We describe our work in the collection and analysis of massive data describing the connections between participants to online social networks. Alternative approaches to social network data collection are defined and evaluated in practice, against the popular Facebook Web site. Thanks to our ad-hoc, privacy-compliant crawlers, two large samples, comprising millions of connections, have been collected; the data is anonymous and organized as an undirected graph. We describe a set of tools that we developed to analyze specific properties of such social-network graphs, i.e., among others, degree distribution, centrality measures, scaling laws and distribution of friendship.
In this paper we describe in details several results, some of them already presented in a preliminary work @cite_14 based on a significantly smaller sample acquired with a naive technique.
@cite_14
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In this paper, we study the problem of sampling from a given probability density function that is known to be smooth and strongly log-concave. We analyze several methods of approximate sampling based on discretizations of the (highly overdamped) Langevin diffusion and establish guarantees on its error measured in the Wasserstein-2 distance. Our guarantees improve or extend the state-of-the-art results in three directions. First, we provide an upper bound on the error of the first-order Langevin Monte Carlo (LMC) algorithm with optimized varying step-size. This result has the advantage of being horizon free (we do not need to know in advance the target precision) and to improve by a logarithmic factor the corresponding result for the constant step-size. Second, we study the case where accurate evaluations of the gradient of the log-density are unavailable, but one can have access to approximations of the aforementioned gradient. In such a situation, we consider both deterministic and stochastic approximations of the gradient and provide an upper bound on the sampling error of the first-order LMC that quantifies the impact of the gradient evaluation inaccuracies. Third, we establish upper bounds for two versions of the second-order LMC, which leverage the Hessian of the log-density. We nonasymptotic guarantees on the sampling error of these second-order LMCs. These guarantees reveal that the second-order LMC algorithms improve on the first-order LMC in ill-conditioned settings. We introduce fast algorithms for selecting a random sample of n records without replacement from a pool of N records, where the value of N is unknown beforehand. The main result of the paper is the design and analysis of Algorithm Z; it does the sampling in one pass using constant space and in O ( n (1 + log( N n ))) expected time, which is optimum, up to a constant factor. Several optimizations are studied that collectively improve the speed of the naive version of the algorithm by an order of magnitude. We give an efficient Pascal-like implementation that incorporates these modifications and that is suitable for general use. Theoretical and empirical results indicate that Algorithm Z outperforms current methods by a significant margin. Abstract In this paper, we consider the problem of recovering a compactly supported multivariate function from a collection of pointwise samples of its Fourier transform taken nonuniformly. We do this by using the concept of weighted Fourier frames. A seminal result of Beurling shows that sampling points give rise to a classical Fourier frame provided they are relatively separated and of sufficient density. However, this result does not allow for arbitrary clustering of sampling points, as is often the case in practice. Whilst keeping the density condition sharp and dimension independent, our first result removes the separation condition and shows that density alone suffices. However, this result does not lead to estimates for the frame bounds. A known result of Grochenig provides explicit estimates, but only subject to a density condition that deteriorates linearly with dimension. In our second result we improve these bounds by reducing the dimension dependence. In particular, we provide explicit frame bounds which are dimensionless for functions having compact support contained in a sphere. Next, we demonstrate how our two main results give new insight into a reconstruction algorithm—based on the existing generalized sampling framework—that allows for stable and quasi-optimal reconstruction in any particular basis from a finite collection of samples. Finally, we construct sufficiently dense sampling schemes that are often used in practice—jittered, radial and spiral sampling schemes—and provide several examples illustrating the effectiveness of our approach when tested on these schemes. This paper proposes a unified framework to quantify local and global inferential uncertainty for high dimensional nonparanormal graphical models. In particular, we consider the problems of testing the presence of a single edge and constructing a uniform confidence subgraph. Due to the presence of unknown marginal transformations, we propose a pseudo likelihood based inferential approach. In sharp contrast to the existing high dimensional score test method, our method is free of tuning parameters given an initial estimator, and extends the scope of the existing likelihood based inferential framework. Furthermore, we propose a U-statistic multiplier bootstrap method to construct the confidence subgraph. We show that the constructed subgraph is contained in the true graph with probability greater than a given nominal level. Compared with existing methods for constructing confidence subgraphs, our method does not rely on Gaussian or sub-Gaussian assumptions. The theoretical properties of the proposed inferential methods are verified by thorough numerical experiments and real data analysis. Recently, it was shown that it is possible to develop exact sampling schemes for a large class of parametric nonbandlimited signals, namely