Related papers: On efficient algorithms for computing near-best po…
We propose a general method for optimization with semi-infinite constraints that involve a linear combination of functions, focusing on the case of the exponential function. Each function is lower and upper bounded on sub-intervals by…
Approximation of high-dimensional functions is a problem in many scientific fields that is only feasible if advantageous structural properties, such as sparsity in a given basis, can be exploited. A relevant tool for analysing sparse…
The question of fast convergence in the classical problem of high dimensional linear regression has been extensively studied. Arguably, one of the fastest procedures in practice is Iterative Hard Thresholding (IHT). Still, IHT relies…
Estimating linear, mean-square continuous functionals is a pivotal challenge in statistics. In high-dimensional contexts, this estimation is often performed under the assumption of exact model sparsity, meaning that only a small number of…
The task of approximating a function of d variables from its evaluations at a given number of points is ubiquitous in numerical analysis and engineering applications. When d is large, this task is challenged by the so-called curse of…
We present estimators for a well studied statistical estimation problem: the estimation for the linear regression model with soft sparsity constraints ($\ell_q$ constraint with $0<q\leq1$) in the high-dimensional setting. We first present a…
In this work we discuss the problem of selecting suitable approximators from families of parameterized elementary functions that are known to be dense in a Hilbert space of functions. We consider and analyze published procedures, both…
Subgradient algorithms for training support vector machines have been quite successful for solving large-scale and online learning problems. However, they have been restricted to linear kernels and strongly convex formulations. This paper…
In this paper, we introduce a method for approximating the solution to inference and optimization tasks in uncertain and deterministic reasoning. Such tasks are in general intractable for exact algorithms because of the large number of…
In this paper, we present an advanced analysis of near optimal algorithms that use limited space to solve the frequency estimation, heavy hitters, frequent items, and top-k approximation in the bounded deletion model. We define the family…
Submodular functions describe a variety of discrete problems in machine learning, signal processing, and computer vision. However, minimizing submodular functions poses a number of algorithmic challenges. Recent work introduced an…
We consider the problem of jointly estimating the parameters as well as the structure of binary valued Markov Random Fields, in contrast to earlier work that focus on one of the two problems. We formulate the problem as a maximization of…
This paper addresses the problem of approximating an unknown function from point evaluations. When obtaining these point evaluations is costly, minimising the required sample size becomes crucial, and it is unreasonable to reserve a…
We use a rank one Gaussian perturbation to derive a smooth stochastic approximation of the maximum eigenvalue function. We then combine this smoothing result with an optimal smooth stochastic optimization algorithm to produce an efficient…
Efficient handling of sparse data is a key challenge in Computer Science. Binary convolutions, such as polynomial multiplication or the Walsh Transform are a useful tool in many applications and are efficiently solved. In the last decade,…
Sparse linear regression is a central problem in high-dimensional statistics. We study the correlated random design setting, where the covariates are drawn from a multivariate Gaussian $N(0,\Sigma)$, and we seek an estimator with small…
Submodular function minimization is well studied, and existing algorithms solve it exactly or up to arbitrary accuracy. However, in many applications, such as structured sparse learning or batch Bayesian optimization, the objective function…
We study approximation algorithms for the following three string measures that are widely used in practice: edit distance (ED), longest common subsequence (LCS), and longest increasing sequence (LIS). All three problems can be solved…
We study polynomial-time approximation algorithms for (edge/vertex) Sparsest Cut and Small Set Expansion in terms of $k$, the number of edges or vertices cut in the optimal solution. Our main results are $\mathcal{O}(\text{polylog}\,…
We consider the problem of approximating the reachable set of a discrete-time polynomial system from a semialgebraic set of initial conditions under general semialgebraic set constraints. Assuming inclusion in a given simple set like a box…