Related papers: On block coherence of frames
Robust discrete optimization is a highly active field of research where a plenitude of combinations between decision criteria, uncertainty sets and underlying nominal problems are considered. Usually, a robust problem becomes harder to…
Covariance matrix estimation is one of the most important problems in statistics. To accommodate the complexity of modern datasets, it is desired to have estimation procedures that not only can incorporate the structural assumptions of…
In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…
Compressed sensing (CS) shows that a signal having a sparse or compressible representation can be recovered from a small set of linear measurements. In classical CS theory, the sampling matrix and representation matrix are assumed to be…
The task of compressed sensing is to recover a sparse vector from a small number of linear and non-adaptive measurements, and the problem of finding a suitable measurement matrix is very important in this field. While most recent works…
This paper focuses on investigating an inexact stochastic model-based optimization algorithm that integrates preconditioning techniques for solving stochastic composite optimization problems. The proposed framework unifies and extends the…
Network clustering reveals the organization of a network or corresponding complex system with elements represented as vertices and interactions as edges in a (directed, weighted) graph. Although the notion of clustering can be somewhat…
Clustering consists of grouping together samples giving their similar properties. The problem of modeling simultaneously groups of samples and features is known as Co-Clustering. This paper introduces ROCCO - a Robust Continuous…
In this review article, we discuss connections between the physics of disordered systems, phase transitions in inference problems, and computational hardness. We introduce two models representing the behavior of glassy systems, the spiked…
In compressed sensing one uses known structures of otherwise unknown signals to recover them from as few linear observations as possible. The structure comes in form of some compressibility including different notions of sparsity and low…
We provide a framework for computing the exact worst-case performance of any algorithm belonging to a broad class of oracle-based first-order methods for composite convex optimization, including those performing explicit, projected,…
The linear model, in which a set of observations is assumed to be given by a linear combination of columns of a matrix, has long been the mainstay of the statistics and signal processing literature. One particular challenge for inference…
We describe several algorithms for matrix completion and matrix approximation when only some of its entries are known. The approximation constraint can be any whose approximated solution is known for the full matrix. For low rank…
Randomized matrix compression techniques, such as the Johnson-Lindenstrauss transform, have emerged as an effective and practical way for solving large-scale problems efficiently. With a focus on computational efficiency, however, forsaking…
This paper proposes the matrix-weighted consensus algorithm, which is a generalization of the consensus algorithm in the literature. Given a networked dynamical system where the interconnections between agents are weighted by nonnegative…
A novel algorithm for designing optimized orthonormal transform-matrix codebooks for adaptive transform coding of a non-stationary vector process is proposed. This algorithm relies on a block-wise stationary model of a non-stationary…
Robust optimization is becoming increasingly important in machine learning applications. In this paper, we study a unified framework of robust submodular optimization. We study this problem both from a minimization and maximization…
In-memory columnar databases have become mainstream over the last decade and have vastly improved the fast processing of large volumes of data through multi-core parallelism and in-memory compression thereby eliminating the usual…
The inverse of the stiffness matrix of the time-harmonic Maxwell equation with perfectly conducting boundary conditions is approximated in the blockwise low-rank format of ${\mathcal H}$-matrices. We prove that root exponential convergence…
Block coordinate descent (BCD) methods are prevalent in large scale optimization problems due to the low memory and computational costs per iteration, the predisposition to parallelization, and the ability to exploit the structure of the…