An Improved Distributed Algorithm for Maximal Independent Set

The Maximal Independent Set (MIS) problem is one of the basics in the study of locality in distributed graph algorithms. This paper presents an extremely simple randomized algorithm providing a near-optimal local complexity for this problem, which incidentally, when combined with some recent techniques, also leads to a near-optimal global complexity. Classical algorithms of Luby [STOC'85] and Alon, Babai and Itai [JALG'86] provide the global complexity guarantee that, with high probability, all nodes terminate after $O(\log n)$ rounds. In contrast, our initial focus is on the local complexity, and our main contribution is to provide a very simple algorithm guaranteeing that each particular node $v$ terminates after $O(\log \mathsf{deg}(v)+\log 1/\epsilon)$ rounds, with probability at least $1-\epsilon$. The guarantee holds even if the randomness outside $2$-hops neighborhood of $v$ is determined adversarially. This degree-dependency is optimal, due to a lower bound of Kuhn, Moscibroda, and Wattenhofer [PODC'04]. Interestingly, this local complexity smoothly transitions to a global complexity: by adding techniques of Barenboim, Elkin, Pettie, and Schneider [FOCS'12, arXiv: 1202.1983v3], we get a randomized MIS algorithm with a high probability global complexity of $O(\log \Delta) + 2^{O(\sqrt{\log \log n})}$, where $\Delta$ denotes the maximum degree. This improves over the $O(\log^2 \Delta) + 2^{O(\sqrt{\log \log n})}$ result of Barenboim et al., and gets close to the $\Omega(\min\{\log \Delta, \sqrt{\log n}\})$ lower bound of Kuhn et al. Corollaries include improved algorithms for MIS in graphs of upper-bounded arboricity, or lower-bounded girth, for Ruling Sets, for MIS in the Local Computation Algorithms (LCA) model, and a faster distributed algorithm for the Lov\'asz Local Lemma

A Distributed Method for Trust-Aware Recommendation in Social Networks

This paper contains the details of a distributed trust-aware recommendation system. Trust-base recommenders have received a lot of attention recently. The main aim of trust-based recommendation is to deal the problems in traditional Collaborative Filtering recommenders. These problems include cold start users, vulnerability to attacks, etc.. Our proposed method is a distributed approach and can be easily deployed on social networks or real life networks such as sensor networks or peer to peer networks

Reflexivity revisited

We study some aspects of reflexive modules. For example, we search conditions for which reflexive modules are free or being very close to free modules

Covariance Estimation: The GLM and Regularization Perspectives

Finding an unconstrained and statistically interpretable reparameterization of a covariance matrix is still an open problem in statistics. Its solution is of central importance in covariance estimation, particularly in the recent high-dimensional data environment where enforcing the positive-definiteness constraint could be computationally expensive. We provide a survey of the progress made in modeling covariance matrices from two relatively complementary perspectives: (1) generalized linear models (GLM) or parsimony and use of covariates in low dimensions, and (2) regularization or sparsity for high-dimensional data. An emerging, unifying and powerful trend in both perspectives is that of reducing a covariance estimation problem to that of estimating a sequence of regression problems. We point out several instances of the regression-based formulation. A notable case is in sparse estimation of a precision matrix or a Gaussian graphical model leading to the fast graphical LASSO algorithm. Some advantages and limitations of the regression-based Cholesky decomposition relative to the classical spectral (eigenvalue) and variance-correlation decompositions are highlighted. The former provides an unconstrained and statistically interpretable reparameterization, and guarantees the positive-definiteness of the estimated covariance matrix. It reduces the unintuitive task of covariance estimation to that of modeling a sequence of regressions at the cost of imposing an a priori order among the variables. Elementwise regularization of the sample covariance matrix such as banding, tapering and thresholding has desirable asymptotic properties and the sparse estimated covariance matrix is positive definite with probability tending to one for large samples and dimensions.Comment: Published in at http://dx.doi.org/10.1214/11-STS358 the Statistical Science (http://www.imstat.org/sts/) by the Institute of Mathematical Statistics (http://www.imstat.org