5 citations · 20 across the 29 of their papers we have counts for
9 papers · 1 filter
Sparsifying generalized linear models
Arun Jambulapati, James R. Lee, Yang P. Liu +1
We consider the sparsification of sums where for vectors $a_1,\ldots,a_m \…
A Whole New Ball Game: A Primal Accelerated Method for Matrix Games and Minimizing the Maximum of Smooth Functions
Yair Carmon, Arun Jambulapati, Yujia Jin +1
We design algorithms for minimizing over a -dimensional Euclidean or simplex domain. When each is -Lipschitz and -smooth, our method computes…
Incremental Approximate Maximum Flow on Undirected Graphs in Subpolynomial Update Time
Jan van den Brand, Li Chen, Rasmus Kyng +5
We provide an algorithm which, with high probability, maintains a -approximate maximum flow on an undirected graph undergoing -edge additions in amortized $m^{o(1)} ε^{-3…
Structured Semidefinite Programming for Recovering Structured Preconditioners
Arun Jambulapati, Jerry Li, Christopher Musco +3
We develop a general framework for finding approximately-optimal preconditioners for solving linear systems. Leveraging this framework we obtain improved runtimes for fundamental p…
Matrix Completion in Almost-Verification Time
Jonathan A. Kelner, Jerry Li, Allen Liu +2
We give a new framework for solving the fundamental problem of low-rank matrix completion, i.e., approximating a rank- matrix (where $m…
Moments, Random Walks, and Limits for Spectrum Approximation
Yujia Jin, Christopher Musco, Aaron Sidford +1
We study lower bounds for the problem of approximating a one dimensional distribution given (noisy) measurements of its moments. We show that there are distributions on th…
Sparsifying sums of norms
Arun Jambulapati, James R. Lee, Yang P. Liu +1
For any norms on and , we show there is a sparsified norm such that…
Quantum Speedups for Zero-Sum Games via Improved Dynamic Gibbs Sampling
Adam Bouland, Yosheb Getachew, Yujia Jin +2
We give a quantum algorithm for computing an -approximate Nash equilibrium of a zero-sum game in a payoff matrix with bounded entries. Given a standard quantum orac…
ReSQueing Parallel and Private Stochastic Convex Optimization
Yair Carmon, Arun Jambulapati, Yujia Jin +4
We introduce a new tool for stochastic convex optimization (SCO): a Reweighted Stochastic Query (ReSQue) estimator for the gradient of a function convolved with a (Gaussian) probab…