Related papers: On the Estimation Performance and Convergence Rate…
This work is concerned with the rigorous analysis on the Generalized Multiscale Finite Element Methods (GMsFEMs) for elliptic problems with high-contrast heterogeneous coefficients. GMsFEMs are popular numerical methods for solving flow…
We study high-probability convergence in online learning, in the presence of heavy-tailed noise. To combat the heavy tails, a general framework of nonlinear SGD methods is considered, subsuming several popular nonlinearities like sign,…
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…
Ultrafast multidimensional spectroscopies are powerful tools that can access charge and energy flow in complex materials, shifting chemical kinetics, and even many-body interactions in correlated matter. However, current implementations…
The problem of imbalance detection in a three-phase power system using a phasor measurement unit (PMU) is considered. A general model for the zero, positive, and negative sequences from a PMU measurement at off-nominal frequencies is…
We study the computational phase transition in a multi-frequency group synchronization problem, where pairwise relative measurements of group elements are observed across multiple frequency channels and corrupted by Gaussian noise. Using…
We develop and analyze the Generalized Multiplicative Gradient (GMG) method for solving a class of convex optimization problems over symmetric cones, where the objective function does not have Lipschitz gradient over the feasible region.…
To estimate accurate voltage phasors from inaccurate voltage magnitude and complex power measurements, the standard approach is to iteratively refine a good initial guess using the Gauss--Newton method. But the nonconvexity of the…
We propose a continuous-time formulation of persistent contrastive divergence (PCD) for maximum likelihood estimation (MLE) of unnormalised densities. Our approach expresses PCD as a coupled, multiscale system of stochastic differential…
Despite major advancements in nonlinear programming (NLP) and convex relaxations, most system operators around the world still predominantly use some form of linear programming (LP) approximation of the AC power flow equations. This is…
The expressive power of a Gaussian process (GP) model comes at a cost of poor scalability in the data size. To improve its scalability, this paper presents a low-rank-cum-Markov approximation (LMA) of the GP model that is novel in…
Efficient Bayesian model selection relies on the model evidence or marginal likelihood, whose computation often requires evaluating an intractable integral. The harmonic mean estimator (HME) has long been a standard method of approximating…
This letter generalizes noise modulation by introducing two voltage biases and employing non-Gaussian noise distributions, such as Mixture of Gaussian (MoG) and Laplacian, in addition to traditional Gaussian noise. The proposed framework…
The generic matrix multiply (GEMM) function is the core element of high-performance linear algebra libraries used in many computationally-demanding digital signal processing (DSP) systems. We propose an acceleration technique for GEMM based…
In this paper, we tackle the resolution of chance-constrained problems reformulated via Sample Average Approximation. The resulting data-driven deterministic reformulation takes the form of a large-scale mixed-integer program cursed with…
Hyper-parameter optimization remains as the core issue of Gaussian process (GP) for machine learning nowadays. The benchmark method using maximum likelihood (ML) estimation and gradient descent (GD) is impractical for processing big data…
This paper covers predicting high-resolution electricity peak demand features given lower-resolution data. This is a relevant setup as it answers whether limited higher-resolution monitoring helps to estimate future high-resolution peak…
This paper describes a flexible framework for generalized low-rank tensor estimation problems that includes many important instances arising from applications in computational imaging, genomics, and network analysis. The proposed estimator…
Partial differential equations (PDEs) with inputs that depend on infinitely many parameters pose serious theoretical and computational challenges. Sophisticated numerical algorithms that automatically determine which parameters need to be…
We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…