Related papers: On the convergence of the sparse possibilistic c-m…

Stochastic computing (SC) is a promising candidate for fault tolerant computing in digital circuits. We present a novel stochastic computing estimation architecture allowing to solve a large group of estimation problems including least…

In this paper two novel possibilistic clustering algorithms are presented, which utilize the concept of sparsity. The first one, called sparse possibilistic c-means, exploits sparsity and can deal well with closely located clusters that may…

The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

In this paper a novel possibilistic c-means clustering algorithm, called Adaptive Possibilistic c-means, is presented. Its main feature is that {\it all} its parameters, after their initialization, are properly adapted during its execution.…

The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…

The idea of a parsing of a stationary process according to a collection of words is introduced, and the basic framework required for the asymptotic analysis of these parsings is presented. We demonstrate how the pointwise ergodic theorem…

We propose an SQP algorithm for mathematical programs with vanishing constraints which solves at each iteration a quadratic program with linear vanishing constraints. The algorithm is based on the newly developed concept of $\mathcal…

Minimizing sum of two functions under a linear constraint is what we called splitting problem. This convex optimization has wide applications in machine learning problems, such as Lasso, Group Lasso and Sparse logistic regression. A recent…

The convergence of expectation-maximization (EM)-based algorithms typically requires continuity of the likelihood function with respect to all the unknown parameters (optimization variables). The requirement is not met when parameters…

This paper presents a comprehensive analysis of a broad range of variations of the stochastic proximal point method (SPPM). Proximal point methods have attracted considerable interest owing to their numerical stability and robustness…

We propose a novel iterative algorithm for solving a large sparse linear system. The method is based on the EM algorithm. If the system has a unique solution, the algorithm guarantees convergence with a geometric rate. Otherwise,…

In this paper, we develop a parameterized proximal point algorithm (P-PPA) for solving a class of separable convex programming problems subject to linear and convex constraints. The proposed algorithm is provable to be globally convergent…

In this paper, we consider compressed sensing (CS) of block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. An efficient algorithm, called zero-point attracting projection (ZAP) algorithm, is…

In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Sparse principal component analysis (SPCA) is widely used for dimensionality reduction and feature extraction in high-dimensional data analysis. Despite many methodological and theoretical developments in the past two decades, the…

We develop an estimator-based stochastic fixed-point framework for approximately computing the 2-Wasserstein barycenter of continuous, non-parametric probability measures. Notably, we provide the first rigorous convergence analysis for…

Along with developing of Peaceman-Rachford Splittling Method (PRSM), many batch algorithms based on it have been studied very deeply. But almost no algorithm focused on the performance of stochastic version of PRSM. In this paper, we…

A recursive algorithm named Zero-point Attracting Projection (ZAP) is proposed recently for sparse signal reconstruction. Compared with the reference algorithms, ZAP demonstrates rather good performance in recovery precision and robustness.…

Greedy Sampling Methods (GSMs) are widely used to construct approximate solutions of Configuration Optimization Problems (COPs), where a loss functional is minimized over finite configurations of points in a compact domain. While effective…

Convolutional sparse coding (CSC) improves sparse coding by learning a shift-invariant dictionary from the data. However, existing CSC algorithms operate in the batch mode and are expensive, in terms of both space and time, on large…