in distributed networks. Finding small min-cuts for a network is essential for ensuring the quality of service and reliability. Throughout this thesis, we use the…

Data Structures and Algorithms · Computer Science 2020-03-03 Mohit Daga

Sample surveys are widely used to obtain information about totals, means, medians, and other parameters of finite populations. In many applications, similar information is desired for subpopulations such as individuals in specific…

Methodology · Statistics 2017-05-30 Jiahua Chen , Yukun Liu

Consider a remote estimation problem where a sensor wants to communicate the state of an uncertain source to a remote estimator over a finite time horizon. The uncertain source is modeled as an autoregressive process with bounded noise.…

Systems and Control · Computer Science 2019-02-12 Mukul Gagrani , Yi Ouyang , Mohammad Rasouli , Ashutosh Nayyar

We examine a fundamental problem that models various active sampling setups, such as network tomography. We analyze sampling of a multivariate normal distribution with an unknown expectation that needs to be estimated: in our setup it is…

Machine Learning · Statistics 2012-08-14 Assaf Hallak , Shie Mannor

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…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

A data sketch algorithm scans a big data set, collecting a small amount of data -- the sketch, which can be used to statistically infer properties of the big data set. Some data sketch algorithms take a fixed-size random sample of a big…

Machine Learning · Computer Science 2022-08-16 Eric Bax , John Donald

In this paper, we explore statistical versus computational trade-off to address a basic question in the application of a distributed algorithm: what is the minimal computational cost in obtaining statistical optimality? In smoothing spline…

Statistics Theory · Mathematics 2017-07-25 Zuofeng Shang , Guang Cheng

Influence maximization (IM) is the problem of finding a seed vertex set that maximizes the expected number of vertices influenced under a given diffusion model. Due to the NP-Hardness of finding an optimal seed set, approximation algorithms…

Social and Information Networks · Computer Science 2021-05-11 Gokhan Gokturk , Kamer Kaya

One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…

Machine Learning · Statistics 2015-11-10 Ahmed El Alaoui , Michael W. Mahoney

Two important optimization problems in the analysis of geometric data sets are clustering and sketching. Here, clustering refers to the problem of partitioning some input metric measure space (mm-space) into k clusters, minimizing some…

Computational Geometry · Computer Science 2018-10-19 Facundo Mémoli , Anastasios Sidiropoulos , Kritika Singhal

Recently, Bessa et al. (PODS 2023) showed that sketches based on coordinated weighted sampling theoretically and empirically outperform popular linear sketching methods like Johnson-Lindentrauss projection and CountSketch for the ubiquitous…

Databases · Computer Science 2024-08-23 Majid Daliri , Juliana Freire , Christopher Musco , Aécio Santos , Haoxiang Zhang
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