When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Methods based on 1-relaxation, such as basis pursuit and the Lasso, are very popular for sparse regression in high dimensions. The conditions for success of these methods are now ...
We present a novel distributed algorithm for the maximal independent set (MIS) problem.1 On bounded-independence graphs (BIG) our deterministic algorithm finishes in O(log n) time,...
Abstract. Data mining algorithms such as the Apriori method for finding frequent sets in sparse binary data can be used for efficient computation of a large number of summaries fr...
We present the first polynomial-time approximation scheme (PTAS) for the Minimum Independent Dominating Set problem in graphs of polynomially bounded growth. Graphs of bounded gr...