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A new decomposition optimization algorithm, called \textit{path-following gradient-based decomposition}, is proposed to solve separable convex optimization problems. Unlike path-following Newton methods considered in the literature, this…

Optimization and Control · Mathematics 2012-09-21 Quoc Tran Dinh , Ion Necoara , Moritz Diehl

Semidefinite programming (SDP) is widely acknowledged as one of the most effective methods for deriving the tightest lower bounds of the optimal power flow (OPF) problems. In this paper, an enhanced semidefinite relaxation model that…

Systems and Control · Electrical Eng. & Systems 2024-10-01 Zhaojun Ruan , Libao Shi

We introduce a new approach for designing numerical schemes for stochastic differential equations (SDEs). The approach, which we have called direction and norm decomposition method, proposes to approximate the required solution $X_t$ by…

Numerical Analysis · Mathematics 2017-02-21 C. M. Mora , H. A. Mardones , J. C. Jimenez , M. Selva , R. Biscay

This paper proposes an efficient numerical method based on second-order cone programming (SOCP) to solve dynamic optimal transport (DOT) problems with quadratic cost on staggered grid discretization. By properly reformulating discretized…

Optimization and Control · Mathematics 2026-05-22 Liang Chen , Youyicun Lin , Yuxuan Zhou

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

In this paper, we utilize stochastic optimization to reduce the space complexity of convex composite optimization with a nuclear norm regularizer, where the variable is a matrix of size $m \times n$. By constructing a low-rank estimate of…

Machine Learning · Computer Science 2015-12-08 Lijun Zhang , Tianbao Yang , Rong Jin , Zhi-Hua Zhou

With increasing application of frequency-modulated continuous wave (FMCW) radars in autonomous vehicles, mutual interference among FMCW radars poses a serious threat. Through this paper, we present a novel approach to effectively and…

Signal Processing · Electrical Eng. & Systems 2023-01-02 Abhilash Gaur , Po-Hsuan Tseng , Kai-Ten Feng , Seshan Srirangarajan

In this paper, we revisit the problem of local optimization in RANSAC. Once a so-far-the-best model has been found, we refine it via Dual Principal Component Pursuit (DPCP), a robust subspace learning method with strong theoretical support…

Computer Vision and Pattern Recognition · Computer Science 2021-10-07 Yunchen Yang , Xinyue Zhang , Tianjiao Ding , Daniel P. Robinson , Rene Vidal , Manolis C. Tsakiris

Recovering matrices from compressive and grossly corrupted observations is a fundamental problem in robust statistics, with rich applications in computer vision and machine learning. In theory, under certain conditions, this problem can be…

Optimization and Control · Mathematics 2017-05-31 Cun Mu , Yuqian Zhang , John Wright , Donald Goldfarb

In this paper, the existing Scheduling Dimension Reduction (SDR) methods for Linear Parameter-Varying (LPV) models are reviewed and a Deep Neural Network (DNN) approach is developed that achieves higher model accuracy under scheduling…

Systems and Control · Electrical Eng. & Systems 2020-12-10 P. J. W. Koelewijn , R. Tóth

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

Data Structures and Algorithms · Computer Science 2021-06-07 Agniva Chowdhury , Petros Drineas , David P. Woodruff , Samson Zhou

Time series forecasting is essential in a wide range of real world applications. Recently, frequency-domain methods have attracted increasing interest for their ability to capture global dependencies. However, when applied to non-stationary…

Machine Learning · Statistics 2026-02-09 Zhongde An , Jinhong You , Jiyanglin Li , Yiming Tang , Wen Li , Heming Du , Shouguo Du

With the assistance of singular value decomposition (SVD), a multi-beam directional modulation (DM) scheme based on symmetrical multi-carrier frequency diverse array (FDA) is proposed. The proposed DM scheme is capable of achieving…

Signal Processing · Electrical Eng. & Systems 2019-07-30 Qian Cheng , Vincent Fusco , Jiang Zhu , Shilian Wang , Chao Gu

We propose the use of a new false discovery rate (FDR) controlling procedure as a model selection penalized method, and compare its performance to that of other penalized methods over a wide range of realistic settings: nonorthogonal design…

Applications · Statistics 2009-05-19 Yoav Benjamini , Yulia Gavrilov

This paper presents an innovative approach leveraging Spectrally Efficient Frequency Division Multiplexing (SEFDM) with enhancements, including Frequency Domain Cyclic Prefix (FDCP) and Modified Non-Linear (MNL) acceleration, to address…

Signal Processing · Electrical Eng. & Systems 2024-02-07 Mahdi Shamsi , Farokh Marvasti

In many atmospheric and earth sciences, it is of interest to identify dominant spatial patterns of variation based on data observed at $p$ locations and $n$ time points with the possibility that $p>n$. While principal component analysis…

Methodology · Statistics 2016-02-29 Wen-Ting Wang , Hsin-Cheng Huang

We propose a unified framework to speed up the existing stochastic matrix factorization (SMF) algorithms via variance reduction. Our framework is general and it subsumes several well-known SMF formulations in the literature. We perform a…

Machine Learning · Statistics 2017-05-23 Renbo Zhao , William B. Haskell , Jiashi Feng

Accurately modeling the inspiral-merger-ringdown (IMR) signal of coalescing compact objects is essential for the test of general relativity. However, it is known that astrophysical environments can distort gravitational-wave (GW) signal…

High Energy Astrophysical Phenomena · Physics 2026-04-02 Xinmiao Zhao , Han Yan , Xian Chen

The interference of fluorescence signals and noise remains a significant challenge in Raman spectrum analysis, often obscuring subtle spectral features that are critical for accurate analysis. Inspired by variational methods similar to…

Image and Video Processing · Electrical Eng. & Systems 2025-12-08 Nelson H. T. Lemes , José Claudinei Ferreira , Higor V. M. Ferreira

Fourier ptychography (FP) is a recently proposed computational imaging technique for high space-bandwidth product imaging. In real setups such as endoscope and transmission electron microscope, the common sample motion largely degrades the…