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Inspired by recent work on convex formulations of clustering (Lashkari & Golland, 2008; Nowozin & Bakir, 2008) we investigate a new formulation of the Sparse Coding Problem (Olshausen & Field, 1997). In sparse coding we attempt to…
Variable selection in linear models plays a pivotal role in modern statistics. Hard-thresholding methods such as $l_0$ regularization are theoretically ideal but computationally infeasible. In this paper, we propose a new approach, called…
We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…
Given an $n$-vertex $m$-edge graph $G$ with non negative edge-weights, the girth of $G$ is the weight of a shortest cycle in $G$. For any graph $G$ with polynomially bounded integer weights, we present a deterministic algorithm that…
Sparsity-based methods are widely used in machine learning, statistics, and signal processing. There is now a rich class of structured sparsity approaches that expand the modeling power of the sparsity paradigm and incorporate constraints…
Traditional algorithms for stochastic optimization require projecting the solution at each iteration into a given domain to ensure its feasibility. When facing complex domains, such as positive semi-definite cones, the projection operation…
In this paper, we show how to transform any optimization problem that arises from fitting a machine learning model into one that (1) detects and removes contaminated data from the training set while (2) simultaneously fitting the trimmed…
In this paper we first study a smooth optimization approach for solving a class of nonsmooth strictly concave maximization problems whose objective functions admit smooth convex minimization reformulations. In particular, we apply…
Approximate Bayesian Computation is widely used in systems biology for inferring parameters in stochastic gene regulatory network models. Its performance hinges critically on the ability to summarize high-dimensional system responses such…
A new sparse semiparametric model is proposed, which incorporates the influence of two functional random variables in a scalar response in a flexible and interpretable manner. One of the functional covariates is included through a…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
Sparse coding is a class of unsupervised methods for learning a sparse representation of the input data in the form of a linear combination of a dictionary and a sparse code. This learning framework has led to state-of-the-art results in…
In this article, we present an $O(N \log N)$ rapidly convergent algorithm for the numerical approximation of the convolution integral with radially symmetric weakly singular kernels and compactly supported densities. To achieve the reduced…
This paper studies the classic problem of finding heavy hitters in the turnstile streaming model. We give the first deterministic linear sketch that has $O(\epsilon^{-2} \log n \cdot \log^*(\epsilon^{-1}))$ rows and answers queries in…
We investigate structured sparsity methods for variable selection in regression problems where the target depends nonlinearly on the inputs. We focus on general nonlinear functions not limiting a priori the function space to additive…
A {\em local graph partitioning algorithm} finds a set of vertices with small conductance (i.e. a sparse cut) by adaptively exploring part of a large graph $G$, starting from a specified vertex. For the algorithm to be local, its complexity…
This paper presents near-optimal deterministic parallel and distributed algorithms for computing $(1+\varepsilon)$-approximate single-source shortest paths in any undirected weighted graph. On a high level, we deterministically reduce this…
A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…
Previous studies on stochastic primal-dual algorithms for solving min-max problems with faster convergence heavily rely on the bilinear structure of the problem, which restricts their applicability to a narrowed range of problems. The main…
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…