Related papers: Finding a dense submatrix of a random matrix. Shar…
This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…
We study the densest subgraph problem and its NP-hard densest at-most-$k$ subgraph variant through the lens of learning-augmented algorithms. We show that, given a reasonably accurate predictor that estimates whether a node belongs to the…
A Gaussian elimination algorithm is presented that reveals the numerical rank of a matrix by yielding small entries in the Schur complement. The algorithm uses the maximum volume concept to find a square nonsingular submatrix of maximum…
We give a polynomial time approximation scheme (PTAS) for computing the supremum of a Gaussian process. That is, given a finite set of vectors $V\subseteq\mathbb{R}^d$, we compute a $(1+\varepsilon)$-factor approximation to $\mathop…
This paper studies a classic maximum entropy sampling problem (MESP), which aims to select the most informative principal submatrix of a prespecified size from a covariance matrix. MESP has been widely applied to many areas, including…
Finding dense subnetworks, with density based on edges or more complex structures, such as subgraphs or $k$-cliques, is a fundamental algorithmic problem with many applications. While the problem has been studied extensively in static…
The classical problem of maximizing a submodular function under a matroid constraint is considered. Defining a new measure for the increments made by the greedy algorithm at each step, called the discriminant, improved approximation ratio…
The problem of finding large average submatrices of a real-valued matrix arises in the exploratory analysis of data from a variety of disciplines, ranging from genomics to social sciences. In this paper we provide a detailed asymptotic…
In this paper we study the problem of discovering a timeline of events in a temporal network. We model events as dense subgraphs that occur within intervals of network activity. We formulate the event-discovery task as an optimization…
Motivated by problems in controlled experiments, we study the discrepancy of random matrices with continuous entries where the number of columns $n$ is much larger than the number of rows $m$. Our first result shows that if $\omega(1) = m =…
We study the fundamental problems of Gaussian mean estimation and linear regression with Gaussian covariates in the presence of Huber contamination. Our main contribution is the design of the first sample near-optimal and almost linear-time…
Dense subgraph discovery is an important graph-mining primitive with a variety of real-world applications. One of the most well-studied optimization problems for dense subgraph discovery is the densest subgraph problem, where given an…
Gaussian mixture filters for nonlinear systems usually rely on severe approximations when calculating mixtures in the prediction and filtering step. Thus, offline approximations of noise densities by Gaussian mixture densities to reduce the…
$\renewcommand{\Re}{\mathbb{R}}$ We develop a general randomized technique for solving "implic it" linear programming problems, where the collection of constraints are defined implicitly by an underlying ground set of elements. In many…
We study information-theoretic phase transitions for the detectability of latent geometry in bipartite random geometric graphs RGGs with Gaussian d-dimensional latent vectors while only a subset of edges carries latent information…
Recently developed particle flow algorithms provide an alternative to importance sampling for drawing particles from a posterior distribution, and a number of particle filters based on this principle have been proposed. Samples are drawn…
We introduce constrained Gaussian process (CGP), a Gaussian process model for random functions that allows easy placement of mathematical constrains (e.g., non-negativity, monotonicity, etc) on its sample functions. CGP comes with…
We study fast algorithms for computing fundamental properties of a positive semidefinite kernel matrix $K \in \mathbb{R}^{n \times n}$ corresponding to $n$ points $x_1,\ldots,x_n \in \mathbb{R}^d$. In particular, we consider estimating the…
Mixtures of experts have become an indispensable tool for flexible modelling in a supervised learning context, allowing not only the mean function but the entire density of the output to change with the inputs. Sparse Gaussian processes…
Randomized algorithms are overwhelming methods for low-rank approximation that can alleviate the computational expenditure with great reliability compared to deterministic algorithms. A crucial thought is generating a standard Gaussian…