Related papers: List-Decodable Covariance Estimation
We give a deterministic, polynomial-time algorithm for approximately counting the number of {0,1}-solutions to any instance of the knapsack problem. On an instance of length n with total weight W and accuracy parameter eps, our algorithm…
In this paper we generalize N-fold integer programs and two-stage integer programs with N scenarios to N-fold 4-block decomposable integer programs. We show that for fixed blocks but variable N, these integer programs are polynomial-time…
Given a sample covariance matrix, we solve a maximum likelihood problem penalized by the number of nonzero coefficients in the inverse covariance matrix. Our objective is to find a sparse representation of the sample data and to highlight…
In this paper we show that the negative sample distance covariance function is a quasi-concave set function of samples of random variables that are not statistically independent. We use these properties to propose greedy algorithms to…
Many applications, including natural language processing, sensor networks, collaborative filtering, and federated learning, call for estimating discrete distributions from data collected in batches, some of which may be untrustworthy,…
Estimating symmetric properties of a distribution, e.g. support size, coverage, entropy, distance to uniformity, are among the most fundamental problems in algorithmic statistics. While each of these properties have been studied extensively…
Given i.i.d. observations of a random vector $X \in \mathbb{R}^p$, we study the problem of estimating both its covariance matrix $\Sigma^*$, and its inverse covariance or concentration matrix {$\Theta^* = (\Sigma^*)^{-1}$.} We estimate…
We give a linear-time erasure list-decoding algorithm for expander codes. More precisely, let $r > 0$ be any integer. Given an inner code $C_0$ of length $d$, and a $d$-regular bipartite expander graph $G$ with $n$ vertices on each side, we…
There has been a great deal of work establishing that random linear codes are as list-decodable as uniformly random codes, in the sense that a random linear binary code of rate $1 - H(p) - \epsilon$ is $(p,O(1/\epsilon))$-list-decodable…
We describe the first strongly subquadratic time algorithm with subexponential approximation ratio for approximately computing the Fr\'echet distance between two polygonal chains. Specifically, let $P$ and $Q$ be two polygonal chains with…
Temporal difference (TD) learning is a fundamental algorithm for estimating value functions in reinforcement learning. Recent finite-time analyses of TD with linear function approximation quantify its theoretical convergence rate. However,…
This paper considers covariance matrix estimation of tensor data under high dimensionality. A multi-bandable covariance class is established to accommodate the need for complex covariance structures of multi-layer lattices and general…
Obtaining an accurate estimate of the underlying covariance matrix from finite sample size data is challenging due to sample size noise. In recent years, sophisticated covariance-cleaning techniques based on random matrix theory have been…
In this paper we study covariance estimation with missing data. We consider missing data mechanisms that can be independent of the data, or have a time varying dependency. Additionally, observed variables may have arbitrary (non uniform)…
We present a poly $\log \log n$ time randomized CONGEST algorithm for a natural class of Lovasz Local Lemma (LLL) instances on constant degree graphs. This implies, among other things, that there are no LCL problems with randomized…
We develop Clustered Random Forests, a random forests algorithm for clustered data, arising from independent groups that exhibit within-cluster dependence. The leaf-wise predictions for each decision tree making up clustered random forests…
Motivated by a connection with the factorization of multivariate polynomials, we study integral convex polytopes and their integral decompositions in the sense of the Minkowski sum. We first show that deciding decomposability of integral…
We propose a novel estimation approach for the covariance matrix based on the $l_1$-regularized approximate factor model. Our sparse approximate factor (SAF) covariance estimator allows for the existence of weak factors and hence relaxes…
We consider covariance estimation of any subgaussian distribution from finitely many i.i.d. samples that are quantized to one bit of information per entry. Recent work has shown that a reliable estimator can be constructed if uniformly…
Estimating a covariance matrix is an important task in applications where the number of variables is larger than the number of observations. Shrinkage approaches for estimating a high-dimensional covariance matrix are often employed to…