Related papers: Sublinear-Time Algorithms for Diagonally Dominant …

We describe and analyze a simple algorithm for sampling from the solution $\mathbf{x}^* := \mathbf{A}^+\mathbf{b}$ to a linear system $\mathbf{A}\mathbf{x} = \mathbf{b}$. We assume access to a sampler which allows us to draw indices…

The explosive growth of time-series data, the scale of time-series data (TSD) suggests that the scale and capability of many Internet of Things (IoT)-based applications has already been exceeded. Moreover, redundancy persists in TSD due to…

We study the design of polylogarithmic depth algorithms for approximately solving packing and covering semidefinite programs (or positive SDPs for short). This is a natural SDP generalization of the well-studied positive LP problem.…

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…

This paper investigates two issues on identification of switched linear systems: persistence of excitation and numerical algorithms. The main contribution is a much weaker condition on the regressor to be persistently exciting that…

We establish a general theory of optimal strong error estimation for numerical approximations of a second-order parabolic stochastic partial differential equation with monotone drift driven by a multiplicative infinite-dimensional Wiener…

Many real-world problems can be formulated as geometric optimization problems in high dimensions, especially in the fields of machine learning and data mining. Moreover, we often need to take into account of outliers when optimizing the…

In the fully dynamic maximal matching problem, the goal is to maintain a maximal matching in a graph undergoing an online sequence of edge insertions and deletions. The problem has been studied extensively in the oblivious-adversary…

Deep learning methods achieve remarkable predictive performance in modeling complex, large-scale data. However, assessing the quality of derived models has become increasingly challenging, as more classical statistical assumptions may no…

We study the problem of detecting outlier pairs of strongly correlated variables among a collection of $n$ variables with otherwise weak pairwise correlations. After normalization, this task amounts to the geometric task where we are given…

In this paper we provide an $\tilde{O}(nd+d^{3})$ time randomized algorithm for solving linear programs with $d$ variables and $n$ constraints with high probability. To obtain this result we provide a robust, primal-dual…

We give a deterministic $O(hn^{1+1/h})$-time $(2h)$-approximation nonadaptive algorithm for $1$-median selection in $n$-point metric spaces, where $h\in\mathbb{Z}^+\setminus\{1\}$ is arbitrary. Our proof generalizes that of Chang.

We revisit the classic problem of estimating the degree distribution moments of an undirected graph. Consider an undirected graph $G=(V,E)$ with $n$ vertices, and define (for $s > 0$) $\mu_s = \frac{1}{n}\cdot\sum_{v \in V} d^s_v$. Our aim…

We present a sublinear query algorithm for outputting a near-optimal low-rank approximation to any positive semidefinite Toeplitz matrix $T \in \mathbb{R}^{d \times d}$. In particular, for any integer rank $k \leq d$ and $\epsilon,\delta >…

Finding the length of the longest increasing subsequence (LIS) is a classic algorithmic problem. Let $n$ denote the size of the array. Simple $O(n\log n)$ algorithms are known for this problem. We develop a polylogarithmic time randomized…

We study partial and budgeted versions of the well studied connected dominating set problem. In the partial connected dominating set problem, we are given an undirected graph G = (V,E) and an integer n', and the goal is to find a minimum…

Probabilistic programming languages can simplify the development of machine learning techniques, but only if inference is sufficiently scalable. Unfortunately, Bayesian parameter estimation for highly coupled models such as regressions and…

We investigate the approximation for computing the sum $a_1+...+a_n$ with an input of a list of nonnegative elements $a_1,..., a_n$. If all elements are in the range $[0,1]$, there is a randomized algorithm that can compute an…

Bellman's algorithm for Subset Sum is one of the earliest and simplest examples of dynamic programming, dating back to 1957. For a given set of $n$ integers $X$ and a target $t$, it computes the set of subset sums $\mathcal S(X, t)$ (i.e.,…

This paper proposes a semidefinite programming based method for estimating moments of a stochastic hybrid system (SHS). For polynomial SHSs -- which consist of polynomial continuous vector fields, reset maps, and transition intensities --…