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Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…
The paper suggests a frequency criterion of error-free recoverability of a missing value for sequences, i.e. discrete time processes, in a pathwise setting without probabilistic assumptions. The paper establishes error-free recoverability…
We consider the following multi-component sparse PCA problem: given a set of data points, we seek to extract a small number of sparse components with disjoint supports that jointly capture the maximum possible variance. These components can…
We present a collection of algorithms which utilize dimensional reduction to perform mesh refinement and study possibly singular solutions of time-dependent partial differential equations. The algorithms are inspired by constructions used…
We consider the problem of exact reconstruction of univariate functions with jump discontinuities at unknown positions from their moments. These functions are assumed to satisfy an a priori unknown linear homogeneous differential equation…
To solve time inefficiency issue, only potential pairs are compared in string-matching-based source code plagiarism detection; wherein potentiality is defined through a fast-yet-order-insensitive similarity measurement (adapted from…
Over the past decade, various matrix completion algorithms have been developed. Thresholded singular value decomposition (SVD) is a popular technique in implementing many of them. A sizable number of studies have shown its theoretical and…
In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…
The iterative phase retrieval problem for complex-valued objects from Fourier transform magnitude data is known to suffer from the twin image problem. In particular, when the object support is centro-symmetric, the iterative solution often…
The problem of computing functions of values at the nodes in a network in a totally distributed manner, where nodes do not have unique identities and make decisions based only on local information, has applications in sensor, peer-to-peer,…
Iterative algorithms are ubiquitous in the field of data mining. Widely known examples of such algorithms are the least mean square algorithm, backpropagation algorithm of neural networks. Our contribution in this paper is an improvement…
To investigate solutions of (near-)optimal control problems, we extend and exploit a notion of homogeneity recently proposed in the literature for discrete-time systems. Assuming the plant dynamics is homogeneous, we first derive a scaling…
We conducted an extensive computational experiment, lasting multiple CPU-years, to optimally select parameters for two important classes of algorithms for finding sparse solutions of underdetermined systems of linear equations. We make the…
This paper studies distribution-free inference in settings where the data set has a hierarchical structure -- for example, groups of observations, or repeated measurements. In such settings, standard notions of exchangeability may not hold.…
Integration is affected by the curse of dimensionality and quickly becomes intractable as the dimensionality of the problem grows. We propose a randomized algorithm that, with high probability, gives a constant-factor approximation of a…
Iterative optimization algorithms depend on access to information about the objective function. In a differentiable programming framework, this information, such as gradients, can be automatically derived from the computational graph. We…
Solutions to fractional models inherently exhibit non-smooth behavior, which significantly deteriorates the accuracy and therefore efficiency of existing numerical methods. We develop a two-stage data-infused computational framework for…
Dynamic discrete choice models are widely employed to answer substantive and policy questions in settings where individuals' current choices have future implications. However, estimation of these models is often computationally intensive…
In this paper, we identify and study an important problem of gradient item retrieval. We define the problem as retrieving a sequence of items with a gradual change on a certain attribute, given a reference item and a modification text. For…
We describe an approach for segmenting an image into regions that correspond to surfaces in the scene that are partially surrounded by the medium. It integrates both appearance and motion statistics into a cost functional, that is seeded…