Tootfinder

Fast White-Box Adversarial Streaming Without a Random Oracle
Ying Feng, Aayush Jain, David P. Woodruff
https://arxiv.org/abs/2406.06808 https://

Fast White-Box Adversarial Streaming Without a Random Oracle
Recently, the question of adversarially robust streaming, where the stream is allowed to depend on the randomness of the streaming algorithm, has gained a lot of attention. In this work, we consider a strong white-box adversarial model (Ajtai et al. PODS 2022), in which the adversary has access to all past random coins and the parameters used by the streaming algorithm. We focus on the sparse recovery problem and extend our result to other tasks such as distinct element estimation and low-rank …

Faster Spectral Density Estimation and Sparsification in the Nuclear Norm
Yujia Jin, Ishani Karmarkar, Christopher Musco, Aaron Sidford, Apoorv Vikram Singh
https://arxiv.org/abs/2406.07521

Faster Spectral Density Estimation and Sparsification in the Nuclear Norm
We consider the problem of estimating the spectral density of the normalized adjacency matrix of an $n$-node undirected graph. We provide a randomized algorithm that, with $O(nε^{-2})$ queries to a degree and neighbor oracle and in $O(nε^{-3})$ time, estimates the spectrum up to $ε$ accuracy in the Wasserstein-1 metric. This improves on previous state-of-the-art methods, including an $O(nε^{-7})$ time algorithm from [Braverman et al., STOC 2022] and, for sufficiently small $ε$, a $2^{O(ε^…

This https://arxiv.org/abs/2207.13350 has been replaced.
link: https://scholar.google.com/scholar?q=a

Affine models with path-dependence under parameter uncertainty and their application in finance
In this work we consider one-dimensional generalized affine processes under the paradigm of Knightian uncertainty (so-called non-linear generalized affine models). This extends and generalizes previous results in Fadina et al. (2019) and Lütkebohmert et al. (2022). In particular, we study the case when the payoff is allowed to depend on the path, like it is the case for barrier options or Asian options. To this end, we develop the path-dependent setting for the value function which we do by re…