Related papers: Method of measurements with random perturbation: A…
When measuring the value of a function to be minimized is not only expensive but also with noise, the popular simultaneous perturbation stochastic approximation (SPSA) algorithm requires only two function values in each iteration. In this…
There is an increasing need in solving high-dimensional optimization problems under non-deterministic environment. The simultaneous perturbation stochastic approximation (SPSA) algorithm has recently attracted considerable attention for…
Simultaneous perturbation stochastic approximation (SPSA) is an approach to gradient-free optimization introduced by Spall as a simplification of the approach of Kiefer and Wolfowitz. In many cases the most attractive option is the…
Stochastic approximation (SA) algorithms are widely used in system optimization problems when only noisy measurements of the system are available. This paper studies two types of SA algorithms in a multivariate Kiefer-Wolfowitz setting:…
Simultaneous perturbation stochastic approximation (SPSA) has proven to be efficient for recursive optimization. SPSA uses a centered difference approximation to the gradient based on two function evaluations regardless of the dimension of…
This paper presents two approaches for filter design based on stochastic distances for intensity speckle reduction. A window is defined around each pixel, overlapping samples are compared and only those which pass a goodness-of-fit test are…
Simultaneous perturbation stochastic approximation (SPSA) is widely used in stochastic optimization due to its high efficiency, asymptotic stability, and reduced number of required loss function measurements. However, the standard SPSA…
Spectroscopic photoacoustic (sPA) imaging uses multiple wavelengths to differentiate chromophores based on their unique optical absorption spectra. This technique has been widely applied in areas such as vascular mapping, tumor detection,…
Single Particle Tracking (SPT) is a powerful class of tools for analyzing the dynamics of individual biological macromolecules moving inside living cells. The acquired data is typically in the form of a sequence of camera images that are…
This manuscript presents the following: (1) an improved version of the Binary Simultaneous Perturbation Stochastic Approximation (SPSA) Method for feature selection in machine learning (Aksakalli and Malekipirbazari, Pattern Recognition…
Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…
Appropriate preprocessing is a fundamental prerequisite for analyzing a noisy dataset. The purpose of this paper is to apply a nonparametric preprocessing method, called Singular Spectrum Analysis (SSA), to a variety of datasets which are…
For submillimeter spectroscopy with ground-based single-dish telescopes, removing noise contribution from the Earth's atmosphere and the instrument is essential. For this purpose, here we propose a new method based on a data-scientific…
We consider the problem of estimating a signal subspace in the presence of interference that contaminates some proportion of the received observations. Our emphasis is on detecting the contaminated observations so that the signal subspace…
Quantum sensors can potentially achieve the Heisenberg limit of sensitivity over a large dynamic range using quantum algorithms. The adaptive phase estimation algorithm (PEA) is one example that was proven to achieve such high sensitivities…
Large-scale modern data often involves estimation and testing for high-dimensional unknown parameters. It is desirable to identify the sparse signals, ``the needles in the haystack'', with accuracy and false discovery control. However, the…
To correctly analyse data sets from current microwave detection technology, one is forced to estimate the sky signal and experimental noise simultaneously. Given a time-ordered data set we propose a formalism and method for estimating the…
Background: High-throughput proteomics techniques, such as mass spectrometry (MS)-based approaches, produce very high-dimensional data-sets. In a clinical setting one is often interested in how mass spectra differ between patients of…
[Abridged] An increasing number of astronomical instruments (on Earth and space-based) provide hyperspectral images, that is three-dimensional data cubes with two spatial dimensions and one spectral dimension. The intrinsic limitation in…
This paper presents a new approach for filter design based on stochastic distances and tests between distributions. A window is defined around each pixel, samples are compared and only those which pass a goodness-of-fit test are used to…