certain signals of finite rate of innovation. A common feature of such signals is that they have a finite number of degrees of freedom per unit of time and can be reconstructed from a finite number of uniform samples. In order to prove sampling theorems, considered the case of deterministic, noiseless signals and developed algebraic methods that lead to perfect reconstruction. However, when noise is present, many of those schemes can become ill-conditioned. In this paper, we revisit the problem of sampling and reconstruction of signals with finite rate of innovation and propose improved, more robust methods that have better numerical conditioning in the presence of noise and yield more accurate reconstruction. We analyze, in detail, a signal made up of a stream of Diracs and develop algorithmic tools that will be used as a basis in all constructions. While some of the techniques have been already encountered in the spectral estimation framework, we further explore preconditioning methods that lead to improved resolution performance in the case when the signal contains closely spaced components. For classes of periodic signals, such as piecewise polynomials and nonuniform splines, we propose novel algebraic approaches that solve the sampling problem in the Laplace domain, after appropriate windowing. Building on the results for periodic signals, we extend our analysis to finite-length signals and develop schemes based on a Gaussian kernel, which avoid the problem of ill-conditioning by proper weighting of the data matrix. Our methods use structured linear systems and robust algorithmic solutions, which we show through simulation results. In this paper, we develop methods to ''sample'' a small realistic graph from a large Internet topology. Despite recent activity, modeling and generation of realistic graphs resembling the Internet is still not a resolved issue. All previous work has attempted to grow such graphs from scratch. We address the complementary problem of shrinking an existing topology. In more detail, this work has three parts. First, we propose a number of reduction methods that can be categorized into three classes: (a) deletion methods, (b) contraction methods, and (c) exploration methods. We prove that some of them maintain key properties of the initial graph. We implement our methods and show that we can effectively reduce the nodes of an Internet graph by as much as 70 while maintaining its important properties. Second, we show that our reduced graphs compare favorably against construction-based generators. Finally, we successfully validate the effectiveness of our best methods in an actual performance evaluation study of multicast routing. Apart from its practical applications, the problem of graph sampling is of independent interest. We revisit a problem introduced by Bharat and Broder almost a decade ago: how to sample random pages from the corpus of documents indexed by a search engine, using only the search engine’s public interface? Such a primitive is particularly useful in creating objective benchmarks for search engines. The technique of Bharat and Broder suffers from a well-recorded bias: it favors long documents. In this paper we introduce two novel sampling algorithms: a lexicon-based algorithm and a random walk algorithm. Our algorithms produce biased samples, but each sample is accompanied by a weight, which represents its bias. The samples, in conjunction with the weights, are then used to simulate near-uniform samples. To this end, we resort to four well-known Monte Carlo simulation methods: rejection sampling, importance sampling, the Metropolis-Hastings algorithm, and the Maximum Degree method. The limited access to search engines force our algorithms to use bias weights that are only “approximate”. We characterize analytically the effect of approximate bias weights on Monte Carlo methods and conclude that our algorithms are guaranteed to produce near-uniform samples from the search engine’s corpus. Our study of approximate Monte Carlo methods could be of independent interest. Experiments on a corpus of 2.4 million documents substantiate our analytical findings and show that our algorithms do not have significant bias towards long documents. We use our algorithms to collect fresh comparative statistics about the corpora of the Google, MSN Search, and Yahoo! search engines. We present a new method for solving the problem of camera pose and calibration from a limited number of correspondences between noisy 2D and 3D features. We show that the probabilistic estimation problem can be expressed as a partially linear problem, where point and line correspondences are mixed using a common formulation. Our Sampling-Solving algorithm enables to robustly estimate the parameters and evaluate the probability distribution of the estimated parameters. It solves the problem of pose estimation with unknown focal length using a minimum of only four correspondences (five if the principal point is also unknown). To our knowledge, this is the first calibration method using so few correspondences of both points and lines. Experimental results on minimal data sets show that the algorithm is very robust to Gaussian noise. Experimental comparisons show that our method is much more stable than existing camera calibration methods for small data sets. Finally, some tests show the potential of global uncertainty estimates on real data sets. Abstract Given an m × n matrix A and a positive integer k, we describe a randomized procedure for the approximation of A with a matrix Z of rank k. The procedure relies on applying A T to a collection of l random vectors, where l is an integer equal to or slightly greater than k; the scheme is efficient whenever A and A T can be applied rapidly to arbitrary vectors. The discrepancy between A and Z is of the same order as l m times the ( k + 1 ) st greatest singular value σ k + 1 of A, with negligible probability of even moderately large deviations. The actual estimates derived in the