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cs.DS updates on arXiv.org

PAC Learning with Bandit Feedback: Sharp Sample Complexity in the Realizable Setting Algorithms with Polynomially-Improved Approximation Factors for the $2 \rightarrow q$ Norm, and Applications A computational phase transition for learning-to-sample from Ising models Covering vertices by sequential stars Fermi-Dirac machines as quantizations of neurons A Comprehensive Evaluation of Vertex Elimination Algorithms for Algorithmic Differentiation A Tight Bound on Localization of Electrical Flows Optimal Dimension-Free Sampling for Regularized Classification Reducing the Randomness in Partition Oracles for Bounded Degree Minor-Free Graphs Beyond the Half-Approximation: Fair and Efficient Online Class Matching Efficient Uniform Sampling of Surjections via their Profiles Tractable Maximization of Budgeted Phylogenetic Diversity on Networks Utilizing Node Scanwidth Fairness in Aggregation: Optimal Top-$k$ and Improved Full Ranking Learning-Augmented Online Scheduling with Parsimonious Preemption Entropy Equivalence Testing Lumberjack: Better Differentially Private Random Forests through Heavy Hitter Detection in Trees The Secretary Problem with a Stochastic Precursor Polynomial-Time Robust Multiclass Linear Classification under Gaussian Marginals Efficient Banzhaf-Based Data Valuation for $k$-Nearest Neighbors Classification Block-Sphere Vector Quantization An Approximation Algorithm for Graph Label Selection Iterative Chow Filtering for Learning with Distribution Shift Complexity of Non-Log-Concave Sampling in Fisher Information Stochastic Matching via Local Sparsification Finite Sample Bounds for Learning with Score Matching What is Learnable in Valiant's Theory of the Learnable? Provable Quantization with Randomized Hadamard Transform Min-Max Optimization Requires Exponentially Many Queries Fast and Compact Graph Cuts for the Boykov-Kolmogorov Algorithm A proximal gradient algorithm for composite log-concave sampling
A Dynamic Programming Algorithm to Compute Joint Distribu...
Rigel Galgana, Amy Greenwald, Takehiro Oyakawa · 2021-11-22 · via cs.DS updates on arXiv.org

Order statistics play a fundamental role in statistical procedures such as risk estimation, outlier detection, and multiple hypothesis testing as well as in the analyses of mechanism design, queues, load balancing, and various other logistical processes involving ranks. In some of these cases, it may be desirable to compute the \textit{exact} values from the joint distribution of $d$ order statistics. While this problem is already computationally difficult even in the case of $n$ independent random variables, the random variables often have no such independence guarantees. Existing methods obtain the cumulative distribution indirectly by first computing and then aggregating over the marginal distributions. In this paper, we provide a more direct, efficient algorithm to compute cumulative joint order statistic distributions of dependent random variables that improves an existing dynamic programming solution via dimensionality reduction techniques. Our solution guarantees a $O(\frac{d^{d-1}}{n})$ and $O(d^{d})$ factor of improvement in both time and space complexity respectively over previous methods.