Related papers: Oblivious Median Slope Selection

This article deals with stochastic processes endowed with the Markov (memoryless) property and evolving over general (uncountable) state spaces. The models further depend on a non-deterministic quantity in the form of a control input, which…

Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data. In this paper, we utilize the inherent memory decay in hidden Markov models, such that the forward and backward…

We adapt a manifold sampling algorithm for the nonsmooth, nonconvex formulations of learning that arise when imposing robustness to outliers present in the training data. We demonstrate the approach on objectives based on trimmed loss.…

Streaming algorithms are typically analyzed in the oblivious setting, where we assume that the input stream is fixed in advance. Recently, there is a growing interest in designing adversarially robust streaming algorithms that must maintain…

Sparse recovery is among the most well-studied problems in learning theory and high-dimensional statistics. In this work, we investigate the statistical and computational landscapes of sparse recovery with $\ell_\infty$ error guarantees.…

We study the problem of learning Markov decision processes with finite state and action spaces when the transition probability distributions and loss functions are chosen adversarially and are allowed to change with time. We introduce an…

What guarantees are possible for solving logistic regression in one pass over a data stream? To answer this question, we present the first data oblivious sketch for logistic regression. Our sketch can be computed in input sparsity time over…

This paper is concerned with the computational complexity of learning the Hidden Markov Model (HMM). Although HMMs are some of the most widely used tools in sequential and time series modeling, they are cryptographically hard to learn in…

We consider space-bounded computations on a random-access machine (RAM) where the input is given on a read-only random-access medium, the output is to be produced to a write-only sequential-access medium, and the available workspace allows…

This paper considers time-average optimization, where a decision vector is chosen every time step within a (possibly non-convex) set, and the goal is to minimize a convex function of the time averages subject to convex constraints on these…

This paper studies continuous-time stochastic control problems whose controlled states are fully non-Markovian and depend on unknown model parameters. Such problems arise naturally in path-dependent stochastic differential equations,…

We study the top-$k$ selection problem under the differential privacy model: $m$ items are rated according to votes of a set of clients. We consider a setting in which algorithms can retrieve data via a sequence of accesses, each either a…

We consider the problem of unconstrained minimization of a smooth objective function in $\R^n$ in a setting where only function evaluations are possible. While importance sampling is one of the most popular techniques used by machine…

We provide the first sub-linear space and sub-linear regret algorithm for online learning with expert advice (against an oblivious adversary), addressing an open question raised recently by Srinivas, Woodruff, Xu and Zhou (STOC 2022). We…

Non-reversible Markov chain Monte Carlo methods often outperform their reversible counterparts in terms of asymptotic variance of ergodic averages and mixing properties. Lifting the state-space (Chen et al., 1999; Diaconis et al., 2000) is…

We consider the algorithm by Ferson et al. (Reliable computing 11(3), p. 207-233, 2005) designed for solving the NP-hard problem of computing the maximal sample variance over interval data, motivated by robust statistics (in fact, the…

We observe a length-$n$ sample generated by an unknown,stationary ergodic Markov process (\emph{model}) over a finite alphabet $\mathcal{A}$. Given any string $\bf{w}$ of symbols from $\mathcal{A}$ we want estimates of the conditional…

Motivated by recent works on streaming algorithms for constraint satisfaction problems (CSPs), we define and analyze oblivious algorithms for the Max-$k$AND problem. This generalizes the definition by Feige and Jozeph (Algorithmica '15) of…

In this paper we present randomized algorithms for sorting and convex hull that achieves optimal performance (for speed-up and cache misses) on the multicore model with private cache model. Our algorithms are cache oblivious and generalize…

This paper considers mean square error (MSE) analysis for stochastic gradient sampling algorithms applied to underdamped Langevin dynamics under a global convexity assumption. A novel discrete Poisson equation framework is developed to…