Related papers: Remarks on the O(N) Implementation of the Fast Mar…
Naively storing a counter up to value $n$ would require $\Omega(\log n)$ bits of memory. Nelson and Yu [NY22], following work of [Morris78], showed that if the query answers need only be $(1+\epsilon)$-approximate with probability at least…
We describe an algorithm for arbitrary-precision computation of the elementary functions (exp, log, sin, atan, etc.) which, after a cheap precomputation, gives roughly a factor-two speedup over previous state-of-the-art algorithms at…
Efficient computation of the optimal transport distance between two distributions serves as an algorithm subroutine that empowers various applications. This paper develops a scalable first-order optimization-based method that computes…
Classically, a mainstream approach for solving a convex-concave min-max problem is to instead solve the variational inequality problem arising from its first-order optimality conditions. Is it possible to solve min-max problems faster by…
Large classes of materials systems in physics and engineering are governed by magnetic and electrostatic interactions. Continuum or mesoscale descriptions of such systems can be cast in terms of integral equations, whose direct…
We establish improved complexity estimates of quantum algorithms for linear dissipative ordinary differential equations (ODEs) and show that the time dependence can be fast-forwarded to be sub-linear. Specifically, we show that a quantum…
Stochastic approximation is a foundation for many algorithms found in machine learning and optimization. It is in general slow to converge: the mean square error vanishes as $O(n^{-1})$. A deterministic counterpart known as quasi-stochastic…
We consider the problem of computing the k-sparse approximation to the discrete Fourier transform of an n-dimensional signal. We show: * An O(k log n)-time randomized algorithm for the case where the input signal has at most k non-zero…
While the matrix completion problem has attracted considerable attention over the decades, few works address the nonignorable missing issue and all have their limitations. In this article, we propose a nuclear norm regularized row- and…
We consider fast algorithms for monotone submodular maximization subject to a matroid constraint. We assume that the matroid is given as input in an explicit form, and the goal is to obtain the best possible running times for important…
We consider \textit{anytime} linear prediction in the common machine learning setting, where features are in groups that have costs. We achieve anytime (or interruptible) predictions by sequencing the computation of feature groups and…
The computation of determinants plays a central role in diagrammatic Monte Carlo algorithms for strongly correlated systems. The evaluation of large numbers of determinants can often be the limiting computational factor determining the…
In this paper we study the adaptivity of submodular maximization. Adaptivity quantifies the number of sequential rounds that an algorithm makes when function evaluations can be executed in parallel. Adaptivity is a fundamental concept that…
All known algorithms for the Fr\'echet distance between curves proceed in two steps: first, they construct an efficient oracle for the decision version; second, they use this oracle to find the optimum from a finite set of critical values.…
Time series are ubiquitous in domains ranging from medicine to marketing and finance. Frequent Pattern Mining (FPM) from a time series has thus received much attention. Recently, it has been studied under the order-preserving (OP) matching…
Fractional Gaussian noise (fGn) is a stationary time series model with long memory properties applied in various fields like econometrics, hydrology and climatology. The computational cost in fitting an fGn model of length $n$ using a…
The Fast Multipole Method (FMM) provides a highly efficient computational tool for solving constant coefficient partial differential equations (e.g. the Poisson equation) on infinite domains. The solution to such an equation is given as the…
This paper develops an efficient algorithm for computing the Euclidean projection onto the top-k-sum constraint, a key operation in financial risk management and matrix optimization problems. Existing projection methods rely on sorting and…
Motivated by the fact that the gradient-based optimization algorithms can be studied from the perspective of limiting ordinary differential equations (ODEs), here we derive an ODE representation of the accelerated triple momentum (TM)…
Permutation patterns and pattern avoidance have been intensively studied in combinatorics and computer science, going back at least to the seminal work of Knuth on stack-sorting (1968). Perhaps the most natural algorithmic question in this…