Related papers: Sublinear Time Eigenvalue Approximation via Random…
In this paper, we design new sublinear-time algorithms for solving the gap edit distance problem and for embedding edit distance to Hamming distance. For the gap edit distance problem, we give an $\tilde{O}(\frac{n}{k}+k^2)$-time greedy…
We consider the uniform approximation of the smallest eigenvalue of a large parameter-dependent Hermitian matrix by that of a smaller counterpart obtained through projections. The projection subspaces are constructed iteratively by means of…
We consider the problem of estimating the number of distinct elements in a large data set (or, equivalently, the support size of the distribution induced by the data set) from a random sample of its elements. The problem occurs in many…
In this paper, we study the non-monotone adaptive submodular maximization problem subject to a cardinality constraint. We first revisit the adaptive random greedy algorithm proposed in \citep{gotovos2015non}, where they show that this…
We initiate a systematic study of algorithms that are both differentially private and run in sublinear time for several problems in which the goal is to estimate natural graph parameters. Our main result is a differentially-private…
We give faster algorithms and improved sample complexities for estimating the top eigenvector of a matrix $\Sigma$ -- i.e. computing a unit vector $x$ such that $x^T \Sigma x \ge (1-\epsilon)\lambda_1(\Sigma)$: Offline Eigenvector…
We develop an efficient algorithm for sampling the eigenvalues of random matrices distributed according to the Haar measure over the orthogonal or unitary group. Our technique samples directly a factorization of the Hessenberg form of such…
We introduce a new technique to prove bounds for the spectral radius of a random matrix, based on using Jensen's formula to establish the zerofreeness of the associated characteristic polynomial in a region of the complex plane. Our…
We present a sublinear query algorithm for outputting a near-optimal low-rank approximation to any positive semidefinite Toeplitz matrix $T \in \mathbb{R}^{d \times d}$. In particular, for any integer rank $k \leq d$ and $\epsilon,\delta >…
In this paper we consider symmetric, positive semidefinite (SPSD) matrix $A$ and present two algorithms for computing the $p$-Schatten norm $\|A\|_p$. The first algorithm works for any SPSD matrix $A$. The second algorithm works for…
In this paper, we describe a new algorithm that approximates the extreme eigenvalue/eigenvector pairs of a symmetric matrix. The proposed algorithm can be viewed as an extension of the Jacobi eigenvalue method for symmetric matrices…
A methodology to analyze the properties of the first (largest) eigenvalue and its eigenvector is developed for large symmetric random sparse matrices utilizing the cavity method of statistical mechanics. Under a tree approximation, which is…
It is common in machine learning and statistics to use symmetries derived from expert knowledge to simplify problems or improve performance, using methods like data augmentation or penalties. In this paper we consider the unsupervised and…
In the subgraph counting problem, we are given a input graph $G(V, E)$ and a target graph $H$; the goal is to estimate the number of occurrences of $H$ in $G$. Our focus here is on designing sublinear-time algorithms for approximately…
Affinity has proven to be a useful tool for quantifying the non-equilibrium character of time continuous Markov processes since it serves as a measure for the breaking of time reversal symmetry. It has recently been conjectured that the…
Large-scale eigenvalue problems pose a significant challenge to classical computers. While there are efficient quantum algorithms for unitary or Hermitian matrices, eigenvalue problems for non-normal matrices remain open in quantum…
Recovering low-rank structures via eigenvector perturbation analysis is a common problem in statistical machine learning, such as in factor analysis, community detection, ranking, matrix completion, among others. While a large variety of…
In this paper, we develop new tools and connections for exponential time approximation. In this setting, we are given a problem instance and a parameter $\alpha>1$, and the goal is to design an $\alpha$-approximation algorithm with the…
We present a new algorithm for solving an eigenvalue problem for a real symmetric matrix which is a rank-one modification of a diagonal matrix. The algorithm computes each eigenvalue and all components of the corresponding eigenvector with…
For a large class of symmetric random matrices with correlated entries, selected from stationary random fields of centered and square integrable variables, we show that the limiting distribution of eigenvalue counting measure always exists…