Related papers: Streaming Algorithms for Ellipsoidal Approximation…
The growing amount of applications that generate vast amount of data in short time scales render the problem of partial monitoring, coupled with prediction, a rather fundamental one. We study the aforementioned canonical problem under the…
Estimating the size of the maximum matching is a canonical problem in graph algorithms, and one that has attracted extensive study over a range of different computational models. We present improved streaming algorithms for approximating…
We demonstrate that it is possible to filter an image with an elliptic window of varying size, elongation and orientation with a fixed computational cost per pixel. Our method involves the application of a suitable global pre-integrator…
Convex hulls are fundamental objects in computational geometry. In moderate dimensions or for large numbers of vertices, computing the convex hull can be impractical due to the computational complexity of convex hull algorithms. In this…
We consider the problem of computing distance between a pattern of length $n$ and all $n$-length subwords of a text in the streaming model. In the streaming setting, only the Hamming distance ($L_0$) has been studied. It is known that…
We study the existing algorithms that solve the multidimensional martingale optimal transport. Then we provide a new algorithm based on entropic regularization and Newton's method. Then we provide theoretical convergence rate results and we…
We study algorithms for solving quadratic systems of equations based on optimization methods over polytopes. Our work is inspired by a recently proposed convex formulation of the phase retrieval problem, which estimates the unknown signal…
Triangle counting and sampling are two fundamental problems for streaming algorithms. Arguably, designing sampling algorithms is more challenging than their counting variants. It may be noted that triangle counting has received far greater…
In this paper, we present a new ellipsoid-type algorithm for solving nonsmooth problems with convex structure. Examples of such problems include nonsmooth convex minimization problems, convex-concave saddle-point problems and variational…
Linear optimization is many times algorithmically simpler than non-linear convex optimization. Linear optimization over matroid polytopes, matching polytopes and path polytopes are example of problems for which we have simple and efficient…
We present an online algorithm for reconstructing a signal from a set of non-uniform samples. By representing the signal using compactly supported basis functions, we show how estimating the expansion coefficients using least-squares can be…
Conventional approximations to Bayesian inference rely on either approximations by statistics such as mean and covariance or by point particles. Recent advances such as the ensemble Gaussian mixture filter have generalized these notions to…
In the Max-Cut problem in the streaming model, an algorithm is given the edges of an unknown graph $G = (V,E)$ in some fixed order, and its goal is to approximate the size of the largest cut in $G$. Improving upon an earlier result of…
In a recent breakthrough, Paz and Schwartzman (SODA'17) presented a single-pass ($2+\epsilon$)-approximation algorithm for the maximum weight matching problem in the semi-streaming model. Their algorithm uses $O(n\log^2 n)$ bits of space,…
We develop two simple and efficient approximation algorithms for the continuous $k$-medians problems, where we seek to find the optimal location of $k$ facilities among a continuum of client points in a convex polygon $C$ with $n$ vertices…
We analyze Oja's algorithm for streaming $k$-PCA and prove that it achieves performance nearly matching that of an optimal offline algorithm. Given access to a sequence of i.i.d. $d \times d$ symmetric matrices, we show that Oja's algorithm…
We consider the problem of approximating the solution of variational problems subject to the constraint that the admissible functions must be convex. This problem is at the interface between convex analysis, convex optimization, variational…
Quaternion optimization has attracted significant interest due to its broad applications, including color face recognition, video compression, and signal processing. Despite the growing literature on quadratic and matrix quaternion…
We investigate several online packing problems in which convex polygons arrive one by one and have to be placed irrevocably into a container, while the aim is to minimize the used space. Among other variants, we consider strip packing and…
We consider nonconforming methods for symmetric elliptic problems and characterize their quasi-optimality in terms of suitable notions of stability and consistency. The quasi-optimality constant is determined and the possible impact of…