相关论文: Streaming PCA: Matching Matrix Bernstein and Near-…

Recently years, the attempts on distilling mobile data into useful knowledge has been led to the deployment of machine learning algorithms at the network edge. Principal component analysis (PCA) is a classic technique for extracting the…

The growing size of modern data sets brings many challenges to the existing statistical estimation approaches, which calls for new distributed methodologies. This paper studies distributed estimation for a fundamental statistical machine…

In the current context of data explosion, online techniques that do not require storing all data in memory are indispensable to routinely perform tasks like principal component analysis (PCA). Recursive algorithms that update the PCA with…

Principal component analysis (PCA) is one of the most commonly used statistical procedures with a wide range of applications. This paper considers both minimax and adaptive estimation of the principal subspace in the high dimensional…

Principal component analysis (PCA) aims at estimating the direction of maximal variability of a high-dimensional dataset. A natural question is: does this task become easier, and estimation more accurate, when we exploit additional…

We introduce a variant of (sparse) PCA in which the set of feasible support sets is determined by a graph. In particular, we consider the following setting: given a directed acyclic graph $G$ on $p$ vertices corresponding to variables, the…

Finding dense subgraphs is a fundamental problem with applications to community detection, clustering, and data mining. Our work focuses on finding approximate densest subgraphs in directed graphs in computational models for processing…

Several important applications, such as streaming PCA and semidefinite programming, involve a large-scale positive-semidefinite (psd) matrix that is presented as a sequence of linear updates. Because of storage limitations, it may only be…

In this paper, we present an online adaptive PCA algorithm that is able to compute the full dimensional eigenspace per new time-step of sequential data. The algorithm is based on a one-step update rule that considers all second order…

We consider an online version of the robust Principle Component Analysis (PCA), which arises naturally in time-varying source separations such as video foreground-background separation. This paper proposes a compressive online robust PCA…

Piecewise Linear Approximation (PLA) is a well-established tool to reduce the size of the representation of time series by approximating the series by a sequence of line segments while keeping the error introduced by the approximation…

We present streaming algorithms for the graph $k$-matching problem in both the insert-only and dynamic models. Our algorithms, with space complexity matching the best upper bounds, have optimal or near-optimal update time, significantly…

In this paper, we study streaming algorithms that minimize the number of changes made to their internal state (i.e., memory contents). While the design of streaming algorithms typically focuses on minimizing space and update time, these…

In a streaming constraint satisfaction problem (streaming CSP), a $p$-pass algorithm receives the constraints of an instance sequentially, making $p$ passes over the input in a fixed order, with the goal of approximating the maximum…

In this paper, we study the problem of finding a maximum matching in the semi-streaming model when edges arrive in a random order. In the semi-streaming model, an algorithm receives a stream of edges and it is allowed to have a memory of…

We propose a stable version of Principal Component Analysis (PCA) in the general framework of a separable Hilbert space. It consists in interpreting the projection on the first eigenvectors as a step function applied to the spectrum of the…

We study the space complexity of solving the bias-regularized SVM problem in the streaming model. This is a classic supervised learning problem that has drawn lots of attention, including for developing fast algorithms for solving the…

Principal component analysis (PCA) is possibly one of the most widely used statistical tools to recover a low-rank structure of the data. In the high-dimensional settings, the leading eigenvector of the sample covariance can be nearly…

Principal component analysis (PCA) is a dimensionality reduction method in data analysis that involves diagonalizing the covariance matrix of the dataset. Recently, quantum algorithms have been formulated for PCA based on diagonalizing a…

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form…