Related papers: Optimal bounds for $\ell_p$ sensitivity sampling v…
A classical result of Steinitz from 1913 \cite{Ste13}, answering an earlier question of Riemann and L\'evy (e.g., \cite{Lev05}), states that for any norm $\|\cdot\|$ in $\mathbb{R}^d$ and any set of vectors $v_1, \cdots, v_n \in \R^d$…
We show that convex-concave Lipschitz stochastic saddle point problems (also known as stochastic minimax optimization) can be solved under the constraint of $(\epsilon,\delta)$-differential privacy with \emph{strong (primal-dual) gap} rate…
We propose an inexact proximal augmented Lagrangian framework with explicit inner problem termination rule for composite convex optimization problems. We consider arbitrary linearly convergent inner solver including in particular stochastic…
We approximate the solution to some linear and degenerate quasi-linear problem involving a linear elliptic operator (like the semi-discrete in time implicit Euler approximation of Richards and Stefan equations) with measure right-hand side…
Given a sequence of Marcinkiewicz-Zygmund inequalities in $L_2$ on a compact space, Gr\"ochenig in \cite{G} discussed weighted least squares approximation and least squares quadrature. Inspired by this work, for all $1\le p\le\infty$, we…
Most current sampling algorithms for high-dimensional distributions are based on MCMC techniques and are approximate in the sense that they are valid only asymptotically. Rejection sampling, on the other hand, produces valid samples, but is…
In this work, we develop new insights into the fundamental problem of convexity testing of real-valued functions over the domain $[n]$. Specifically, we present a nonadaptive algorithm that, given inputs $\eps \in (0,1), s \in \mathbb{N}$,…
There is an intimate connection between numerical upscaling of multiscale PDEs and scattered data approximation of heterogeneous functions: the coarse variables selected for deriving an upscaled equation (in the former) correspond to the…
Sensitivity and specificity evaluated at an optimal diagnostic cut-off are fundamental measures of classification accuracy when continuous biomarkers are used for disease diagnosis. Joint inference for these quantities is challenging…
We improve upon previous oblivious sketching and turnstile streaming results for $\ell_1$ and logistic regression, giving a much smaller sketching dimension achieving $O(1)$-approximation and yielding an efficient optimization problem in…
We study the sample complexity of learning an $\varepsilon$-optimal policy in an average-reward Markov decision process (MDP) under a generative model. For weakly communicating MDPs, we establish the complexity bound…
The main contribution of the paper is a new approach to subspace clustering that is significantly more computationally efficient and scalable than existing state-of-the-art methods. The central idea is to modify the regression technique in…
We investigate the minimal error in approximating a general probability measure $\mu$ on $\mathbb{R}^d$ by the uniform measure on a finite set with prescribed cardinality $n$. The error is measured in the $p$-Wasserstein distance. In…
We propose a fast proximal Newton-type algorithm for minimizing regularized finite sums that returns an $\epsilon$-suboptimal point in $\tilde{\mathcal{O}}(d(n + \sqrt{\kappa d})\log(\frac{1}{\epsilon}))$ FLOPS, where $n$ is number of…
We provide sharp lower and upper bounds for the Gelfand widths of $\ell_p$-balls in the $N$-dimensional $\ell_q^N$-space for $0<p\leq 1$ and $p<q \leq 2$. Such estimates are highly relevant to the novel theory of compressive sensing, and…
Worst-case optimal join algorithms have so far been studied in two broad contexts -- $(1)$ when we are given input relation sizes [Atserias et al., FOCS 2008, Ngo et al., PODS 2012, Velduizhen et. al, ICDT 2014] $(2)$ when in addition to…
Estimating the parameters of ordinary differential equations (ODEs) is of fundamental importance in many scientific applications. While ODEs are typically approximated with deterministic algorithms, new research on probabilistic solvers…
Coresets are arguably the most popular compression paradigm for center-based clustering objectives such as $k$-means. Given a point set $P$, a coreset $\Omega$ is a small, weighted summary that preserves the cost of all candidate solutions…
As often emerges in various basic quantum properties such as R\'enyi and Tsallis entropies, the trace of quantum state powers $\text{tr}(\rho^q)$ has attracted a lot of attention. The recent work of Liu and Wang (SODA 2025) showed that,…
We study approximation of the embedding $\ell_p^m \rightarrow \ell_{\infty}^m$, $1 \leq p \leq 2$, based on randomized adaptive algorithms that use arbitrary linear functionals as information on a problem instance. We show upper bounds for…