paper are fairly complicated, but are simpler when l − k is a fixed small nonnegative integer. For example, according to one of our estimates for l − k = 20 , the probability that the spectral norm ‖ A − Z ‖ is greater than 10 ( k + 20 ) m σ k + 1 is less than 10 − 17 . The paper contains a number of estimates for ‖ A − Z ‖ , including several that are stronger (but more detailed) than the preceding example; some of the estimates are effectively independent of m. Thus, given a matrix A of limited numerical rank, such that both A and A T can be applied rapidly to arbitrary vectors, the scheme provides a simple, efficient means for constructing an accurate approximation to a singular value decomposition of A. Furthermore, the algorithm presented here operates reliably independently of the structure of the matrix A. The results are illustrated via several numerical examples. This paper focuses on predicting a single step of streamline tractography from diffusion magnetic resonance imaging data by using different predictors based on neural networks. We train 18 different classifiers in order to assess the effect of including neighbourhood information in the learning step or as a post processing step. Moreover, the performance using four different post processing approaches as well as the variation of the number of classes resulting in a total of 60 experimental configurations are assessed. Further, a comparison to 12 regression-based networks is performed and the effect of including several streamline steps in the network input is investigated. All networks are trained and tested on the ISMRM 2015 tractography challenge data. Our results do not indicate a clear improvement when using neighbouring data (regardless if it used as an input or as a post processing). Also, the linear interpolation of the diffusion data does not outperform the less expensive nearest neighbour approach. As opposed to that, using a linear model on top of the output of the classifiers is beneficial and—in combination with at least 200 classes—resulted in a similar performance as the regression approach. Finally, providing the networks with additional curvature information led to a clear improvement of prediction performance. Our analysis of accuracy based on average angular errors suggests that also considering spatial location in the learning step might further improve machine learning-based streamline tractography algorithms. This paper studies the problem of estimating the vector input to a sparse linear transformation based on the observation of the output vector through a bank of arbitrary independent channels. The linear transformation is drawn randomly from an ensemble with mild regularity conditions. The central result is a decoupling principle in the large-system limit. That is, the optimal estimation of each individual symbol in the input vector is asymptotically equivalent to estimating the same symbol through a scalar additive Gaussian channel, where the aggregate effect of the interfering symbols is tantamount to a degradation in the signal-to-noise ratio. The degradation is determined from a recursive formula related to the score function of the conditional probability distribution of the noisy channel. A sufficient condition is provided for belief propagation (BP) to asymptotically produce the a posteriori probability distribution of each input symbol given the output. This paper extends the authors' previous decoupling result for Gaussian channels to arbitrary channels, which was based on an earlier work of Montanari and Tse. Moreover, a rigorous justification is provided for the generalization of some results obtained via statical physics methods. Abstract We study the problem of reconstructing a multivariate trigonometric polynomial having only few non-zero coefficients from few random samples. Inspired by recent work of Candes, Romberg and Tao we propose to recover the polynomial by Basis Pursuit, i.e., by l 1 -minimization. In contrast to their work, where the sampling points are restricted to a grid, we model the random sampling points by a continuous uniform distribution on the cube, i.e., we allow them to have arbitrary position. Numerical experiments show that with high probability the trigonometric polynomial can be recovered exactly provided the number N of samples is high enough compared to the “sparsity”—the number of non-vanishing coefficients. However, N can be chosen small compared to the assumed maximal degree of the trigonometric polynomial. We present two theorems that explain this observation. One of them provides the analogue of the result of Candes, Romberg and Tao. The other one is a result toward an average case analysis and, unexpectedly connects to an interesting combinatorial problem concerning set partitions, which seemingly has not yet been considered before. Although our proofs follow ideas of they are simpler. SUMMARY A generalization of the sampling method introduced by (1953) is presented along with an exposition of the relevant theory, techniques of application and methods and difficulties of assessing the error in Monte Carlo estimates. Examples of the methods, including the generation of random orthogonal matrices and potential applications of the methods to numerical problems arising in statistics, are discussed. For numerical problems in a large number of dimensions, Monte Carlo methods are often more efficient than conventional numerical methods. However, implementation of the Monte Carlo methods requires sampling from high dimensional probability distributions and this may be very difficult and expensive in analysis and computer time. General methods for sampling from, or estimating expectations with respect to, such distributions are as follows. (i) If possible, factorize the distribution into the product of one-dimensional conditional distributions from which samples may be obtained. (ii) Use importance sampling, which may also be used for variance reduction. That is, in order to evaluate the integral