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Estimating conditional dependence graphs and precision matrices are some of the most common problems in modern statistics and machine learning. When data are fully observed, penalized maximum likelihood-type estimators have become standard…

Machine Learning · Statistics 2019-04-09 Roger Fan , Byoungwook Jang , Yuekai Sun , Shuheng Zhou

Sharpness-Aware Minimization (SAM) has emerged as a powerful method for improving generalization in machine learning models by minimizing the sharpness of the loss landscape. However, despite its success, several important questions…

Optimization and Control · Mathematics 2025-03-05 Dimitris Oikonomou , Nicolas Loizou

We propose NAMA (Newton-type Alternating Minimization Algorithm) for solving structured nonsmooth convex optimization problems where the sum of two functions is to be minimized, one being strongly convex and the other composed with a linear…

Optimization and Control · Mathematics 2019-11-11 Lorenzo Stella , Andreas Themelis , Panagiotis Patrinos

In this work, we introduce a unifying Bregman-based majorization-minimization (MM) framework for solving nonconvex nonsmooth optimization problems. The proposed approach leverages Bregman divergences, possibly varying across iterations, to…

Optimization and Control · Mathematics 2026-04-15 Maxence Adly , Alix Chazottes , Emilie Chouzenoux , Jean-Christophe Pesquet , Florent Sureau

This letter proposes a novel sparsity-aware adaptive filtering scheme and algorithms based on an alternating optimization strategy with shrinkage. The proposed scheme employs a two-stage structure that consists of an alternating…

Systems and Control · Computer Science 2023-07-19 Rodrigo C. de Lamare , Raimundo Sampaio-Neto

This paper presents a novel norm-one-regularized, consensus-based imaging algorithm, based on the Alternating Direction Method of Multipliers (ADMM). This algorithm is capable of imaging composite dielectric and metallic targets by using…

Other Computer Science · Computer Science 2017-10-11 Juan Heredia Juesas , Ali Molaei , Luis Tirado , William Blackwell , Jose A Martinez Lorenzo

Adaptive interference cancellation is rapidly becoming a necessity for our modern wireless communication systems, due to the proliferation of wireless devices that interfere with each other. To cancel interference, digital beamforming…

Machine Learning · Computer Science 2021-03-09 Shuang Li , Payam Nayeri , Michael B. Wakin

The classical alternating minimization (or projection) algorithm has been successful in the context of solving optimization problems over two variables. The iterative nature and simplicity of the algorithm has led to its application to many…

Information Theory · Computer Science 2010-08-24 Urs Niesen , Devavrat Shah , Gregory Wornell

The phase retrieval problem is a fundamental problem in many fields, which is appealing for investigation. It is to recover the signal vector $\tilde{x}\in\mathbb{C}^d$ from a set of $N$ measurements $b_n=|f^*_n\tilde{x}|^2,\ n=1,\cdots,…

Optimization and Control · Mathematics 2017-08-30 Jian-Feng Cai , Haixia Liu , Yang Wang

In this work, we propose a (linearized) Alternating Direction Method-of-Multipliers (ADMM) algorithm for minimizing a convex function subject to a nonconvex constraint. We focus on the special case where such constraint arises from the…

Machine Learning · Computer Science 2019-07-09 Fabian Latorre Gómez , Armin Eftekhari , Volkan Cevher

Approximate Message Passing (AMP) algorithms have seen widespread use across a variety of applications. However, the precise forms for their Onsager corrections and state evolutions depend on properties of the underlying random matrix…

Probability · Mathematics 2021-08-16 Zhou Fan

We propose a new and computationally efficient algorithm for maximizing the observed log-likelihood for a multivariate normal data matrix with missing values. We show that our procedure based on iteratively regressing the missing on the…

Methodology · Statistics 2012-11-21 Nicolas Städler , Daniel J. Stekhoven , Peter Bühlmann

Low-rank tensor sensing is a fundamental problem with broad applications in signal processing and machine learning. Among various tensor models, low-Tucker-rank tensors are particularly attractive for capturing multi-mode subspace…

Machine Learning · Computer Science 2026-01-21 Shuang Li

In this paper we develop two new Tensor Alternating Steepest Descent algorithms for tensor completion in the low-rank $\star_{M}$-product format, whereby we aim to reconstruct an entire low-rank tensor from a small number of measurements…

Numerical Analysis · Mathematics 2025-06-13 Oliver Townsend , Sergey Dolgov , Silvia Gazzola , Misha Kilmer

The alternating direction method of multipliers (ADMM) is a widely used method for solving many convex minimization models arising in signal and image processing. In this paper, we propose an inertial ADMM for solving a two-block separable…

Optimization and Control · Mathematics 2021-04-02 Yang Yang , Yuchao Tang

Various statistical tasks, including sampling or computing Wasserstein barycenters, can be reformulated as fixed-point problems for operators on probability distributions. Accelerating standard fixed-point iteration schemes provides a…

Optimization and Control · Mathematics 2026-01-30 Vitalii Aksenov , Martin Eigel , Mathias Oster

We propose a novel Learned Alternating Minimization Algorithm (LAMA) for dual-domain sparse-view CT image reconstruction. LAMA is naturally induced by a variational model for CT reconstruction with learnable nonsmooth nonconvex…

Computer Vision and Pattern Recognition · Computer Science 2023-06-07 Chi Ding , Qingchao Zhang , Ge Wang , Xiaojing Ye , Yunmei Chen

The denoising-based approximate message passing (D-AMP) methodology, recently proposed by Metzler, Maleki, and Baraniuk, allows one to plug in sophisticated denoisers like BM3D into the AMP algorithm to achieve state-of-the-art compressive…

Information Theory · Computer Science 2016-11-07 Philip Schniter , Sundeep Rangan , Alyson Fletcher

The storage and computation requirements of Convolutional Neural Networks (CNNs) can be prohibitive for exploiting these models over low-power or embedded devices. This paper reduces the computational complexity of the CNNs by minimizing an…

Neural and Evolutionary Computing · Computer Science 2017-01-17 Farkhondeh Kiaee , Christian Gagné , Mahdieh Abbasi

Consider the problem of minimizing an expected logarithmic loss over either the probability simplex or the set of quantum density matrices. This problem includes tasks such as solving the Poisson inverse problem, computing the…

Optimization and Control · Mathematics 2024-03-12 Chung-En Tsai , Hao-Chung Cheng , Yen-Huan Li