Related papers: Approximating the Permanent with Deep Rejection Sa…
Many real-world data sets are sparse or almost sparse. One method to measure this for a matrix $A\in \mathbb{R}^{n\times n}$ is the \emph{numerical sparsity}, denoted $\mathsf{ns}(A)$, defined as the minimum $k\geq 1$ such that…
Sampling a random permutation with restricted positions, or equivalently approximating the permanent of a 0-1 matrix, is a fundamental problem in computer science, with several notable results achieved over the years. However, existing…
This paper considers the problem of matrix completion when some number of the columns are completely and arbitrarily corrupted, potentially by a malicious adversary. It is well-known that standard algorithms for matrix completion can return…
Large-scale multiple testing is a fundamental problem in high dimensional statistical inference. It is increasingly common that various types of auxiliary information, reflecting the structural relationship among the hypotheses, are…
Modern applications of conformal inference to multiple testing problems, such as outlier detection and candidate selection, often involve selecting test samples whose conformal p-values fall below a threshold. The quality of such methods is…
Generating random variates from high-dimensional distributions is often done approximately using Markov chain Monte Carlo. In certain cases, perfect simulation algorithms exist that allow one to draw exactly from the stationary…
We study the problem of robust linear regression with response variable corruptions. We consider the oblivious adversary model, where the adversary corrupts a fraction of the responses in complete ignorance of the data. We provide a nearly…
The Nystrom method is an efficient technique to speed up large-scale learning applications by generating low-rank approximations. Crucial to the performance of this technique is the assumption that a matrix can be well approximated by…
Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of…
A methodology for using random sketching in the context of model order reduction for high-dimensional parameter-dependent systems of equations was introduced in [Balabanov and Nouy 2019, Part I]. Following this framework, we here construct…
We consider increasingly complex models of matrix denoising and dictionary learning in the Bayes-optimal setting, in the challenging regime where the matrices to infer have a rank growing linearly with the system size. This is in contrast…
This paper considers properties of an optimization based sampler for targeting the posterior distribution when the likelihood is intractable and auxiliary statistics are used to summarize information in the data. Our reverse sampler…
Computing the distribution of permanents of random matrices has been an outstanding open problem for several decades. In quantum computing, "anti-concentration" of this distribution is an unproven input for the proof of hardness of the task…
This paper proposes a new approach for approximate evaluation of #P-hard queries with probabilistic databases. In our approach, every query is evaluated entirely in the database engine by evaluating a fixed number of query plans, each…
We consider robust low rank matrix estimation as a trace regression when outputs are contaminated by adversaries. The adversaries are allowed to add arbitrary values to arbitrary outputs. Such values can depend on any samples. We deal with…
Let $T$ be an $n\times n$ random matrix, such that each diagonal entry $T_{i,i}$ is a continuous random variable, independent from all the other entries of $T$. Then for every $n\times n$ matrix $A$ and every $t\ge0$ $$…
We consider the problem of matrix column subset selection, which selects a subset of columns from an input matrix such that the input can be well approximated by the span of the selected columns. Column subset selection has been applied to…
We initiate a systematic investigation of distribution testing in the framework of algorithmic replicability. Specifically, given independent samples from a collection of probability distributions, the goal is to characterize the sample…
In some significant applications such as data forecasting, the locations of missing entries cannot obey any non-degenerate distributions, questioning the validity of the prevalent assumption that the missing data is randomly chosen…
We construct a rejection-free Monte Carlo method for the hard-disk system. Rejection-free Monte Carlo methods preserve the time-evolution behavior of the standard Monte Carlo method, and this relationship is confirmed for our method by…