Related papers: On Adaptive Distance Estimation
Analyzing the Markov decision process (MDP) with continuous state spaces is generally challenging. A recent interesting work \cite{shah2018q} solves MDP with bounded continuous state space by a nearest neighbor $Q$ learning approach, which…
We study dynamic algorithms robust to adaptive input generated from sources with bounded capabilities, such as sparsity or limited interaction. For example, we consider robust linear algebraic algorithms when the updates to the input are…
Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…
High-dimensional changepoint inference that adapts to various change patterns has received much attention recently. We propose a simple, fast yet effective approach for adaptive changepoint testing. The key observation is that two…
We revisit classic string problems considered in the area of parameterized complexity, and study them through the lens of dynamic data structures. That is, instead of asking for a static algorithm that solves the given instance efficiently,…
Approximate nearest neighbor (ANN) search is a fundamental problem in areas such as data management,information retrieval and machine learning. Recently, Li et al. proposed a learned approach named AdaptNN to support adaptive ANN query…
In the Distance Oracle problem, the goal is to preprocess $n$ vectors $x_1, x_2, \cdots, x_n$ in a $d$-dimensional metric space $(\mathbb{X}^d, \| \cdot \|_l)$ into a cheap data structure, so that given a query vector $q \in \mathbb{X}^d$…
In this article, we propose a class of test statistics for a change point in the mean of high-dimensional independent data. Our test integrates the U-statistic based approach in a recent work by \cite{hdcp} and the $L_q$-norm based…
Given a dynamic digraph $G = (V,E)$ undergoing edge deletions and given $s\in V$ and $\epsilon>0$, we consider the problem of maintaining $(1+\epsilon)$-approximate shortest path distances from $s$ to all vertices in $G$ over the sequence…
We describe a new data structure for dynamic nearest neighbor queries in the plane with respect to a general family of distance functions. These include $L_p$-norms and additively weighted Euclidean distances. Our data structure supports…
This paper addresses the estimation of locally stationary long-range dependent processes, a methodology that allows the statistical analysis of time series data exhibiting both nonstationarity and strong dependency. A time-varying…
We present an efficient dynamic data structure that supports geodesic nearest neighbor queries for a set $S$ of point sites in a static simple polygon $P$. Our data structure allows us to insert a new site in $S$, delete a site from $S$,…
We prove lower bounds for the randomized approximation of the embedding $\ell_1^m \rightarrow \ell_\infty^m$ based on algorithms that use arbitrary linear (hence non-adaptive) information provided by a (randomized) measurement matrix $N \in…
Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter…
Model counting of Disjunctive Normal Form (DNF) formulas is a critical problem in applications such as probabilistic inference and network reliability. For example, it is often used for query evaluation in probabilistic databases. Due to…
Policy evaluation via Monte Carlo (MC) simulation is at the core of many MC Reinforcement Learning (RL) algorithms (e.g., policy gradient methods). In this context, the designer of the learning system specifies an interaction budget that…
We design efficient distance approximation algorithms for several classes of structured high-dimensional distributions. Specifically, we show algorithms for the following problems: - Given sample access to two Bayesian networks $P_1$ and…
Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However,…
The goal of (stable) sparse recovery is to recover a $k$-sparse approximation $x*$ of a vector $x$ from linear measurements of $x$. Specifically, the goal is to recover $x*$ such that ||x-x*||_p <= C min_{k-sparse x'} ||x-x'||_q for some…
Consider a dataset of n(d) points generated independently from R^d according to a common p.d.f. f_d with support(f_d) = [0,1]^d and sup{f_d([0,1]^d)} growing sub-exponentially in d. We prove that: (i) if n(d) grows sub-exponentially in d,…