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We propose a symmetric low-rank representation (SLRR) method for subspace clustering, which assumes that a data set is approximately drawn from the union of multiple subspaces. The proposed technique can reveal the membership of multiple…
In this paper, we study high-dimensional sparse Quadratic Discriminant Analysis (QDA) and aim to establish the optimal convergence rates for the classification error. Minimax lower bounds are established to demonstrate the necessity of…
We develop a new approach for the estimation of a multivariate function based on the economic axioms of quasiconvexity (and monotonicity). On the computational side, we prove the existence of the quasiconvex constrained least squares…
Networked systems usually face different random uncertainties that make the performance of the least-squares (LS) linear filter decline significantly. For this reason, great attention has been paid to the search for other kinds of…
This paper presents novel adaptive space-time reduced-rank interference suppression least squares algorithms based on joint iterative optimization of parameter vectors. The proposed space-time reduced-rank scheme consists of a joint…
This paper studies the subspace segmentation problem which aims to segment data drawn from a union of multiple linear subspaces. Recent works by using sparse representation, low rank representation and their extensions attract much…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
Sparsity promoting norms are frequently used in high dimensional regression. A limitation of such Lasso-type estimators is that the optimal regularization parameter depends on the unknown noise level. Estimators such as the concomitant…
This paper is concerned with the computation of the high-dimensional zero-norm penalized quantile regression estimator, defined as a global minimizer of the zero-norm penalized check loss function. To seek a desirable approximation to the…
Random projection (RP) is a classical technique for reducing storage and computational costs. We analyze RP-based approximations of convex programs, in which the original optimization problem is approximated by the solution of a…
There are many practical applications based on the Least Square Error (LSE) approximation. It is based on a square error minimization 'on a vertical' axis. The LSE method is simple and easy also for analytical purposes. However, if data…
We propose a parallel adaptive constraint-tightening approach to solve a linear model predictive control problem for discrete-time systems, based on inexact numerical optimization algorithms and operator splitting methods. The underlying…
The Partial Least Square Regression (PLSR) exhibits admirable competence for predicting continuous variables from inter-correlated brain recordings in the brain-computer interface. However, PLSR is in essence formulated based on the least…
Label smoothing regularization (LSR) has a great success in training deep neural networks by stochastic algorithms such as stochastic gradient descent and its variants. However, the theoretical understanding of its power from the view of…
Correspondence problems are often modelled as quadratic optimization problems over permutations. Common scalable methods for approximating solutions of these NP-hard problems are the spectral relaxation for non-convex energies and the…
We present complexity and numerical results for a new asynchronous parallel algorithmic method for the minimization of the sum of a smooth nonconvex function and a convex nonsmooth regularizer, subject to both convex and nonconvex…
We propose a novel approach to sufficient dimension reduction in regression, based on estimating contour directions of small variation in the response. These directions span the orthogonal complement of the minimal space relevant for the…
In high dimensional settings, sparse structures are crucial for efficiency, both in term of memory, computation and performance. It is customary to consider $\ell_1$ penalty to enforce sparsity in such scenarios. Sparsity enforcing methods,…
Recent advances in the efficiency and robustness of algorithms solving convex quadratically constrained quadratic programming (QCQP) problems motivate developing techniques for creating convex quadratic relaxations that, although more…
In this paper, we study second-order algorithms for the convex-concave minimax problem, which has attracted much attention in many fields such as machine learning in recent years. We propose a Lipschitz-free cubic regularization (LF-CR)…