Related papers: Fast Algorithm for computing a matrix transform us…
A matrix algorithm is said to be superfast (that is, runs at sublinear cost) if it involves much fewer scalars and flops than the input matrix has entries. Such algorithms have been extensively studied and widely applied in modern…
The paper develops a Transformer architecture for estimating dynamic factors from multivariate time series data under flexible identification assumptions. Performance on small datasets is improved substantially by using a conventional…
The number of n-gram features grows exponentially in n, making it computationally demanding to compute the most frequent n-grams even for n as small as 3. Motivated by our production machine learning system built on n-gram features, we ask:…
The problem of learning structural equation models (SEMs) from data is a fundamental problem in causal inference. We develop a new algorithm --- which is computationally and statistically efficient and works in the high-dimensional regime…
We consider the problem of detecting a cycle in a directed graph that grows by arc insertions, and the related problems of maintaining a topological order and the strong components of such a graph. For these problems, we give two…
Traditionally, computation of Lyapunov exponents has been the marque method for identifying chaos in a time series. Recently, new methods have emerged for systems with both known and unknown models to produce a definitive 0--1 diagnostic.…
Analyzing dynamical data often requires information of the temporal labels, but such information is unavailable in many applications. Recovery of these temporal labels, closely related to the seriation or sequencing problem, becomes crucial…
In this paper we show how to recover a spectral approximations to broad classes of structured matrices using only a polylogarithmic number of adaptive linear measurements to either the matrix or its inverse. Leveraging this result we obtain…
Unsupervised anomaly detection (UAD) plays an important role in modern data analytics and it is crucial to provide simple yet effective and guaranteed UAD algorithms for real applications. In this paper, we present a novel UAD method for…
Differential network is an important tool to capture the changes of conditional correlations under two sample cases. In this paper, we introduce a fast iterative algorithm to recover the differential network for high-dimensional data. The…
Large-scale sequential data is often exposed to some degree of inhomogeneity in the form of sudden changes in the parameters of the data-generating process. We consider the problem of detecting such structural changes in a high-dimensional…
We provide a more efficient algorithm for computing the Rand Index when the data cluster comes from a change-point detection problem. Given $N$ data points and two clusterings of size $r$ and $s$, the algorithm runs on $O(r+s)$ time…
In prior work, Gupta et al. (SPAA 2022) presented a distributed algorithm for multiplying sparse $n \times n$ matrices, using $n$ computers. They assumed that the input matrices are uniformly sparse--there are at most $d$ non-zeros in each…
Either human annotation or rule based automatic labeling is an effective method to augment data for relation extraction. However, the inevitable wrong labeling problem for example by distant supervision may deteriorate the performance of…
Completing low-rank matrices from subsampled measurements has received much attention in the past decade. Existing works indicate that $\mathcal{O}(nr\log^2(n))$ datums are required to theoretically secure the completion of an $n \times n$…
This paper presents a performance analysis framework for linear detection in fast-fading channels with possibly correlated channel and noise. The framework is both accurate and adaptable, making it well-suited for analyzing a wide range of…
High-dimensional inference refers to problems of statistical estimation in which the ambient dimension of the data may be comparable to or possibly even larger than the sample size. We study an instance of high-dimensional inference in…
Recent advances in associative memory design through strutured pattern sets and graph-based inference algorithms have allowed the reliable learning and retrieval of an exponential number of patterns. Both these and classical associative…
Entropy rate of sequential data-streams naturally quantifies the complexity of the generative process. Thus entropy rate fluctuations could be used as a tool to recognize dynamical perturbations in signal sources, and could potentially be…
Let ${\cal{D}}$ = $\{d_1, d_2, d_3, ..., d_D\}$ be a given set of $D$ (string) documents of total length $n$. The top-$k$ document retrieval problem is to index $\cal{D}$ such that when a pattern $P$ of length $p$, and a parameter $k$ come…