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High-order tensor methods that employ Taylor-based local models (of degree $p\ge 3$) within adaptive regularization frameworks have been recently proposed for both convex and nonconvex optimization problems. They have been shown to have…
The aim of this paper is to deepen the convergence analysis of the scaled gradient projection (SGP) method, proposed by Bonettini et al. in a recent paper for constrained smooth optimization. The main feature of SGP is the presence of a…
The generalized smooth condition, $(L_{0},L_{1})$-smoothness, has triggered people's interest since it is more realistic in many optimization problems shown by both empirical and theoretical evidence. Two recent works established the…
Line spectral estimation is the problem of recovering the frequencies and amplitudes of a mixture of a few sinusoids from equispaced samples. However, in a variety of signal processing problems arising in imaging, radar, and localization we…
A renormalization-group scheme is developed for the 3-dimensional O($2N$)-symmetric Ginzburg-Landau-Wilson model, which is consistent with the use of a 1/N expansion as a systematic method of approximation. It is motivated by an application…
Statistical models with constrained probability distributions are abundant in machine learning. Some examples include regression models with norm constraints (e.g., Lasso), probit, many copula models, and latent Dirichlet allocation (LDA).…
This paper concerns a high-dimensional stochastic programming problem of minimizing a function of expected cost with a matrix argument. To this problem, one of the most widely applied solution paradigms is the sample average approximation…
In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…
Sparse-view computed tomography (CT) is an effective method to reduce the radiation exposure in medical imaging. To reduce the severe streaking artifacts that occur in reconstructed images due to violation of the Nyquist/Shannon sampling…
A theoretical analysis, aimed at characterizing the degradation induced by the resampling and requantization processes applied to band-limited Gaussian signals with flat power spectrum, available through their digitized samples, is…
The Dantzig selector has received popularity for many applications such as compressed sensing and sparse modeling, thanks to its computational efficiency as a linear programming problem and its nice sampling properties. Existing results…
This paper is concerned with the numerical solution of nonlinear ill-posed operator equations involving convex constraints. We study a Newton-type method which consists in applying linear Tikhonov regularization with convex constraints to…
We consider the inverse problem of reconstructing general solutions to the Helmholtz equation on some domain $\Omega$ from their values at scattered points $x_1,\dots,x_n\subset \Omega$. This problem typically arises when sampling acoustic…
We consider the stochastic approximation problem where a convex function has to be minimized, given only the knowledge of unbiased estimates of its gradients at certain points, a framework which includes machine learning methods based on…
In a series of recent papers (Adcock, Hansen and Poon, 2013, Appl. Comput. Harm. Anal. 45(5):3132-3167), (Adcock, Gataric and Hansen, 2014, SIAM J. Imaging Sci. 7(3):1690-1723) and (Adcock, Hansen, Kutyniok and Ma, 2015, SIAM J. Math. Anal.…
The Lasso is a popular regression method for high-dimensional problems in which the number of parameters $\theta_1,\dots,\theta_N$, is larger than the number $n$ of samples: $N>n$. A useful heuristics relates the statistical properties of…
We study the query complexity of sampling from high-dimensional Gaussian distributions using gradient information. In the standard oracle model, exact gradients expose only matrix-vector products with the precision matrix, leading to…
Bayesian statistical inference for Generalized Linear Models (GLMs) with parameters lying on a constrained space is of general interest (e.g., in monotonic or convex regression), but often constructing valid prior distributions supported on…
We study the performance of Stochastic Cubic Regularized Newton (SCRN) on a class of functions satisfying gradient dominance property with $1\le\alpha\le2$ which holds in a wide range of applications in machine learning and signal…
Graph Convolutional Networks (GCNs) have achieved impressive empirical advancement across a wide variety of semi-supervised node classification tasks. Despite their great success, training GCNs on large graphs suffers from computational and…