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In this paper we propose a computationally efficient algorithm for on-line variable selection in multivariate regression problems involving high dimensional data streams. The algorithm recursively extracts all the latent factors of a…

Machine Learning · Statistics 2009-02-10 Brian McWilliams , Giovanni Montana

Accurately monitoring the system's operating point is central to the reliable and economic operation of an electric power grid. Power system state estimation (PSSE) aims to obtain complete voltage magnitude and angle information at each bus…

Systems and Control · Computer Science 2018-03-14 Gang Wang , Ahmed S. Zamzam , Georgios B. Giannakis , Nicholas D. Sidiropoulos

Power system restoration after a major blackout is a complex process, in which selection of energising paths is a key issue to realize unit and load restoration safely and efficiently. In general, the energising path scheme made beforehand…

Signal Processing · Electrical Eng. & Systems 2019-03-13 Shaoyan Li , Xueping Gu , Guangqi Zhou , Yang Li

Power systems are highly complex, large-scale engineering systems subject to many uncertainties, which makes accurate mathematical modeling challenging. This paper proposes a novel, centralized dynamic state estimator for power systems that…

Systems and Control · Electrical Eng. & Systems 2025-04-08 Milos Katanic , John Lygeros , Gabriela Hug

We consider the tensor completion problem of predicting the missing entries of a tensor. The commonly used CP model has a triple product form, but an alternate family of quadratic models, which are the sum of pairwise products instead of a…

Machine Learning · Computer Science 2023-08-01 Hongyang R. Zhang , Vatsal Sharan , Moses Charikar , Yingyu Liang

Power flow refers to the injection of power on the lines of an electrical grid, so that all the injections at the nodes form a consistent flow within the network. Optimality, in this setting, is usually intended as the minimization of the…

Optimization and Control · Mathematics 2020-09-25 Daniel Bienstock , Mauro Escobar , Claudio Gentile , Leo Liberti

We propose Selective Multiple Power Iterations (SMPI), a new algorithm to address the important Tensor PCA problem that consists in recovering a spike $\bf{v_0}^{\otimes k}$ corrupted by a Gaussian noise tensor $\bf{Z} \in…

Machine Learning · Computer Science 2021-12-24 Mohamed Ouerfelli , Mohamed Tamaazousti , Vincent Rivasseau

This paper deals with sparse phase retrieval, i.e., the problem of estimating a vector from quadratic measurements under the assumption that few components are nonzero. In particular, we consider the problem of finding the sparsest vector…

Information Theory · Computer Science 2014-02-25 Fabien Lauer , Henrik Ohlsson

Tensor train (TT) format is a common approach for computationally efficient work with multidimensional arrays, vectors, matrices, and discretized functions in a wide range of applications, including computational mathematics and machine…

Numerical Analysis · Mathematics 2022-09-30 Andrei Chertkov , Gleb Ryzhakov , Georgii Novikov , Ivan Oseledets

We consider the use of probabilistic neural networks for fluid flow {surrogate modeling} and data recovery. This framework is constructed by assuming that the target variables are sampled from a Gaussian distribution conditioned on the…

Fluid Dynamics · Physics 2020-10-14 Romit Maulik , Kai Fukami , Nesar Ramachandra , Koji Fukagata , Kunihiko Taira

In this paper, we propose a general framework for sparse and low-rank tensor estimation from cubic sketchings. A two-stage non-convex implementation is developed based on sparse tensor decomposition and thresholded gradient descent, which…

Statistics Theory · Mathematics 2020-03-17 Botao Hao , Anru Zhang , Guang Cheng

Many power system operation and planning problems use the DC power flow approximation to address computational challenges from the nonlinearity of the AC power flow equations. The DC power flow simplifies the AC power flow equations to a…

Systems and Control · Electrical Eng. & Systems 2024-03-13 Babak Taheri , Daniel K. Molzahn

Phase retrieval(PR) problem is a kind of ill-condition inverse problem which can be found in various of applications. Utilizing the sparse priority, an algorithm called SWF(Sparse Wirtinger Flow) is proposed in this paper to deal with…

Information Theory · Computer Science 2017-04-12 Ziyang Yuan , Qi Wang , Hongxia Wang

The power method is one of the most fundamental tools for extracting top principal components from data through low-rank matrix approximation. Yet, when the target rank is large, the cost of matrix multiplication associated with this…

Numerical Analysis · Mathematics 2026-05-12 Shabarish Chenakkod , Michał Dereziński

We consider the problem of recovering a function over the space of permutations (or, the symmetric group) over $n$ elements from given partial information; the partial information we consider is related to the group theoretic Fourier…

Statistics Theory · Mathematics 2011-06-21 Srikanth Jagabathula , Devavrat Shah

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…

Optimization and Control · Mathematics 2019-09-10 Vito Cerone , Sophie M. Fosson , Diego Regruto

In this paper, a new method is proposed for sparse PCA based on the recursive divide-and-conquer methodology. The main idea is to separate the original sparse PCA problem into a series of much simpler sub-problems, each having a closed-form…

Computer Vision and Pattern Recognition · Computer Science 2012-12-03 Qian Zhao , Deyu Meng , Zongben Xu

Optimization algorithms play a central role in chemistry since optimization is the computational keystone of most molecular and electronic structure calculations. Herein, we introduce the iterative power algorithm (IPA) for global…

Quantum Physics · Physics 2021-05-19 Micheline B. Soley , Paul Bergold , Victor S. Batista

Probabilistic machine learning models are distinguished by their ability to integrate prior knowledge of noise statistics, smoothness parameters, and training data uncertainty. A common approach involves modeling data with Gaussian…

Computation · Statistics 2025-07-31 Cristian A. Galvis-Florez , Ahmad Farooq , Simo Särkkä

Tensor regression has shown to be advantageous in learning tasks with multi-directional relatedness. Given massive multiway data, traditional methods are often too slow to operate on or suffer from memory bottleneck. In this paper, we…

Machine Learning · Computer Science 2016-07-12 Rose Yu , Yan Liu