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A very simple and efficient local variational iteration method for solving problems of nonlinear science is proposed in this paper. The analytical iteration formula of this method is derived first using a general form of first order…
The indefinite least squares (ILS) problem is a generalization of the famous linear least squares problem. It minimizes an indefinite quadratic form with respect to a signature matrix. For this problem, we first propose an impressively…
This paper proves the consistency property for the regularized maximum likelihood estimators (MLEs) of multivariate Hawkes processes (MHPs). It also develops an alternating minimization type algorithm (AA-iPALM) to compute the MLEs with…
We consider a general nonsymmetric second-order linear elliptic PDE in the framework of the Lax-Milgram lemma. We formulate and analyze an adaptive finite element algorithm with arbitrary polynomial degree that steers the adaptive…
This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwise iteration-complexity of the new method is better than the…
Motivated by localization problems such as cadastral maps refinements, we consider a generic Nonlinear Least Squares (NLS) problem of minimizing an aggregate squared fit across all nonlinear equations (measurements) with respect to the set…
Mixture of Experts (MoE) are successful models for modeling heterogeneous data in many statistical learning problems including regression, clustering and classification. Generally fitted by maximum likelihood estimation via the well-known…
In this paper, we propose a novel adaptive stochastic extended iterative method, which can be viewed as an improved extension of the randomized extended Kaczmarz (REK) method, for finding the unique minimum Euclidean norm least-squares…
We propose to use the ensemble Kalman smoother (EnKS) as linear least squares solver in the Gauss-Newton method for the large nonlinear least squares in incremental 4DVAR. The ensemble approach is naturally parallel over the ensemble…
Randomized subspace embedding methods have had a great impact on the solution of a linear least squares (LS) problem by reducing its row dimension, leading to a randomized or sketched LS (sLS) problem, and use the solution of the sLS…
This paper proposes Inverse Gram Matrix (IGM) methods to prioritize the Pairwise Reciprocal Matrix (PRM) in the Analytic Hierarchy Process. The IGM methods include Pseudo-IGM, Normalized-IGM, and Lagrange-IGM. Interestingly, the proposed…
Edge-preserving image smoothing is a fundamental procedure for many computer vision and graphic applications. There is a tradeoff between the smoothing quality and the processing speed: the high smoothing quality usually requires a high…
Least squares form one of the most prominent classes of optimization problems, with numerous applications in scientific computing and data fitting. When such formulations aim at modeling complex systems, the optimization process must…
Implementations in R of classical general-purpose algorithms for local optimization generally have two major limitations which cause difficulties in applications to complex problems: too loose convergence criteria and too long calculation…
Robust low-rank matrix completion (RMC), or robust principal component analysis with partially observed data, has been studied extensively for computer vision, signal processing and machine learning applications. This problem aims to…
This paper presents reduced-rank linearly constrained minimum variance (LCMV) beamforming algorithms based on joint iterative optimization of filters. The proposed reduced-rank scheme is based on a constrained joint iterative optimization…
Iteratively Re-weighted Least Squares (IRLS) is a method for solving minimization problems involving non-quadratic cost functions, perhaps non-convex and non-smooth, which however can be described as the infimum over a family of quadratic…
The affine rank minimization (ARM) problem is well known for both its applications and the fact that it is NP-hard. One of the most successful approaches, yet arguably underrepresented, is iteratively reweighted least squares (IRLS), more…
Language models (LMs) can perform complex reasoning either end-to-end, with hidden latent state, or compositionally, with transparent intermediate state. Composition offers benefits for interpretability and safety, but may need workflow…
The ever-growing popularity and rapid improving of artificial intelligence (AI) have raised rethinking on the evolution of wireless networks. Mobile edge computing (MEC) provides a natural platform for AI applications since it is with rich…