相关论文: Estimation of Shortest Path Covariance Matrices

In this paper we study the time complexity of the single-source reachability problem and the single-source shortest path problem for directed unweighted graphs in the Broadcast CONGEST model. We focus on the case where the diameter $D$ of…

We propose a novel estimation approach for the covariance matrix based on the $l_1$-regularized approximate factor model. Our sparse approximate factor (SAF) covariance estimator allows for the existence of weak factors and hence relaxes…

Solving optimization problems leads to elegant and practical solutions in a wide variety of real-world applications. In many of those real-world applications, some of the information required to specify the relevant optimization problem is…

An algorithm observes the trajectories of random walks over an unknown graph $G$, starting from the same vertex $x$, as well as the degrees along the trajectories. For all finite connected graphs, one can estimate the number of edges $m$ up…

This work considers Maximum Likelihood Estimation (MLE) of a Toeplitz structured covariance matrix. In this regard, an equivalent reformulation of the MLE problem is introduced and two iterative algorithms are proposed for the optimization…

We design a new distribution over $\poly(r \eps^{-1}) \times n$ matrices $S$ so that for any fixed $n \times d$ matrix $A$ of rank $r$, with probability at least 9/10, $\norm{SAx}_2 = (1 \pm \eps)\norm{Ax}_2$ simultaneously for all $x \in…

Repeated measurements are common in many fields, where random variables are observed repeatedly across different subjects. Such data have an underlying hierarchical structure, and it is of interest to learn covariance/correlation at…

In this paper we present an analytic study of sampled networks in the case of some important shortest-path sampling models. We present analytic formulas for the probability of edge discovery in the case of an evolving and a static network…

We propose a general procedure for estimating the variance-covariance matrix of two-step estimates of structural parameters in latent variable models. The method is partially simulation-based, in that it includes drawing simulated values of…

Quantifying the contributions, or weights, of comparisons or single studies to the estimates in a network meta-analysis (NMA) is an active area of research. We extend this to the contributions of paths to NMA estimates. We present a general…

Consider an undirected weighted graph $G = (V,E,w)$. We study the problem of computing $(1+\epsilon)$-approximate shortest paths for $S \times V$, for a subset $S \subseteq V$ of $|S| = n^r$ sources, for some $0 < r \le 1$. We devise a…

Graph topology identification (GTI) is a central challenge in networked systems, where the underlying structure is often hidden, yet nodal data are available. Conventional solutions to address these challenges rely on probabilistic models…

We consider the problem of computing all pairs shortest paths (APSP) and shortest paths for k sources in a weighted graph in the distributed CONGEST model. For graphs with non-negative integer edge weights (including zero weights) we build…

This article is an extended version of previous work of the authors [40, 41] on low-rank matrix estimation in the presence of constraints on the factors into which the matrix is factorized. Low-rank matrix factorization is one of the basic…

In this work we consider the problem of estimating a high-dimensional $p \times p$ covariance matrix $\Sigma$, given $n$ observations of confounded data with covariance $\Sigma + \Gamma \Gamma^T$, where $\Gamma$ is an unknown $p \times q$…

In distributed systems, communication is a major concern due to issues such as its vulnerability or efficiency. In this paper, we are interested in estimating sparse inverse covariance matrices when samples are distributed into different…

We derive Concentration of Measure (CoM) inequalities for randomized Toeplitz matrices. These inequalities show that the norm of a high-dimensional signal mapped by a Toeplitz matrix to a low-dimensional space concentrates around its mean…

Understanding the singular value spectrum of a matrix $A \in \mathbb{R}^{n \times n}$ is a fundamental task in countless applications. In matrix multiplication time, it is possible to perform a full SVD and directly compute the singular…

We consider the extreme eigenvalues of the sample covariance matrix $Q=YY^*$ under the generalized elliptical model that $Y=\Sigma^{1/2}XD.$ Here $\Sigma$ is a bounded $p \times p$ positive definite deterministic matrix representing the…

We seek to improve estimates of the power spectrum covariance matrix from a limited number of simulations by employing a novel statistical technique known as shrinkage estimation. The shrinkage technique optimally combines an empirical…