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This paper focuses on the Wasserstein distributionally robust mean-lower semi-absolute deviation (DR-MLSAD) model, where the ambiguity set is a Wasserstein ball centered on the empirical distribution of the training sample. This model can…

Optimization and Control · Mathematics 2024-03-04 Weimi Zhou , Yong-Jin Liu

We study the problem of high-dimensional sparse mean estimation in the presence of an $\epsilon$-fraction of adversarial outliers. Prior work obtained sample and computationally efficient algorithms for this task for identity-covariance…

Data Structures and Algorithms · Computer Science 2024-07-08 Ilias Diakonikolas , Daniel M. Kane , Sushrut Karmalkar , Ankit Pensia , Thanasis Pittas

We show a new lower bound on the sample complexity of $(\varepsilon, \delta)$-differentially private algorithms that accurately answer statistical queries on high-dimensional databases. The novelty of our bound is that it depends optimally…

Data Structures and Algorithms · Computer Science 2015-01-27 Thomas Steinke , Jonathan Ullman

Finding the k-medianin a network involves identifying a subset of k vertices that minimize the total distance to all other vertices in a graph. This problem has been extensively studied in computer science, graph theory, operations…

Data Structures and Algorithms · Computer Science 2023-12-14 Roldan Pozo

For optimization on large-scale data, exactly calculating its solution may be computationally difficulty because of the large size of the data. In this paper we consider subsampled optimization for fast approximating the exact solution. In…

Machine Learning · Statistics 2018-04-11 Rong Zhu , Jiming Jiang

Data depth functions are a generalization of one-dimensional order statistics and medians to real spaces of dimension greater than one; in particular, a data depth function quantifies the centrality of a point with respect to a data set or…

Statistics Theory · Mathematics 2016-05-17 Michael Burr , Robert Fabrizio

Motivated by a sampling problem basic to computational statistical inference, we develop a nearly optimal algorithm for a fundamental problem in spectral graph theory and numerical analysis. Given an $n\times n$ SDDM matrix ${\bf…

Data Structures and Algorithms · Computer Science 2014-10-21 Dehua Cheng , Yu Cheng , Yan Liu , Richard Peng , Shang-Hua Teng

We consider the problem of estimating the number of distinct elements in a large data set (or, equivalently, the support size of the distribution induced by the data set) from a random sample of its elements. The problem occurs in many…

Machine Learning · Computer Science 2021-06-17 Talya Eden , Piotr Indyk , Shyam Narayanan , Ronitt Rubinfeld , Sandeep Silwal , Tal Wagner

The Median String Problem is W[1]-Hard under the Levenshtein distance, thus, approximation heuristics are used. Perturbation-based heuristics have been proved to be very competitive as regards the ratio approximation accuracy/convergence…

Data Structures and Algorithms · Computer Science 2020-03-05 Pedro Mirabal , José Abreu , Oscar Pedreira

We investigate the relation between $\delta$ and $\epsilon$ required for obtaining a $(1+\delta)$-approximation in time $N^{2-\epsilon}$ for closest pair problems under various distance metrics, and for other related problems in…

Data Structures and Algorithms · Computer Science 2023-11-03 Elie Abboud , Noga Ron-Zewi

Subsampled Newton methods approximate Hessian matrices through subsampling techniques, alleviating the cost of forming Hessian matrices but using sufficient curvature information. However, previous results require $\Omega (d)$ samples to…

Machine Learning · Statistics 2019-05-07 Xiang Li , Shusen Wang , Zhihua Zhang

We study the problem of differentially private linear regression where each data point is sampled from a fixed sub-Gaussian style distribution. We propose and analyze a one-pass mini-batch stochastic gradient descent method (DP-AMBSSGD)…

Machine Learning · Computer Science 2022-07-14 Prateek Varshney , Abhradeep Thakurta , Prateek Jain

We consider the following geometric optimization problem: find a convex polygon of maximum area contained in a given simple polygon $P$ with $n$ vertices. We give a randomized near-linear-time $(1-\varepsilon)$-approximation algorithm for…

Computational Geometry · Computer Science 2017-10-17 Sergio Cabello , Josef Cibulka , Jan Kynčl , Maria Saumell , Pavel Valtr

Local differential privacy (LDP) can provide each user with strong privacy guarantees under untrusted data curators while ensuring accurate statistics derived from privatized data. Due to its powerfulness, LDP has been widely adopted to…

Cryptography and Security · Computer Science 2019-06-06 Teng Wang , Jun Zhao , Xinyu Yang , Xuebin Ren

Learning from data in the presence of outliers is a fundamental problem in statistics. Until recently, no computationally efficient algorithms were known to compute the mean of a high dimensional distribution under natural assumptions in…

Data Structures and Algorithms · Computer Science 2021-01-22 Yeshwanth Cherapanamjeri , Sidhanth Mohanty , Morris Yau

We study the problem of privately estimating the parameters of $d$-dimensional Gaussian Mixture Models (GMMs) with $k$ components. For this, we develop a technique to reduce the problem to its non-private counterpart. This allows us to…

Machine Learning · Statistics 2023-06-09 Jamil Arbas , Hassan Ashtiani , Christopher Liaw

We design algorithms for fitting a high-dimensional statistical model to a large, sparse network without revealing sensitive information of individual members. Given a sparse input graph $G$, our algorithms output a…

Statistics Theory · Mathematics 2015-06-23 Christian Borgs , Jennifer T. Chayes , Adam Smith

We consider the problem of optimal recovery of an element $u$ of a Hilbert space $\mathcal{H}$ from $m$ measurements obtained through known linear functionals on $\mathcal{H}$. Problems of this type are well studied \cite{MRW} under an…

Numerical Analysis · Mathematics 2015-06-17 Peter Binev , Albert Cohen , Wolfgang Dahmen , Ronald DeVore , Guergana Petrova , Przemyslaw Wojtaszczyk

Clustering is a classic topic in optimization with $k$-means being one of the most fundamental such problems. In the absence of any restrictions on the input, the best known algorithm for $k$-means with a provable guarantee is a simple…

Data Structures and Algorithms · Computer Science 2017-04-11 Sara Ahmadian , Ashkan Norouzi-Fard , Ola Svensson , Justin Ward

Datasets are often reused to perform multiple statistical analyses in an adaptive way, in which each analysis may depend on the outcomes of previous analyses on the same dataset. Standard statistical guarantees do not account for these…

Machine Learning · Computer Science 2017-06-19 Vitaly Feldman , Thomas Steinke