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Analyzing high-dimensional data with manifold learning algorithms often requires searching for the nearest neighbors of all observations. This presents a computational bottleneck in statistical manifold learning when observations of…

Machine Learning · Computer Science 2022-03-11 Fan Cheng , Anastasios Panagiotelis , Rob J Hyndman

We study the problem of robustly estimating the mean or location parameter without moment assumptions. We show that for a large class of symmetric distributions, the same error as in the Gaussian setting can be achieved efficiently. The…

Data Structures and Algorithms · Computer Science 2023-11-09 Gleb Novikov , David Steurer , Stefan Tiegel

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

Methodology · Statistics 2025-01-23 Matteo Giordano , Sven Wang

We give a polynomial-time algorithm for learning high-dimensional halfspaces with margins in $d$-dimensional space to within desired TV distance when the ambient distribution is an unknown affine transformation of the $d$-fold product of an…

Machine Learning · Computer Science 2023-11-03 Xinyuan Cao , Santosh S. Vempala

Long Short-Term Memory networks trained with gradient descent and back-propagation have received great success in various applications. However, point estimation of the weights of the networks is prone to over-fitting problems and lacks…

Machine Learning · Computer Science 2019-06-05 Chao Chen , Xiao Lin , Gabriel Terejanu

Error-correcting codes are one of the most fundamental objects in pseudorandomness, with applications in communication, complexity theory, and beyond. Codes are useful because of their ability to support decoding, which is the task of…

Information Theory · Computer Science 2024-08-28 Shashank Srivastava

We present a fast, differentially private algorithm for high-dimensional covariance-aware mean estimation with nearly optimal sample complexity. Only exponential-time estimators were previously known to achieve this guarantee. Given $n$…

Machine Learning · Computer Science 2025-11-26 Gavin Brown , Samuel B. Hopkins , Adam Smith

Given data drawn from a collection of Gaussian variables with a common mean but different and unknown variances, what is the best algorithm for estimating their common mean? We present an intuitive and efficient algorithm for this task. As…

Statistics Theory · Mathematics 2023-12-06 Spencer Compton , Gregory Valiant

We present a new sublinear time algorithm for approximating the spectral density (eigenvalue distribution) of an $n\times n$ normalized graph adjacency or Laplacian matrix. The algorithm recovers the spectrum up to $\epsilon$ accuracy in…

Data Structures and Algorithms · Computer Science 2022-04-18 Vladimir Braverman , Aditya Krishnan , Christopher Musco

Outlier detection algorithms typically assign an outlier score to each observation in a dataset, indicating the degree to which an observation is an outlier. However, these scores are often not comparable across algorithms and can be…

Machine Learning · Computer Science 2024-10-31 Philipp Röchner , Henrique O. Marques , Ricardo J. G. B. Campello , Arthur Zimek , Franz Rothlauf

In the Subset Sum problem we are given a set of $n$ positive integers $X$ and a target $t$ and are asked whether some subset of $X$ sums to $t$. Natural parameters for this problem that have been studied in the literature are $n$ and $t$ as…

Data Structures and Algorithms · Computer Science 2020-10-20 Karl Bringmann , Philip Wellnitz

The singular value decomposition (SVD) is a crucial tool in machine learning and statistical data analysis. However, it is highly susceptible to outliers in the data matrix. Existing robust SVD algorithms often sacrifice speed for…

Machine Learning · Statistics 2024-02-16 Sangil Han , Kyoowon Kim , Sungkyu Jung

We show that expander codes, when properly instantiated, are high-rate list recoverable codes with linear-time list recovery algorithms. List recoverable codes have been useful recently in constructing efficiently list-decodable codes, as…

Information Theory · Computer Science 2015-03-09 Brett Hemenway , Mary Wootters

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

This paper studies sparse linear regression analysis with outliers in the responses. A parameter vector for modeling outliers is added to the standard linear regression model and then the sparse estimation problem for both coefficients and…

Statistics Theory · Mathematics 2015-05-21 Shota Katayama , Hironori Fujisawa

We address the generic problem of extracting the scaling exponents of a stationary, self-affine process realised by a timeseries of finite length, where information about the process is not known a priori. Estimating the scaling exponents…

Data Analysis, Statistics and Probability · Physics 2012-07-25 K. Kiyani , S. C. Chapman , B. Hnat

We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…

Machine Learning · Computer Science 2018-06-04 Ilias Diakonikolas , Weihao Kong , Alistair Stewart

Solving linear programs is often a challenging task in distributed settings. While there are good algorithms for solving packing and covering linear programs in a distributed manner (Kuhn et al.~2006), this is essentially the only class of…

Data Structures and Algorithms · Computer Science 2017-09-12 Michael Dinitz , Yasamin Nazari

Out-of-distribution (OOD) detection plays a crucial role in ensuring the robustness and reliability of machine learning systems deployed in real-world applications. Recent approaches have explored the use of unlabeled data, showing…

Machine Learning · Computer Science 2025-10-09 Momin Abbas , Ali Falahati , Hossein Goli , Mohammad Mohammadi Amiri

In the numerical linear algebra community, it was suggested that to obtain nearly optimal bounds for various problems such as rank computation, finding a maximal linearly independent subset of columns (a basis), regression, or low-rank…

Data Structures and Algorithms · Computer Science 2021-11-04 Nadiia Chepurko , Kenneth L. Clarkson , Praneeth Kacham , David P. Woodruff