相关论文: Estimation of Shortest Path Covariance Matrices
In this article we consider the graph alignment problem from the perspective of high-dimensional statistics: we aim to estimate an unknown permutation $\pi^*$ from the observation of two correlated random adjacency matrices $A_1$, $A_2$. We…
We study the worst-case communication complexity of distributed algorithms computing a path problem based on stationary distributions of random walks in a network $G$ with the caveat that $G$ is also the communication network. The problem…
In covariance matrix estimation, one of the challenges lies in finding a suitable model and an efficient estimation method. Two commonly used modelling approaches in the literature involve imposing linear restrictions on the covariance…
In this paper, we derive nearly tight probabilistic norm bounds for a class of random matrices we call graph matrices. While the classical case of symmetric matrices with independent random entries (Wigner's matrices) is a special case, in…
There is a great need for robust techniques in data mining and machine learning contexts where many standard techniques such as principal component analysis and linear discriminant analysis are inherently susceptible to outliers.…
There have lately been several suggestions for parametrized distances on a graph that generalize the shortest path distance and the commute time or resistance distance. The need for developing such distances has risen from the observation…
Spreading according to simple rules (e.g. of fire or diseases), and shortest-path distances are studied on d-dimensional systems with a small density p per site of long-range connections (``Small-World'' lattices). The volume V(t) covered…
Covariance matrix estimation is a fundamental statistical task in many applications, but the sample covariance matrix is sub-optimal when the sample size is comparable to or less than the number of features. Such high-dimensional settings…
For the first time proposed: a method for representing the projections of a graph in computer memory and a description based on it of a quick search for shortest paths in unweighted dynamic graphs. The spatial complexity of the projection…
We study estimation of the covariance matrix under relative condition number loss $\kappa(\Sigma^{-1/2} \hat{\Sigma} \Sigma^{-1/2})$, where $\kappa(\Delta)$ is the condition number of matrix $\Delta$, and $\hat{\Sigma}$ and $\Sigma$ are the…
We study the problem of computing approximate minimum edge cuts by distributed algorithms. We use a standard synchronous message passing model where in each round, $O(\log n)$ bits can be transmitted over each edge (a.k.a. the CONGEST…
This paper introduces a new data-driven methodology for estimating sparse covariance matrices of the random coefficients in logit mixture models. Researchers typically specify covariance matrices in logit mixture models under one of two…
Given an implicit $n\times n$ matrix $A$ with oracle access $x^TA x$ for any $x\in \mathbb{R}^n$, we study the query complexity of randomized algorithms for estimating the trace of the matrix. This problem has many applications in quantum…
In addition to the commonly analyzed measures of location, dispersion measurements such as variance and correlation provide many valuable information. Consequently, they play a crucial role in multivariate statistics, which leads to tests…
We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an…
We consider the problem of computing shortest paths in weighted unit-disk graphs in constant dimension $d$. Although the single-source and all-pairs variants of this problem are well-studied in the plane case, no non-trivial exact distance…
For a tall $n\times d$ matrix $A$ and a random $m\times n$ sketching matrix $S$, the sketched estimate of the inverse covariance matrix $(A^\top A)^{-1}$ is typically biased: $E[(\tilde A^\top\tilde A)^{-1}]\ne(A^\top A)^{-1}$, where…
Evanescent random fields arise as a component of the 2-D Wold decomposition of homogenous random fields. Besides their theoretical importance, evanescent random fields have a number of practical applications, such as in modeling the…
Shortest paths problems are subject to extensive studies in classic distributed models such as the CONGEST or Congested Clique. These models dictate how nodes may communicate in order to determine shortest paths in a distributed input…
The Constraint Shortest Path (CSP) problem is as follows. An $n$-vertex graph is given, each edge/arc assigned two weights. Let us call them "cost" and "length" for definiteness. Finding a min-cost upper-bounded length path between a given…