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We design an algorithm which finds an $\epsilon$-approximate stationary point (with $\|\nabla F(x)\|\le \epsilon$) using $O(\epsilon^{-3})$ stochastic gradient and Hessian-vector products, matching guarantees that were previously available…
We give faster algorithms and improved sample complexities for estimating the top eigenvector of a matrix $\Sigma$ -- i.e. computing a unit vector $x$ such that $x^T \Sigma x \ge (1-\epsilon)\lambda_1(\Sigma)$: Offline Eigenvector…
Estimating the p-th frequency moment of data stream is a very heavily studied problem. The problem is actually trivial when p = 1, assuming the strict Turnstile model. The sample complexity of our proposed algorithm is essentially O(1) near…
Let $x\ge 2$. The $\psi$-form of the prime number theorem is $\psi(x) =\sum\sb{n \le x}\Lambda(n) =x +O\bigl(x\sp{1-H(x)} \log\sp{2} x\big)$, where $H(x)$ is a certain function of $x$ with $0< H(x) \le \tfrac{1}{2}$. Tur\'an proved in 1950…
Large sample size brings the computation bottleneck for modern data analysis. Subsampling is one of efficient strategies to handle this problem. In previous studies, researchers make more fo- cus on subsampling with replacement (SSR) than…
We propose a new practical algorithm for computing the Feigenbaum constants {\alpha} and {\delta}, having significantly lower time and space complexity than previously used methods. The algorithm builds upon well-known linear algebra…
In the tensor completion problem, one seeks to estimate a low-rank tensor based on a random sample of revealed entries. In terms of the required sample size, earlier work revealed a large gap between estimation with unbounded computational…
We introduce tensor network contraction algorithms for counting satisfying assignments of constraint satisfaction problems (#CSPs). We represent each arbitrary #CSP formula as a tensor network, whose full contraction yields the number of…
We consider the problem of approximating the empirical Shannon entropy of a high-frequency data stream under the relaxed strict-turnstile model, when space limitations make exact computation infeasible. An equivalent measure of entropy is…
We consider minimizing a smooth and strongly convex objective function using a stochastic Newton method. At each iteration, the algorithm is given an oracle access to a stochastic estimate of the Hessian matrix. The oracle model includes…
Let $k\ge 1$ be an integer, and let $P= (f_1(x), \ldots, f_k(x) )$ be $k$ admissible linear polynomials over the integers, or \textit{the pattern}. We present two algorithms that find all integers $x$ where $\max{ \{f_i(x) \} } \le n$ and…
A wide variety of optimization techniques, both exact and heuristic, tend to be biased samplers. This means that when attempting to find multiple uncorrelated solutions of a degenerate Boolean optimization problem a subset of the solution…
Many problems in high-dimensional statistics appear to have a statistical-computational gap: a range of values of the signal-to-noise ratio where inference is information-theoretically possible, but (conjecturally) computationally…
We present quantum algorithms for solving two problems regarding stochastic processes. The first algorithm prepares the thermal Gibbs state of a quantum system and runs in time almost linear in $\sqrt{N \beta/{\cal Z}}$ and polynomial in…
We develop fast spectral algorithms for tensor decomposition that match the robustness guarantees of the best known polynomial-time algorithms for this problem based on the sum-of-squares (SOS) semidefinite programming hierarchy. Our…
The subset sum problem (SSP) can be briefly stated as: given a target integer $E$ and a set $A$ containing $n$ positive integer $a_j$, find a subset of $A$ summing to $E$. The \textit{density} $d$ of an SSP instance is defined by the ratio…
There are three ways to conceptualize entropy: entropy as an extensive thermodynamic quantity of physical systems (Clausius, Boltzmann, Gibbs), entropy as a measure for information production of ergodic sources (Shannon), and entropy as a…
These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensional inference problems. In short, the method posits that a…
For $x\ge y>1$ and $u:= \log x/\log y$, let $\Phi(x,y)$ denote the number of positive integers up to $x$ free of prime divisors less than or equal to $y$. In 1950 de Bruijn [1] studied the approximation of $\Phi(x,y)$ by the quantity…
Machine learning problems such as neural network training, tensor decomposition, and matrix factorization, require local minimization of a nonconvex function. This local minimization is challenged by the presence of saddle points, of which…