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Clustering is an important technique for identifying structural information in large-scale data analysis, where the underlying dataset may be too large to store. In many applications, recent data can provide more accurate information and…
We study streaming algorithms for proportionally fair clustering, a notion originally suggested by Chierichetti et. al. (2017), in the sliding window model. We show that although there exist efficient streaming algorithms in the…
Statistical models are an essential tool to model, forecast and understand the hydrological processes in watersheds. In particular, the understanding of time lags associated with the delay between rainfall occurrence and subsequent changes…
Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…
Given a string $S$ over an alphabet $\Sigma$, the 'string indexing problem' is to preprocess $S$ to subsequently support efficient pattern matching queries, i.e., given a pattern string $P$ report all the occurrences of $P$ in $S$. In this…
Streaming process mining deals with the real-time analysis of event streams. A common approach for it is to adopt windowing mechanisms that select event data from a stream for subsequent analysis. However, the size of these windows denotes…
The majority of machine learning methods can be regarded as the minimization of an unavailable risk function. To optimize the latter, given samples provided in a streaming fashion, we define a general stochastic Newton algorithm and its…
We consider functional data where an underlying smooth curve is composed not just with errors, but also with irregular spikes. We propose an approach that, combining regularized spline smoothing and an Expectation-Maximization algorithm,…
We introduce a new computational model for data streams: asymptotically exact streaming algorithms. These algorithms have an approximation ratio that tends to one as the length of the stream goes to infinity while the memory used by the…
We study the distinct elements and $\ell_p$-heavy hitters problems in the sliding window model, where only the most recent $n$ elements in the data stream form the underlying set. We first introduce the composable histogram, a simple twist…
A smoothing algorithm is presented for solving the soft-margin Support Vector Machine (SVM) optimization problem with an $\ell^{1}$ penalty. This algorithm is designed to require a modest number of passes over the data, which is an…
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
A novel hierarchical search technique is presented for all-sky surveys for continuous gravitational-wave sources, such as rapidly spinning nonaxisymmetric neutron stars. Analyzing yearlong detector data sets over realistic ranges of…
Recent studies have shown that many nonconvex machine learning problems satisfy a generalized-smooth condition that extends beyond traditional smooth nonconvex optimization. However, the existing algorithms are not fully adapted to such…
Extracting latent low-dimensional structure from high-dimensional data is of paramount importance in timely inference tasks encountered with `Big Data' analytics. However, increasingly noisy, heterogeneous, and incomplete datasets as well…
We study problem-dependent rates, i.e., generalization errors that scale near-optimally with the variance, the effective loss, or the gradient norms evaluated at the "best hypothesis." We introduce a principled framework dubbed "uniform…
To fast approximate maximum likelihood estimators with massive data, this paper studies the Optimal Subsampling Method under the A-optimality Criterion (OSMAC) for generalized linear models. The consistency and asymptotic normality of the…
In this paper we study the extraction of representative elements in the data stream model in the form of submodular maximization. Different from the previous work on streaming submodular maximization, we are interested only in the recent…
We obtain an improved finite-sample guarantee on the linear convergence of stochastic gradient descent for smooth and strongly convex objectives, improving from a quadratic dependence on the conditioning $(L/\mu)^2$ (where $L$ is a bound on…
Computing the marginal likelihood (also called the Bayesian model evidence) is an important task in Bayesian model selection, providing a principled quantitative way to compare models. The learned harmonic mean estimator solves the…