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We present on-line algorithms for computing approximations of rank-based statistics that give high accuracy, particularly near the tails of a distribution, with very small sketches. Notably, the method allows a quantile $q$ to be computed…

Computation · Statistics 2019-02-12 Ted Dunning , Otmar Ertl

Linear subspace models are pervasive in computational sciences and particularly used for large datasets which are often incomplete due to privacy issues or sampling constraints. Therefore, a critical problem is developing an efficient…

Information Theory · Computer Science 2018-05-23 Armin Eftekhari , Gregory Ongie , Laura Balzano , Michael B. Wakin

Empirical copula functions can be used to model the dependence structure of multivariate data. The Greenwald and Khanna algorithm is adapted in order to provide a space-memory efficient approximation to the empirical copula function of a…

Computation · Statistics 2019-01-23 Alastair Gregory

The over-parameterized models attract much attention in the era of data science and deep learning. It is empirically observed that although these models, e.g. deep neural networks, over-fit the training data, they can still achieve small…

Machine Learning · Statistics 2019-09-27 Yue Xing , Qifan Song , Guang Cheng

Given $n$ elements, an integer $k$ and a parameter $\varepsilon$, we study to select an element with rank in $(k-n\varepsilon,k+n\varepsilon]$ using unreliable comparisons where the outcome of each comparison is incorrect independently with…

Data Structures and Algorithms · Computer Science 2022-05-04 Shengyu Huang , Chih-Hung Liu , Daniel Rutschman

In a streaming constraint satisfaction problem (streaming CSP), a $p$-pass algorithm receives the constraints of an instance sequentially, making $p$ passes over the input in a fixed order, with the goal of approximating the maximum…

Computational Complexity · Computer Science 2026-04-06 Yumou Fei , Dor Minzer , Shuo Wang

Motivated by a concrete problem and with the goal of understanding the sense in which the complexity of streaming algorithms is related to the complexity of formal languages, we investigate the problem Dyck(s) of checking matching…

Data Structures and Algorithms · Computer Science 2009-11-18 F. Magniez , C. Mathieu , A. Nayak

Parameterized complexity attempts to give a more fine-grained analysis of the complexity of problems: instead of measuring the running time as a function of only the input size, we analyze the running time with respect to additional…

Data Structures and Algorithms · Computer Science 2019-11-22 Rajesh Chitnis , Graham Cormode

Many streaming algorithms provide only a high-probability relative approximation. These two relaxations, of allowing approximation and randomization, seem necessary -- for many streaming problems, both relaxations must be employed…

Data Structures and Algorithms · Computer Science 2023-05-16 Vladimir Braverman , Robert Krauthgamer , Aditya Krishnan , Shay Sapir

The distinct elements problem is one of the fundamental problems in streaming algorithms --- given a stream of integers in the range $\{1,\ldots,n\}$, we wish to provide a $(1+\varepsilon)$ approximation to the number of distinct elements…

Data Structures and Algorithms · Computer Science 2019-01-07 Jarosław Błasiok

The need to estimate a particular quantile of a distribution is an important problem which frequently arises in many computer vision and signal processing applications. For example, our work was motivated by the requirements of many…

Data Structures and Algorithms · Computer Science 2014-11-11 Ognjen Arandjelovic , Duc-Son Pham , Svetha Venkatesh

Sampling of signals belonging to a low-dimensional subspace has well-documented merits for dimensionality reduction, limited memory storage, and online processing of streaming network data. When the subspace is known, these signals can be…

Information Theory · Computer Science 2019-11-26 Fernando Gama , Antonio G. Marques , Gonzalo Mateos , Alejandro Ribeiro

We establish a continuous-time framework for analyzing Deep Q-Networks (DQNs) via stochastic control and Forward-Backward Stochastic Differential Equations (FBSDEs). Considering a continuous-time Markov Decision Process (MDP) driven by a…

Machine Learning · Computer Science 2025-05-06 Qian Qi

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

We give the first L_1-sketching algorithm for integer vectors which produces nearly optimal sized sketches in nearly linear time. This answers the first open problem in the list of open problems from the 2006 IITK Workshop on Algorithms for…

Data Structures and Algorithms · Computer Science 2009-04-15 Jelani Nelson , David P. Woodruff

Stimulated by practical applications arising from viral marketing. This paper investigates a novel Budgeted $k$-Submodular Maximization problem defined as follows: Given a finite set $V$, a budget $B$ and a $k$-submodular function $f:…

Data Structures and Algorithms · Computer Science 2021-10-25 Canh V. Pham , Quang C. Vu , Dung K. T. Ha , Tai T. Nguyen

Recently, considerable efforts have been devoted to approximately computing the global and local (i.e., incident to each node) triangle counts of a large graph stream represented as a sequence of edges. Existing approximate triangle…

Data Structures and Algorithms · Computer Science 2018-11-27 Pinghui Wang , Peng Jia , Yiyan Qi , Yu Sun , Jing Tao , Xiaohong Guan

Uncertainty quantification is an important task in machine learning - a task in which standardneural networks (NNs) have traditionally not excelled. This can be a limitation for safety-critical applications, where uncertainty-aware methods…

Machine Learning · Computer Science 2024-01-05 Felix Fiedler , Sergio Lucia

Sketching algorithms have recently proven to be a powerful approach both for designing low-space streaming algorithms as well as fast polynomial time approximation schemes (PTAS). In this work, we develop new techniques to extend the…

Data Structures and Algorithms · Computer Science 2023-10-31 Gregory Dexter , Petros Drineas , David P. Woodruff , Taisuke Yasuda

In this paper, we study the problem of approximate containment similarity search. Given two records Q and X, the containment similarity between Q and X with respect to Q is |Q intersect X|/ |Q|. Given a query record Q and a set of records…

Information Retrieval · Computer Science 2018-09-05 Yang Yang , Ying Zhang , Wenjie Zhang , Zengfeng Huang