Related papers: On Sketching Trimmed Statistics
We propose $\mathtt{PrivHP}$, a lightweight synthetic data generator with \textit{differential privacy} guarantees. $\mathtt{PrivHP}$ uses a novel hierarchical decomposition that approximates the input's cumulative distribution function…
We consider the following oblivious sketching problem: given $\epsilon \in (0,1/3)$ and $n \geq d/\epsilon^2$, design a distribution $\mathcal{D}$ over $\mathbb{R}^{k \times nd}$ and a function $f: \mathbb{R}^k \times \mathbb{R}^{nd}…
The Max-Cut problem is known to be NP-hard on general graphs, while it can be solved in polynomial time on planar graphs. In this paper, we present a fixed-parameter tractable algorithm for the problem on `almost' planar graphs: Given an…
Balanced partitioning is often a crucial first step in solving large-scale graph optimization problems, e.g., in some cases, a big graph can be chopped into pieces that fit on one machine to be processed independently before stitching the…
Pattern counting in graphs is fundamental to network science tasks, and there are many scalable methods for approximating counts of small patterns, often called motifs, in large graphs. However, modern graph datasets now contain richer…
Despite being a key bottleneck in many machine learning tasks, the cost of solving large linear systems has proven challenging to quantify due to problem-dependent quantities such as condition numbers. To tackle this, we consider a…
The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…
We describe a new algorithm and R package for peak detection in genomic data sets using constrained changepoint algorithms. These detect changes from background to peak regions by imposing the constraint that the mean should alternately…
A commonly used paradigm for representing graphs is to use a vector that contains normalized frequencies of occurrence of certain motifs or sub-graphs. This vector representation can be used in a variety of applications, such as, for…
The $k$-segmentation of a video stream is used to partition it into $k$ piecewise-linear segments, so that each linear segment has a meaningful interpretation. Such segmentation may be used to summarize large videos using a small set of…
In sketched clustering, a dataset of $T$ samples is first sketched down to a vector of modest size, from which the centroids are subsequently extracted. Advantages include i) reduced storage complexity and ii) centroid extraction complexity…
We consider feature selection for applications in machine learning where the dimensionality of the data is so large that it exceeds the working memory of the (local) computing machine. Unfortunately, current large-scale sketching algorithms…
In the \emph{$k$-Diameter-Optimally Augmenting Tree Problem} we are given a tree $T$ of $n$ vertices as input. The tree is embedded in an unknown \emph{metric} space and we have unlimited access to an oracle that, given two distinct…
The $k$-cut problem asks, given a connected graph $G$ and a positive integer $k$, to find a minimum-weight set of edges whose removal splits $G$ into $k$ connected components. We give the first polynomial-time algorithm with approximation…
Stream monitoring is fundamental in many data stream applications, such as financial data trackers, security, anomaly detection, and load balancing. In that respect, quantiles are of particular interest, as they often capture the user's…
Sketch-and-project is a framework which unifies many known iterative methods for solving linear systems and their variants, as well as further extensions to non-linear optimization problems. It includes popular methods such as randomized…
We consider the problem of sketching set valuation functions, defined as the expectation of a valuation function applied to independent random item values. For valuation functions that are monotone and either subadditive or submodular, and…
Given a multiset of $n$ items from $\mathcal{D}$, the \emph{profile reconstruction} problem is to estimate, for $t = 0, 1, \dots, n$, the fraction $\vec{f}[t]$ of items in $\mathcal{D}$ that appear exactly $t$ times. We consider…
This paper shows how to carry out efficient asymptotic variance reduction when estimating volatility in the presence of stochastic volatility and microstructure noise with the realized kernels (RK) from [Barndorff-Nielsen et al., 2008] and…
We provide efficient algorithms for overconstrained linear regression problems with size $n \times d$ when the loss function is a symmetric norm (a norm invariant under sign-flips and coordinate-permutations). An important class of…