Related papers: Dimensionality Reduction of Affine Variational Ine…
Dimension reduction is often the first step in statistical modeling or prediction of multivariate spatial data. However, most existing dimension reduction techniques do not account for the spatial correlation between observations and do not…
Motivated by problems in contact mechanics, we propose a duality approach for computing approximations and associated a posteriori error bounds to solutions of variational inequalities of the first kind. The proposed approach improves upon…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
A common way of characterizing minimax estimators in point estimation is by moving the problem into the Bayesian estimation domain and finding a least favorable prior distribution. The Bayesian estimator induced by a least favorable prior,…
When performing classification tasks, raw high dimensional features often contain redundant information, and lead to increased computational complexity and overfitting. In this paper, we assume the data samples lie on a single underlying…
Amortized variational inference (AVI) replaces instance-specific local inference with a global inference network. While AVI has enabled efficient training of deep generative models such as variational autoencoders (VAE), recent empirical…
A priori dimension reduction is a widely adopted technique for reducing the computational complexity of stationary inverse problems. In this setting, the solution of an inverse problem is parameterized by a low-dimensional basis that is…
This paper considers a variational inequality (VI) problem arising from a game among multiple agents, where each agent aims to minimize its own cost function subject to its constrained set represented as the intersection of a (possibly…
We develop an interior-point approach to solve constrained variational inequality (cVI) problems. Inspired by the efficacy of the alternating direction method of multipliers (ADMM) method in the single-objective context, we generalize ADMM…
We consider the problem of enabling robust range estimation of eigenvalue decomposition (EVD) algorithm for a reliable fixed-point design. The simplicity of fixed-point circuitry has always been so tempting to implement EVD algo- rithms in…
The curvature regularities are well-known for providing strong priors in the continuity of edges, which have been applied to a wide range of applications in image processing and computer vision. However, these models are usually non-convex,…
Scientists and engineers rely on accurate mathematical models to quantify the objects of their studies, which are often high-dimensional. Unfortunately, high-dimensional models are inherently difficult, i.e. when observations are sparse or…
In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…
Automatic Differentiation Variational Inference (ADVI) is efficient in learning probabilistic models. Classic ADVI relies on the parametric approach to approximate the posterior. In this paper, we develop a spline-based nonparametric…
In this paper, we develop stochastic variance reduced algorithms for solving a class of finite-sum hemivariational inequality (HVI) problem. In this HVI problem, the associated function is assumed to be differentiable, and both the vector…
Variational regularization techniques are dominant in the field of mathematical imaging. A drawback of these techniques is that they are dependent on a number of parameters which have to be set by the user. A by now common strategy to…
Representing images and videos with Symmetric Positive Definite (SPD) matrices, and considering the Riemannian geometry of the resulting space, has been shown to yield high discriminative power in many visual recognition tasks.…
This paper proposes novel algorithm for non-convex multimodal constrained optimisation problems. It is based on sequential solving restrictions of problem to sections of feasible set by random subspaces (in general, manifolds) of low…
Depth estimation is an essential component in understanding the 3D geometry of a scene, with numerous applications in urban and indoor settings. These scenes are characterized by a prevalence of human made structures, which in most of the…
Least Absolute Deviations (LAD) regression provides a robust alternative to ordinary least squares by minimizing the sum of absolute residuals. However, its widespread use has been limited by the computational cost of existing solvers,…