Related papers: Optimal One-pass Nonparametric Estimation Under Me…
Conditional simulation is a fundamental task in statistical modeling: Generate samples from the conditionals given finitely many data points from a joint distribution. One promising approach is to construct conditional Brenier maps, where…
In this thesis, we explore streaming algorithms for approximating constraint satisfaction problems (CSPs). The setup is roughly the following: A computer has limited memory space, sees a long "stream" of local constraints on a set of…
Submodular maximization is one of the central topics in combinatorial optimization. It has found numerous applications in the real world. Streaming algorithms for submodule maximization have gained attention in recent years, allowing for…
Neuromorphic or neurally-inspired optimizers rely on local but parallel parameter updates to solve problems that range from quadratic programming to Ising machines. An ideal realization of such an optimizer not only uses a compute-in-memory…
We consider the problem of precision matrix estimation where, due to extraneous confounding of the underlying precision matrix, the data are independent but not identically distributed. While such confounding occurs in many scientific…
We consider the problem of estimating the value of MAX-CUT in a graph in the streaming model of computation. At one extreme, there is a trivial $2$-approximation for this problem that uses only $O(\log n)$ space, namely, count the number of…
Recent progress in (semi-)streaming algorithms for monotone submodular function maximization has led to tight results for a simple cardinality constraint. However, current techniques fail to give a similar understanding for natural…
In this paper, we study the problem of mean estimation under 1-bit communication constraints. We propose a novel adaptive mean estimator based solely on randomized threshold queries, where each 1-bit outcome indicates whether a given sample…
We propose two one-pass streaming algorithms for the $\mathcal{NP}$-hard hypergraph matching problem. The first algorithm stores a small subset of potential matching edges in a stack using dual variables to select edges. It has an…
We investigate the sample-memory-pass trade-offs for pure exploration in multi-pass streaming multi-armed bandits (MABs) with the *a priori* knowledge of the optimality gap $\Delta_{[2]}$. Here, and throughout, the optimality gap…
We study the maximum weight matching problem in the semi-streaming model, and improve on the currently best one-pass algorithm due to Zelke (Proc. of STACS2008, pages 669-680) by devising a deterministic approach whose performance guarantee…
We study the problem of estimating an unknown parameter in a distributed and online manner. Existing work on distributed online learning typically either focuses on asymptotic analysis, or provides bounds on regret. However, these results…
The paper deals with the nonparametric estimation problem at a given fixed point for an autoregressive model with unknown distributed noise. Kernel estimate modifications are proposed. Asymptotic minimax and efficiency properties for…
Minimax distance measure extracts the underlying patterns and manifolds in an unsupervised manner. The existing methods require a quadratic memory with respect to the number of objects. In this paper, we investigate efficient sampling…
Outliers widely occur in big-data applications and may severely affect statistical estimation and inference. In this paper, a framework of outlier-resistant estimation is introduced to robustify an arbitrarily given loss function. It has a…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
Motivated by the task of hyperparameter optimization, we introduce the non-stochastic best-arm identification problem. Within the multi-armed bandit literature, the cumulative regret objective enjoys algorithms and analyses for both the…
We study the problem of minimizing gap-dependent regret for single-pass streaming stochastic multi-armed bandits (MAB). In this problem, the $n$ arms are present in a stream, and at most $m<n$ arms and their statistics can be stored in the…
Regret minimization in streaming multi-armed bandits (MABs) has been studied extensively in recent years. In the single-pass setting with $K$ arms and $T$ trials, a regret lower bound of $\Omega(T^{2/3})$ has been proved for any algorithm…
When the response mechanism is believed to be not missing at random (NMAR), a valid analysis requires stronger assumptions on the response mechanism than standard statistical methods would otherwise require. Semiparametric estimators have…