A data stream model represents setting where approximating pairwise, or @math -wise, independence with sublinear memory is of considerable importance. In the streaming model the joint distribution is given by a stream of @math -tuples, with the goal of testing correlations among the components measured over the entire stream. In the streaming model, Indyk and McGregor (SODA 08) recently gave exciting new results for measuring pairwise independence. The Indyk and McGregor methods provide @math -approximation under statistical distance between the joint and product distributions in the streaming model. Indyk and McGregor leave, as their main open question, the problem of improving their @math -approximation for the statistical distance metric. In this paper we solve the main open problem posed by of Indyk and McGregor for the statistical distance for pairwise independence and extend this result to any constant @math . In particular, we present an algorithm that computes an @math -approximation of the statistical distance between the joint and product distributions defined by a stream of @math -tuples. Our algorithm requires @math memory and a single pass over the data stream.
In our recent work, @cite_17 , we also address the problem of @math -wise independence for data stream. In contrast to the current paper, in @cite_17 we study the @math norm and use entirely different techniques.
@cite_17
2536849891 2949962875 2073214264 2564886761
We study the recovery of sparse vectors from subsampled random convolutions via @math -minimization. We consider the setup in which both the subsampling locations as well as the generating vector are chosen at random. For a subgaussian generator with independent entries, we improve previously known estimates: if the sparsity @math is small enough, i.e., @math , we show that @math measurements are sufficient to recover @math -sparse vectors in dimension @math with high probability, matching the well-known condition for recovery from standard Gaussian measurements. If @math is larger, then essentially @math measurements are sufficient, again improving over previous estimates. Our results are shown via the so-called robust null space property which is weaker than the standard restricted isometry property. Our method of proof involves a novel combination of small ball estimates with chaining techniques which should be of independent interest. In sparse principal component analysis we are given noisy observations of a low-rank matrix of dimension @math and seek to reconstruct it under additional sparsity assumptions. In particular, we assume here each of the principal components @math has at most @math non-zero entries. We are particularly interested in the high dimensional regime wherein @math is comparable to, or even much larger than @math . In an influential paper, johnstone2004sparse introduced a simple algorithm that estimates the support of the principal vectors @math by the largest entries in the diagonal of the empirical covariance. This method can be shown to identify the correct support with high probability if @math , and to fail with high probability if @math for two constants @math . Despite a considerable amount of work over the last ten years, no practical algorithm exists with provably better support recovery guarantees. Here we analyze a covariance thresholding algorithm that was recently proposed by KrauthgamerSPCA . On the basis of numerical simulations (for the rank-one case), these authors conjectured that covariance thresholding correctly recover the support with high probability for @math (assuming @math of the same order as @math ). We prove this conjecture, and in fact establish a more general guarantee including higher-rank as well as @math much smaller than @math . Recent lower bounds berthet2013computational, ma2015sum suggest that no polynomial time algorithm can do significantly better. The key technical component of our analysis develops new bounds on the norm of kernel random matrices, in regimes that were not considered before. On a stream of two dimensional data items @math where @math is an item identifier, and @math is a numerical attribute, a correlated aggregate query requires us to first apply a selection predicate along the second ( @math ) dimension, followed by an aggregation along the first ( @math ) dimension. For selection predicates of the form @math , where parameter @math is provided at query time, we present new streaming algorithms and lower bounds for estimating statistics of the resulting sub stream of elements that satisfy the predicate. We provide the first sub linear space algorithms for a large family of statistics in this model, including frequency moments. We experimentally validate our algorithms, showing that their memory requirements are significantly smaller than existing linear storage schemes for large datasets, while simultaneously achieving fast per-record processing time. We also study the problem when the items have weights. Allowing negative weights allows for analyzing values which occur in the symmetric difference of two datasets. We give a strong space lower bound which holds even if the algorithm is allowed up to a logarithmic number of passes over the data(before the query is presented). We complement this with a small space algorithm which uses a logarithmic number of passes. In this paper, we study the dominance relation under a stochastic setting. Let @math be a set of @math colored stochastic points in @math , each of which is associated with an existence probability. We investigate the problem of computing the probability that a realization of @math contains inter-color dominances, which we call the (CSD) problem. We propose the first algorithm to solve the CSD problem for @math in @math time. On the other hand, we prove that, for @math , even the CSD problem with a restricted color pattern is #P-hard. In addition, even if the existence probabilities are restricted to be @math , the problem remains #P-hard for @math . A simple FPRAS is then provided to approximate the desired probability in any dimension. We also study a variant of the CSD problem in which the dominance relation is considered with respect to not only the standard basis but any orthogonal basis of @math . Specifically, this variant, which we call the free-basis colored stochastic dominance (FBCSD) problem, considers the probability that a realization of @math contains inter-color dominances with respect to any orthogonal basis of @math . We show that the CSD problem is polynomial-time reducible to the FBCSD problem in the same dimension, which proves the #P-hardness of the latter for @math . Conversely, we reduce the FBCSD problem in @math to the CSD problem in @math , by which an @math time algorithm for the former is obtained.