J = X) p(x)dx = Ev(f), where p(x) is a probability density function, instead of obtaining independent samples XI, ..., Xv from p(x) and using the estimate J, = Zf(xi) N, we instead obtain the sample from a distribution with density q(x) and use the estimate J2 = Y f(xj)p(x1) q(xj)N . This may be advantageous if it is easier to sample from q(x) thanp(x), but it is a difficult method to use in a large number of dimensions, since the values of the weights w(xi) = p(x1) q(xj) for reasonable values of N may all be extremely small, or a few may be extremely large. In estimating the probability of an event A, however, these difficulties may not be as serious since the only values of w(x) which are important are those for which x -A. Since the methods proposed by Trotter & Tukey (1956) for the estimation of conditional expectations require the use of importance sampling, the same difficulties may be encountered in their use. (iii) Use a simulation technique; that is, if it is difficult to sample directly from p(x) or if p(x) is unknown, sample from some distribution q(y) and obtain the sample x values as some function of the corresponding y values. If we want samples from the conditional dis This paper addresses the problem of depth estimation from a single still image. Inspired by recent works on multi-scale convolutional neural networks (CNN), we propose a deep model which fuses complementary information derived from multiple CNN side outputs. Different from previous methods, the integration is obtained by means of continuous Conditional Random Fields (CRFs). In particular, we propose two different variations, one based on a cascade of multiple CRFs, the other on a unified graphical model. By designing a novel CNN implementation of mean-field updates for continuous CRFs, we show that both proposed models can be regarded as sequential deep networks and that training can be performed end-to-end. Through extensive experimental evaluation we demonstrate the effectiveness of the proposed approach and establish new state of the art results on publicly available datasets. The main contribution of this paper is a simple semi-supervised pipeline that only uses the original training set without collecting extra data. It is challenging in 1) how to obtain more training data only from the training set and 2) how to use the newly generated data. In this work, the generative adversarial network (GAN) is used to generate unlabeled samples. We propose the label smoothing regularization for outliers (LSRO). This method assigns a uniform label distribution to the unlabeled images, which regularizes the supervised model and improves the baseline. We verify the proposed method on a practical problem: person re-identification (re-ID). This task aims to retrieve a query person from other cameras. We adopt the deep convolutional generative adversarial network (DCGAN) for sample generation, and a baseline convolutional neural network (CNN) for representation learning. Experiments show that adding the GAN-generated data effectively improves the discriminative ability of learned CNN embeddings. On three large-scale datasets, Market-1501, CUHK03 and DukeMTMC-reID, we obtain +4.37 , +1.6 and +2.46 improvement in rank-1 precision over the baseline CNN, respectively. We additionally apply the proposed method to fine-grained bird recognition and achieve a +0.6 improvement over a strong baseline. The code is available at this https URL We prove new upper and lower bounds on the sample complexity of (a#x03B5;, a#x03B4;) differentially private algorithms for releasing approximate answers to threshold functions. A threshold function cx over a totally ordered domain X evaluates to cx(y) = 1 if y a#x2264; x, and evaluates to 0 otherwise. We give the first nontrivial lower bound for releasing thresholds with (a#x03B5;, a#x03B4;) differential privacy, showing that the task is impossible over an infinite domain X, and moreover requires sample complexity n a#x2265; (log* |X|), which grows with the size of the domain. Inspired by the techniques used to prove this lower bound, we give an algorithm for releasing thresholds with n a#x2264; 2(1+o(1)) log* |X| samples. This improves the previous best upper bound of 8(1+o(1)) log* |X| (, RANDOM'13). Our sample complexity upper and lower bounds also apply to the tasks of learning distributions with respect to Kolmogorov distance and of properly PAC learning thresholds with differential privacy. The lower bound gives the first separation between the sample complexity of properly learning a concept class with (a#x03B5;, a#x03B4;) differential privacy and learning without privacy. For properly learning thresholds in 'dimensions, this lower bound extends to n a#x2265; (l a#x2219; log* |X|). To obtain our results, we give reductions in both directions from releasing and properly learning thresholds and the simpler interior point problem. Given a database D of elements from X, the interior point problem asks for an element between the smallest and largest elements in D. We introduce new recursive constructions for bounding the sample complexity of the interior point problem, as well as further reductions and techniques for proving impossibility results for other basic problems in differential privacy. In this paper, we propose an efficient method to detect the underlying structures in data. The same as RANSAC, we randomly sample MSSs (minimal size samples) and generate hypotheses. Instead of analyzing each hypothesis separately, the consensus information in all hypotheses is naturally fused into a hypergraph, called random consensus graph, with real structures corresponding to its dense subgraphs. The sampling process is essentially a progressive refinement procedure of the random consensus graph. Due to the huge number of hyperedges, it is generally inefficient to detect dense subgraphs on random consensus graphs. To overcome this issue, we construct a pairwise graph which approximately retains the dense subgraphs of the random