Related papers: Improved identification of breakpoints in piecewis…
A simple greedy refinement procedure for the generation of data-adapted triangulations is proposed and studied. Given a function of two variables, the algorithm produces a hierarchy of triangulations and piecewise polynomial approximations…
In this paper we consider the binary transfer learning problem, focusing on how to select and combine sources from a large pool to yield a good performance on a target task. Constraining our scenario to real world, we do not assume the…
The taxing computational effort that is involved in solving some high-dimensional statistical problems, in particular problems involving non-convex optimization, has popularized the development and analysis of algorithms that run…
The approximation of a discrete probability distribution $\mathbf{t}$ by an $M$-type distribution $\mathbf{p}$ is considered. The approximation error is measured by the informational divergence $\mathbb{D}(\mathbf{t}\Vert\mathbf{p})$, which…
We study the problem of how to breakup many point sets in $\mathbb{R}^d$ into smaller parts using a few splitting (shared) hyperplanes. This problem is related to the classical Ham-Sandwich Theorem. We provide a logarithmic approximation to…
In decision modelling with time to event data, parametric models are often used to extrapolate the survivor function. One such model is the piecewise exponential model whereby the hazard function is partitioned into segments, with the…
We study the fundamental problem of fixed design {\em multidimensional segmented regression}: Given noisy samples from a function $f$, promised to be piecewise linear on an unknown set of $k$ rectangles, we want to recover $f$ up to a…
Learning of low-rank matrices is fundamental to many machine learning applications. A state-of-the-art algorithm is the rank-one matrix pursuit (R1MP). However, it can only be used in matrix completion problems with the square loss. In this…
We study adaptive greedy algorithms for the problems of stochastic set cover with perfect and imperfect coverages. In stochastic set cover with perfect coverage, we are given a set of items and a ground set B. Evaluating an item reveals its…
We introduce a measure of {\em greedy connectivity} for geographical networks (graphs embedded in space) and where the search for connecting paths relies only on local information, such as a node's location and that of its neighbors.…
We study the fundamental problem of selecting optimal features for model construction. This problem is computationally challenging on large datasets, even with the use of greedy algorithm variants. To address this challenge, we extend the…
We consider the problem of diagnosing faults in a system represented by a Bayesian network, where diagnosis corresponds to recovering the most likely state of unobserved nodes given the outcomes of tests (observed nodes). Finding an optimal…
Machine learning methods can detect complex relationships between variables, but usually do not exploit domain knowledge. This is a limitation because in many scientific disciplines, such as systems biology, domain knowledge is available in…
We consider parametrized linear-quadratic optimal control problems and provide their online-efficient solutions by combining greedy reduced basis methods and machine learning algorithms. To this end, we first extend the greedy control…
Recent results in homotopy and solution paths demonstrate that certain well-designed greedy algorithms, with a range of values of the algorithmic parameter, can provide solution paths to a sequence of convex optimization problems. On the…
Online bipartite matching with edge arrivals remained a major open question for a long time until a recent negative result by [Gamlath et al. FOCS 2019], who showed that no online policy is better than the straightforward greedy algorithm,…
In this paper a greedy algorithm to detect conflict cliques in interval graphs and circular-arc graphs is analyzed. In a graph, a stable set requires that at most one vertex is chosen for each edge. It is equivalent to requiring that at…
We consider the offline change point detection and localization problem in the context of piecewise stationary networks, where the observable is a finite sequence of networks. We develop algorithms involving some suitably modified CUSUM…
In this article, we present two new greedy algorithms for the computation of the lowest eigenvalue (and an associated eigenvector) of a high-dimensional eigenvalue problem, and prove some convergence results for these algorithms and their…
This work focuses on the estimation of multiple change-points in a time-varying Ising model that evolves piece-wise constantly. The aim is to identify both the moments at which significant changes occur in the Ising model, as well as the…