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We study the problem of solving semidefinite programs (SDP) in the streaming model. Specifically, $m$ constraint matrices and a target matrix $C$, all of size $n\times n$ together with a vector $b\in \mathbb{R}^m$ are streamed to us…

Data Structures and Algorithms · Computer Science 2023-09-12 Zhao Song , Mingquan Ye , Lichen Zhang

Given a persistence diagram with $n$ points, we give an algorithm that produces a sequence of $n$ persistence diagrams converging in bottleneck distance to the input diagram, the $i$th of which has $i$ distinct (weighted) points and is a…

Computational Geometry · Computer Science 2020-12-04 Donald R. Sheehy , Siddharth Sheth

We initiate the study of the Interval Selection problem in the (streaming) sliding window model of computation. In this problem, an algorithm receives a potentially infinite stream of intervals on the line, and the objective is to maintain…

Data Structures and Algorithms · Computer Science 2024-11-13 Cezar-Mihail Alexandru , Christian Konrad

One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…

Machine Learning · Statistics 2015-11-10 Ahmed El Alaoui , Michael W. Mahoney

We initiate the study of sub-linear sketching and streaming techniques for estimating the output size of common dictionary compressors such as Lempel-Ziv '77, the run-length Burrows-Wheeler transform, and grammar compression. To this end,…

Data Structures and Algorithms · Computer Science 2024-08-20 Ruben Becker , Matteo Canton , Davide Cenzato , Sung-Hwan Kim , Bojana Kodric , Nicola Prezza

We consider the classic Set Cover problem in the data stream model. For $n$ elements and $m$ sets ($m\geq n$) we give a $O(1/\delta)$-pass algorithm with a strongly sub-linear $\tilde{O}(mn^{\delta})$ space and logarithmic approximation…

Data Structures and Algorithms · Computer Science 2016-05-03 Sariel Har-Peled , Piotr Indyk , Sepideh Mahabadi , Ali Vakilian

We present two new approaches for point prediction with streaming data. One is based on the Count-Min sketch (CMS) and the other is based on Gaussian process priors with a random bias. These methods are intended for the most general…

Machine Learning · Statistics 2024-08-05 Aleena Chanda , N. V. Vinodchandran , Bertrand Clarke

When facing a very large stream of data, it is often desirable to extract most important statistics online in a short time and using small memory. For example, one may want to quickly find the most influential users generating posts online…

Data Structures and Algorithms · Computer Science 2022-03-30 Dariusz R. Kowalski , Dominik Pajak

While traditional data-management systems focus on evaluating single, ad-hoc queries over static data sets in a centralized setting, several emerging applications require (possibly, continuous) answers to queries on dynamic data that is…

Databases · Computer Science 2015-03-20 Odysseas Papapetrou , Minos Garofalakis , Antonios Deligiannakis

Stimulated by practical applications arising from viral marketing. This paper investigates a novel Budgeted $k$-Submodular Maximization problem defined as follows: Given a finite set $V$, a budget $B$ and a $k$-submodular function $f:…

Data Structures and Algorithms · Computer Science 2021-10-25 Canh V. Pham , Quang C. Vu , Dung K. T. Ha , Tai T. Nguyen

We consider a basic problem in the general data streaming model, namely, to estimate a vector $f \in \Z^n$ that is arbitrarily updated (i.e., incremented or decremented) coordinate-wise. The estimate $\hat{f} \in \Z^n$ must satisfy…

Computational Complexity · Computer Science 2008-04-07 Sumit Ganguly

Streaming algorithms are generally judged by the quality of their solution, memory footprint, and computational complexity. In this paper, we study the problem of maximizing a monotone submodular function in the streaming setting with a…

Machine Learning · Computer Science 2019-05-14 Ehsan Kazemi , Marko Mitrovic , Morteza Zadimoghaddam , Silvio Lattanzi , Amin Karbasi

A data sketch algorithm scans a big data set, collecting a small amount of data -- the sketch, which can be used to statistically infer properties of the big data set. Some data sketch algorithms take a fixed-size random sample of a big…

Machine Learning · Computer Science 2022-08-16 Eric Bax , John Donald

A streaming algorithm to compute the spectral proper orthogonal decomposition (SPOD) of stationary random processes is presented. As new data becomes available, an incremental update of the truncated eigenbasis of the estimated…

Fluid Dynamics · Physics 2019-01-14 Oliver T. Schmidt , Aaron Towne

We present a new approach for finding matchings in dense graphs by building on Szemer\'edi's celebrated Regularity Lemma. This allows us to obtain non-trivial albeit slight improvements over longstanding bounds for matchings in streaming…

Data Structures and Algorithms · Computer Science 2022-07-20 Sepehr Assadi , Soheil Behnezhad , Sanjeev Khanna , Huan Li

We revisit the problem of estimating the profile (also known as the rarity) in the data stream model. Given a sequence of $m$ elements from a universe of size $n$, its profile is a vector $\phi$ whose $i$-th entry $\phi_i$ represents the…

Data Structures and Algorithms · Computer Science 2023-11-30 Justin Y. Chen , Piotr Indyk , David P. Woodruff

In this paper we study graph problems in dynamic streaming model, where the input is defined by a sequence of edge insertions and deletions. As many natural problems require $\Omega(n)$ space, where $n$ is the number of vertices, existing…

Data Structures and Algorithms · Computer Science 2016-05-03 Zengfeng Huang , Pan Peng

We study the streaming complexity of $k$-counter approximate counting. In the $k$-counter approximate counting problem, we are given an input string in $[k]^n$, and we are required to approximate the number of each $j$'s ($j\in[k]$) in the…

Data Structures and Algorithms · Computer Science 2024-06-19 Yichuan Wang

We study the space complexity of solving the bias-regularized SVM problem in the streaming model. This is a classic supervised learning problem that has drawn lots of attention, including for developing fast algorithms for solving the…

Data Structures and Algorithms · Computer Science 2020-07-08 Alexandr Andoni , Collin Burns , Yi Li , Sepideh Mahabadi , David P. Woodruff

Stochastic simulation has been widely used to analyze the performance of complex stochastic systems and facilitate decision making in those systems. Stochastic simulation is driven by the input model, which is a collection of probability…

Risk Management · Quantitative Finance 2020-02-14 Tianyi Liu , Enlu Zhou