consensus graph. The underlying structures are then revealed by detecting the dense subgraphs of the pair-wise graph. Since our method fuses information from all hypotheses, it can robustly detect structures even under a small number of MSSs. The graph framework enables our method to simultaneously discover multiple structures. Besides, our method is very efficient, and scales well for large scale problems. Extensive experiments illustrate the superiority of our proposed method over previous approaches, achieving several orders of magnitude speedup along with satisfactory accuracy and robustness. We address the problem of hand pose estimation, formulated as an inverse problem. Typical approaches optimize an energy function over pose parameters using a 'black box' image generation procedure. This procedure knows little about either the relationships between the parameters or the form of the energy function. In this paper, we show that we can significantly improving upon black box optimization by exploiting high-level knowledge of the structure of the parameters and using a local surrogate energy function. Our new framework, hierarchical sampling optimization, consists of a sequence of predictors organized into a kinematic hierarchy. Each predictor is conditioned on its ancestors, and generates a set of samples over a subset of the pose parameters. The highly-efficient surrogate energy is used to select among samples. Having evaluated the full hierarchy, the partial pose samples are concatenated to generate a full-pose hypothesis. Several hypotheses are generated using the same procedure, and finally the original full energy function selects the best result. Experimental evaluation on three publically available datasets show that our method is particularly impressive in low-compute scenarios where it significantly outperforms all other state-of-the-art methods. When faced with a complex task, is it better to be systematic or to proceed by making random adjustments? We study aspects of this problem in the context of generating random elements of a finite group. For example, suppose we want to fill n empty spaces with zeros and ones such that the probability of configuration x = (x1, . . . , xn) is θ n−|x|(1− θ)|x|, with |x| the number of ones in x. A systematic scan approach works left to right, filling each successive place with a θ coin toss. A random scan approach picks places at random, and a given site may be hit many times before all sites are hit. The systematic approach takes order n steps and the random approach takes order 1 4n log n steps. Realistic versions of this toy problem arise in image analysis and Ising-like simulations, where one must generate a random array by a Monte Carlo Markov chain. Systematic updating and random updating are competing algorithms that are discussed in detail in Section 2. There are some successful analyses for random scan algorithms, but the intuitively appealing systematic scan algorithms have resisted analysis. Our main results show that the binary problem just described is exceptional; for the examples analyzed in this paper, systematic and random scans converge in about the same number of steps. Let W be a finite Coxeter group generated by simple reflections s1, s2, . . . , sn, where s2 i = id. For example, W may be the permutation group Sn+1 with si = (i, i + 1). The length function (w) is the smallest k such that w = si1si2 · · · sik . Fix 0 < θ ≤ 1 and define a probability distribution on W by π(w) = θ − (w) PW (θ−1) , where PW(θ −1) = ∑ One popular method for dealing with large-scale data sets is sampling. For example, by using the empirical statistical leverage scores as an importance sampling distribution, the method of algorithmic leveraging samples and rescales rows columns of data matrices to reduce the data size before performing computations on the subproblem. This method has been successful in improving computational efficiency of algorithms for matrix problems such as least-squares approximation, least absolute deviations approximation, and low-rank matrix approximation. Existing work has focused on algorithmic issues such as worst-case running times and numerical issues associated with providing high-quality implementations, but none of it addresses statistical aspects of this method. In this paper, we provide a simple yet effective framework to evaluate the statistical properties of algorithmic leveraging in the context of estimating parameters in a linear regression model with a fixed number of predictors. In particular, for several versions of leverage-based sampling, we derive results for the bias and variance, both conditional and unconditional on the observed data. We show that from the statistical perspective of bias and variance, neither leverage-based sampling nor uniform sampling dominates the other. This result is particularly striking, given the well-known result that, from the algorithmic perspective of worst-case analysis, leverage-based sampling provides uniformly superior worst-case algorithmic results, when compared with uniform sampling. Based on these theoretical results, we propose and analyze two new leveraging algorithms: one constructs a smaller least-squares problem with "shrinkage" leverage scores (SLEV), and the other solves a smaller and unweighted (or biased) least-squares problem (LEVUNW). A detailed empirical evaluation of existing leverage-based methods as well as these two new methods is carried out on both synthetic and real data sets. The empirical results indicate that our theory is a good predictor of practical performance of existing and new leverage-based algorithms and that the new algorithms achieve improved performance. For example, with the same computation reduction as in the original algorithmic leveraging approach, our proposed SLEV typically leads to improved biases and variances both unconditionally and conditionally (on the observed data), and our proposed LEVUNW typically yields improved unconditional biases and variances.