Related papers: Efficient Performance Evaluation of the Generalize…
We propose a new, computationally efficient, sparsity adaptive changepoint estimator for detecting changes in unknown subsets of a high-dimensional data sequence. Assuming the data sequence is Gaussian, we prove that the new method…
Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations $x_{t+1}=G(x_t)$, e.g., gradient descent can be viewed as iteratively applying the operation $G(x) \triangleq x-\alpha\nabla f(x)$. It…
Stochastic approximation (SA) is a powerful class of iterative algorithms for nonlinear root-finding that can be used for minimizing a loss function, $L(\boldsymbol{\theta})$, with respect to a parameter vector $\boldsymbol{\theta}$, when…
In this contribution, we are concerned with parameter optimization problems that are constrained by multiscale PDE state equations. As an efficient numerical solution approach for such problems, we introduce and analyze a new relaxed and…
Regression discontinuity (RD) designs with multiple running variables arise in a growing number of empirical applications, including geographic boundaries and multi-score assignment rules. Although recent methodological work has extended…
Given the damping factor $\alpha$ and precision tolerance $\epsilon$, \citet{andersen2006local} introduced Approximate Personalized PageRank (APPR), the \textit{de facto local method} for approximating the PPR vector, with runtime bounded…
We present a computationally efficient online kernel Cumulative Sum (CUSUM) method for change-point detection that utilizes the maximum over a set of kernel statistics to account for the unknown change-point location. Our approach exhibits…
We propose a novel angular velocity estimation method to increase the robustness of Simultaneous Localization And Mapping (SLAM) algorithms against gyroscope saturations induced by aggressive motions. Field robotics expose robots to various…
The Gibbs sampler (GS) is a crucial algorithm for approximating complex calculations, and it is justified by Markov chain theory, the alternating projection theorem, and $I$-projection, separately. We explore the equivalence between these…
We present a novel feature matching algorithm that systematically utilizes the geometric properties of features such as position, scale, and orientation, in addition to the conventional descriptor vectors. In challenging scenes with the…
Precise, consistent, and reliable positioning is crucial for a multitude of uses. In order to achieve high precision global positioning services, multi-sensor fusion techniques, such as the Global Navigation Satellite System (GNSS)/Inertial…
Geographic state machine replication (SMR) is a replication method in which replicas of a service are located on multiple continents to improve the fault tolerance of a general service. Nowadays, geographic SMR is easily realized using…
Fast multiple change-point segmentation methods, which additionally provide faithful statistical statements on the number, locations and sizes of the segments, have recently received great attention. In this paper, we propose a multiscale…
The residual cutting (RC) method has been proposed as an outer-inner loop iteration for efficiently solving large and sparse linear systems of equations arising in solving numerically problems of elliptic partial differential equations.…
Consider the detection of a sparse change in high-dimensional time-series. We introduce Sparsity Likelihood-based (SL-based) score and the change-points detection procedure in multivariate normal model with general covariance structure.…
In this thesis a probabilistic framework is developed and proposed for Dynamic Object Recognition in 3D Environments. A software package is developed using C++ and Python in ROS that performs the detection and tracking task. Furthermore, a…
We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…
The analysis of structure-preserving numerical methods for the Poisson--Nernst--Planck (PNP) system has attracted growing interests in recent years. In this work, we provide an optimal rate convergence analysis and error estimate for finite…
Randomized iterative methods have gained recent interest in machine learning and signal processing for solving large-scale linear systems. One such example is the randomized Douglas-Rachford (RDR) method, which updates the iterate by…
A martingale framework for concept change detection based on testing data exchangeability was recently proposed (Ho, 2005). In this paper, we describe the proposed change-detection test based on the Doob's Maximal Inequality and show that…