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Compressed sensing is a technique for recovering an unknown sparse signal from a small number of linear measurements. When the measurement matrix is random, the number of measurements required for perfect recovery exhibits a phase…

Optimization and Control · Mathematics 2016-12-30 Mateo Díaz , Mauricio Junca , Felipe Rincón , Mauricio Velasco

This paper addresses a fundamental problem in random variate generation: given access to a random source that emits a stream of independent fair bits, what is the most accurate and entropy-efficient algorithm for sampling from a discrete…

Data Structures and Algorithms · Computer Science 2020-03-10 Feras A. Saad , Cameron E. Freer , Martin C. Rinard , Vikash K. Mansinghka

In this paper, a fully compressed pattern matching problem is studied. The compression is represented by straight-line programs (SLPs), i.e. a context-free grammars generating exactly one string; the term fully means that both the pattern…

Data Structures and Algorithms · Computer Science 2013-06-26 Artur Jeż

This paper studies the distributed optimization problem with possibly nonidentical local constraints, where its global objective function is composed of $N$ convex functions. The aim is to solve the considered optimization problem in a…

Optimization and Control · Mathematics 2022-08-26 Hongzhe Liu , Wenwu Yu , Guanghui Wen , Wei Xing Zheng

The kernel thinning (KT) algorithm of Dwivedi and Mackey (2021) compresses a probability distribution more effectively than independent sampling by targeting a reproducing kernel Hilbert space (RKHS) and leveraging a less smooth square-root…

Machine Learning · Statistics 2025-01-22 Raaz Dwivedi , Lester Mackey

Compression also known as entropy coding has a rich and long history. However, a recent explosion of multimedia Internet applications (such as teleconferencing and video streaming for instance) renews an interest in fast compression that…

Information Theory · Computer Science 2023-05-10 Josef Pieprzyk , Jarek Duda , Marcin Pawlowski , Seyit Camtepe , Arash Mahboubi , Pawel Morawiecki

Given a fixed $n\times d$ matrix $\mathbf{X}$, where $n\gg d$, we study the complexity of sampling from a distribution over all subsets of rows where the probability of a subset is proportional to the squared volume of the parallelepiped…

Machine Learning · Computer Science 2019-02-25 Michał Dereziński

Given a finite metric space $(X\cup Y, \mathbf{d})$ the $k$-median problem is to find a set of $k$ centers $C\subseteq Y$ that minimizes $\sum_{p\in X} \min_{c\in C} \mathbf{d}(p,c)$. In general metrics, the best polynomial time algorithm…

Data Structures and Algorithms · Computer Science 2026-03-26 Anne Driemel , Jan Höckendorff , Ioannis Psarros , Christian Sohler , Di Yue

Elliptical slice sampling, when adapted to linearly truncated multivariate normal distributions, is a rejection-free Markov chain Monte Carlo method. At its core, it requires analytically constructing an ellipse-polytope intersection. The…

Machine Learning · Computer Science 2024-07-16 Kaiwen Wu , Jacob R. Gardner

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…

Data Structures and Algorithms · Computer Science 2021-01-22 Yeshwanth Cherapanamjeri , Sidhanth Mohanty , Morris Yau

We discover a theoretical connection between explanation estimation and distribution compression that significantly improves the approximation of feature attributions, importance, and effects. While the exact computation of various machine…

Machine Learning · Computer Science 2025-01-24 Hubert Baniecki , Giuseppe Casalicchio , Bernd Bischl , Przemyslaw Biecek

We study the complexity of sampling from a distribution over all index subsets of the set $\{1,...,n\}$ with the probability of a subset $S$ proportional to the determinant of the submatrix $\mathbf{L}_S$ of some $n\times n$ p.s.d. matrix…

Machine Learning · Computer Science 2019-07-10 Michał Dereziński , Daniele Calandriello , Michal Valko

Clustering is a fundamental problem in unsupervised machine learning with many applications in data analysis. Popular clustering algorithms such as Lloyd's algorithm and $k$-means++ can take $\Omega(ndk)$ time when clustering $n$ points in…

Machine Learning · Computer Science 2023-10-26 Moses Charikar , Monika Henzinger , Lunjia Hu , Maxmilian Vötsch , Erik Waingarten

Change-point problems have appeared in a great many applications for example cancer genetics, econometrics and climate change. Modern multiscale type segmentation methods are considered to be a statistically efficient approach for multiple…

Computation · Statistics 2018-05-04 Chengcheng Huang , Housen Li , Lizhi Cheng , Wei Peng

In this work, we study the classic submodular maximization problem under knapsack constraints and beyond. We first present an $(7/16-\varepsilon)$-approximate algorithm for single knapsack constraint, which requires…

Data Structures and Algorithms · Computer Science 2020-12-22 Wenxin Li

We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…

Machine Learning · Computer Science 2022-08-17 Rajarshi Saha , Mert Pilanci , Andrea J. Goldsmith

We introduce the concept of compressed convolution, a technique to convolve a given data set with a large number of non-orthogonal kernels. In typical applications our technique drastically reduces the effective number of computations. The…

Instrumentation and Methods for Astrophysics · Physics 2014-01-08 F. Elsner , B. D. Wandelt

Optimizing distributed learning systems is an art of balancing between computation and communication. There have been two lines of research that try to deal with slower networks: {\em communication compression} for low bandwidth networks,…

Machine Learning · Computer Science 2019-02-04 Hanlin Tang , Shaoduo Gan , Ce Zhang , Tong Zhang , Ji Liu

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Optimization and Control · Mathematics 2026-02-17 Abraar Chaudhry , Elizaveta Rebrova

One of the most important problems in the field of distributed optimization is the problem of minimizing a sum of local convex objective functions over a networked system. Most of the existing work in this area focus on developing…

Optimization and Control · Mathematics 2019-01-08 Fatemeh Mansoori , Ermin Wei