Gregory Valiant
Code
Spectrum Estimation:
Code for accurately recovering the eigenvalues of the covariance of a high-dimensional distribution, given access to a data matrix consisting of samples drawn from the distribution. Even in the regime where the dimensionality of the data exceeds the sample size, accurate recovery is possible. Code here, paper here.
Automatic Inequality Prover:
Estimating the Unseen:
Code for recovering an accurate approximation of the "histogram" of a distribution, given access to independent samples. This can be used to estimate statistical properties, such as support size, entropy, etc. Code here, paper here. For large-scale instances, also see the more efficient (and slightly more accurate) code here.