Related papers: The Recursive Gauss-Newton Filter

We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…

We propose a Randomised Subspace Gauss-Newton (R-SGN) algorithm for solving nonlinear least-squares optimization problems, that uses a sketched Jacobian of the residual in the variable domain and solves a reduced linear least-squares on…

Alternating least squares is the most widely used algorithm for CP tensor decomposition. However, alternating least squares may exhibit slow or no convergence, especially when high accuracy is required. An alternative approach is to regard…

This paper proposes two proximal Newton-CG methods for convex nonsmooth optimization problems in composite form. The algorithms are based on a a reformulation of the original nonsmooth problem as the unconstrained minimization of a…

This paper investigates system identification problems with Gaussian inputs and quantized observations under fixed thresholds. By reinterpreting the nonlinear effects induced by quantization as the product of the unknown parameter and an…

Non linear regression models are a standard tool for modeling real phenomena, with several applications in machine learning, ecology, econometry... Estimating the parameters of the model has garnered a lot of attention during many years. We…

An extension of the Gauss-Newton algorithm is proposed to find local minimizers of penalized nonlinear least squares problems, under generalized Lipschitz assumptions. Convergence results of local type are obtained, as well as an estimate…

Low rank matrix recovery problems, including matrix completion and matrix sensing, appear in a broad range of applications. In this work we present GNMR -- an extremely simple iterative algorithm for low rank matrix recovery, based on a…

GNM: The MCMC Jagger. A rocking awesome sampler. This python package is an affine invariant Markov chain Monte Carlo (MCMC) sampler based on the dynamic Gauss-Newton-Metropolis (GNM) algorithm. The GNM algorithm is specialized in sampling…

In this paper, a new nonlinear filter based on sparse-grid quadrature method has been proposed. The proposed filter is named as adaptive sparse-grid Gauss-Hermite filter (ASGHF). Ordinary sparse-grid technique treats all the dimensions…

The surge in demand for efficient radio resource management has necessitated the development of sophisticated yet compact neural network architectures. In this paper, we introduce a novel approach to Graph Neural Networks (GNNs) tailored…

The Geometrically Intrinsic Nonlinear Recursive Filter, or GI Filter, is designed to estimate an arbitrary continuous-time Markov diffusion process X subject to nonlinear discrete-time observations. The GI Filter is fundamentally different…

In this work, we propose a novel recurrent neural network (RNN) architecture. The proposed RNN, gated-feedback RNN (GF-RNN), extends the existing approach of stacking multiple recurrent layers by allowing and controlling signals flowing…

Feed-forward neural networks (NN) are a staple machine learning method widely used in many areas of science and technology. While even a single-hidden layer NN is a universal approximator, its expressive power is limited by the use of…

When a physical system is modeled by a nonlinear function, the unknown parameters can be estimated by fitting experimental observations by a least-squares approach. Newton's method and its variants are often used to solve problems of this…

Graph Convolutional Networks (GCNs) are powerful models for node representation learning tasks. However, the node representation in existing GCN models is usually generated by performing recursive neighborhood aggregation across multiple…

Recurrent Neural Network (RNN) and its variations such as Long Short-Term Memory (LSTM) and Gated Recurrent Unit (GRU), have become standard building blocks for learning online data of sequential nature in many research areas, including…

Graph Convolutional Networks (GCNs) are state-of-the-art graph based representation learning models by iteratively stacking multiple layers of convolution aggregation operations and non-linear activation operations. Recently, in…

We present a same-level comparison of the most prominent inversion methods for the reconstruction of the matter density field in the quasi-linear regime from the Ly$\alpha$ forest flux. Moreover, we present a pathway for refining the…

Recovering a low rank matrix from a subset of its entries, some of which may be corrupted, is known as the robust matrix completion (RMC) problem. Existing RMC methods have several limitations: they require a relatively large number of…