Related papers: Identifying Correlation in Stream of Samples
We consider the problem of finding anomalies in high-dimensional data using popular PCA based anomaly scores. The naive algorithms for computing these scores explicitly compute the PCA of the covariance matrix which uses space quadratic in…
Non-parametric two-sample tests based on energy distance or maximum mean discrepancy are widely used statistical tests for comparing multivariate data from two populations. While these tests enjoy desirable statistical properties, their…
We revisit the algorithmic problem of finding a triangle in a graph (\textsc{Triangle Detection}), and examine its relation to other problems such as \textsc{3Sum}, \textsc{Independent Set}, and \textsc{Graph Coloring}. We obtain several…
Recognizing subtle historical patterns is central to modeling and forecasting problems in time series analysis. Here we introduce and develop a new approach to quantify deviations in the underlying hidden generators of observed data…
Inspired by the quantum computing algorithms for Linear Algebra problems [HHL,TaShma] we study how the simulation on a classical computer of this type of "Phase Estimation algorithms" performs when we apply it to solve the Eigen-Problem of…
Uniform sampling is a highly efficient method for data summarization. However, its effectiveness in producing coresets for clustering problems is not yet well understood, primarily because it generally does not yield a strong coreset, which…
There is an especially strong need in modern large-scale data analysis to prioritize samples for manual inspection. For example, the inspection could target important mislabeled samples or key vulnerabilities exploitable by an adversarial…
Randomized algorithms, such as randomized sketching or stochastic optimization, are a promising approach to ease the computational burden in analyzing large datasets. However, randomized algorithms also produce non-deterministic outputs,…
We study the problem of high-dimensional linear regression in a robust model where an $\epsilon$-fraction of the samples can be adversarially corrupted. We focus on the fundamental setting where the covariates of the uncorrupted samples are…
We determine the computational complexity of approximately counting and sampling independent sets of a given size in bounded-degree graphs. That is, we identify a critical density $\alpha_c(\Delta)$ and provide (i) for $\alpha <…
We provide faster algorithms for approximately solving $\ell_{\infty}$ regression, a fundamental problem prevalent in both combinatorial and continuous optimization. In particular, we provide accelerated coordinate descent methods capable…
One approach to improving the running time of kernel-based machine learning methods is to build a small sketch of the input and use it in lieu of the full kernel matrix in the machine learning task of interest. Here, we describe a version…
This paper proposes methods for likelihood-based inference in multivariate linear regressions when the correlation matrix of the responses is separable; that is, it has a Kronecker product structure, but the variances are unrestricted. The…
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…
We study the problem of estimating the covariance matrix of a high-dimensional distribution when a small constant fraction of the samples can be arbitrarily corrupted. Recent work gave the first polynomial time algorithms for this problem…
Based on the random matrix model, we can build statistical models using massive datasets across the power grid, and employ hypothesis testing for anomaly detection. First, the aim of this paper is to make the first attempt to apply the…
We design a new, fast algorithm for agnostically learning univariate probability distributions whose densities are well approximated by piecewise polynomial functions. Let $f$ be the density function of an arbitrary univariate distribution,…
Sketching is a dimensionality reduction technique where one compresses a matrix by linear combinations that are chosen at random. A line of work has shown how to sketch the Hessian to speed up each iteration in a second order method, but…
We study the computational complexity of approximately computing the partition function of a spin system. Techniques based on standard counting-to-sampling reductions yield $\tilde{O}(n^2)$-time algorithms, where $n$ is the size of the…
We introduce Tiered Sampling, a novel technique for approximate counting sparse motifs in massive graphs whose edges are observed in a stream. Our technique requires only a single pass on the data and uses a memory of fixed size $M$, which…