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High dimensional covariance estimation and graphical models is a contemporary topic in statistics and machine learning having widespread applications. An important line of research in this regard is to shrink the extreme spectrum of the…

Methodology · Statistics 2016-06-28 Sang-Yun Oh , Bala Rajaratnam , Joong-Ho Won

Total variation (TV) is a widely used regularizer for stabilizing the solution of ill-posed inverse problems. In this paper, we propose a novel proximal-gradient algorithm for minimizing TV regularized least-squares cost functional. Our…

Information Theory · Computer Science 2016-01-05 Ulugbek S. Kamilov

We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators…

Machine Learning · Computer Science 2019-02-06 Francis Bach , Kfir Y. Levy

Graph partitioning is a key fundamental problem in the area of big graph computation. Previous works do not consider the practical requirements when optimizing the big data analysis in real applications. In this paper, motivated by…

Databases · Computer Science 2024-04-10 Baoling Ning , Jianzhong Li

2D Total Variation Denoising (TVD) is a widely used technique for image denoising. It is also an important nonparametric regression method for estimating functions with heterogenous smoothness. Recent results have shown the TVD estimator to…

Statistics Theory · Mathematics 2024-06-26 Sabyasachi Chatterjee , Subhajit Goswami

This paper proposes a robust adaptive algorithm for smooth graph signal recovery which is based on generalized correntropy. A proper cost function is defined for this purpose. The proposed algorithm is derived and a kernel width…

Signal Processing · Electrical Eng. & Systems 2022-09-20 Razieh Torkamani , Hadi Zayyani , Farokh Marvasti

We design two variational algorithms to optimize specific 2-local Hamiltonians defined on graphs. Our algorithms are inspired by the Quantum Approximate Optimization Algorithm. We develop formulae to analyze the energy achieved by these…

Quantum Physics · Physics 2024-12-20 Kunal Marwaha , Adrian She , James Sud

Many stochastic optimization algorithms work by estimating the gradient of the cost function on the fly by sampling datapoints uniformly at random from a training set. However, the estimator might have a large variance, which inadvertently…

Machine Learning · Computer Science 2017-08-10 Farnood Salehi , L. Elisa Celis , Patrick Thiran

In this work, we propose a time-varying wave-shape extraction algorithm based on a modified version of the adaptive non-harmonic model for non-stationary signals. The model codifies the time-varying wave-shape information in the relative…

Signal Processing · Electrical Eng. & Systems 2023-09-28 Joaquin Ruiz , Gastón Schlotthauer , Leandro Vignolo , Marcelo A. Colominas

Despite significant research efforts, the state-of-the-art algorithm for maintaining an approximate matching in fully dynamic graphs has a polynomial {worst-case} update time, even for very poor approximation guarantees. In a recent…

Data Structures and Algorithms · Computer Science 2018-03-16 Moses Charikar , Shay Solomon

We consider a second-order elliptic boundary value problem with strongly monotone and Lipschitz-continuous nonlinearity. We design and study its adaptive numerical approximation interconnecting a finite element discretization, the…

Numerical Analysis · Mathematics 2021-02-18 Alexander Haberl , Dirk Praetorius , Stefan Schimanko , Martin Vohralik

Lifelong SLAM considers long-term operation of a robot where already mapped locations are revisited many times in changing environments. As a result, traditional graph-based SLAM approaches eventually become extremely slow due to the…

Robotics · Computer Science 2021-10-05 Gerhard Kurz , Matthias Holoch , Peter Biber

In our paper, we have studied the tensor completion problem when the sampling pattern is deterministic. We first propose a simple but efficient weighted HOSVD algorithm for recovery from noisy observations. Then we use the weighted HOSVD…

Numerical Analysis · Mathematics 2020-03-23 Zehan Chao , Longxiu Huang , Deanna Needell

This paper is an attempt to remedy the problem of slow convergence for first-order numerical algorithms by proposing an adaptive conditioning heuristic. First, we propose a parallelizable numerical algorithm that is capable of solving…

Optimization and Control · Mathematics 2021-03-02 Muhammad Adil , Sasan Tavakkol , Ramtin Madani

In this paper, a gradient-free distributed algorithm is introduced to solve a set constrained optimization problem under a directed communication network. Specifically, at each time-step, the agents locally compute a so-called…

Optimization and Control · Mathematics 2021-09-06 Yipeng Pang , Guoqiang Hu

We study the fully dynamic All-Pairs Shortest Paths (APSP) problem in undirected edge-weighted graphs. Given an $n$-vertex graph $G$ with non-negative edge lengths, that undergoes an online sequence of edge insertions and deletions, the…

Data Structures and Algorithms · Computer Science 2023-04-20 Julia Chuzhoy , Ruimin Zhang

In computer networks, participants may cooperate in processing tasks, so that loads are balanced among them. We present local distributed algorithms that (repeatedly) use local imbalance criteria to transfer loads concurrently across the…

Distributed, Parallel, and Cluster Computing · Computer Science 2020-10-07 Yefim Dinitz , Shlomi Dolev , Manish Kumar

Theoretical analyses for graph learning methods often assume a complete observation of the input graph. Such an assumption might not be useful for handling any-size graphs due to the scalability issues in practice. In this work, we develop…

Machine Learning · Computer Science 2021-11-08 Takanori Maehara , Hoang NT

This paper investigates the optimal ergodic sublinear convergence rate of the relaxed proximal point algorithm for solving monotone variational inequality problems. The exact worst case convergence rate is computed using the performance…

Optimization and Control · Mathematics 2019-07-15 Guoyong Gu , Junfeng Yang

We consider the framework of non-stationary stochastic optimization [Besbes et al, 2015] with squared error losses and noisy gradient feedback where the dynamic regret of an online learner against a time varying comparator sequence is…

Machine Learning · Computer Science 2020-10-02 Dheeraj Baby , Yu-Xiang Wang