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A multi-step extended maximum residual Kaczmarz method is presented for the solution of the large inconsistent linear system of equations by using the multi-step iterations technique. Theoretical analysis proves the proposed method is…

Numerical Analysis · Mathematics 2023-09-07 Aqin Xiao , Junfeng Yin , Ning Zheng

The Expectation-Maximization (EM) algorithm is a widely used method for maximum likelihood estimation in models with latent variables. For estimating mixtures of Gaussians, its iteration can be viewed as a soft version of the k-means…

Machine Learning · Statistics 2017-06-06 Constantinos Daskalakis , Christos Tzamos , Manolis Zampetakis

We propose a learning-based approach for the sparse Gaussian Elimination. There are many hard combinatorial optimization problems in modern sparse solver. These NP-hard problems could be handled in the framework of Markov Decision Process,…

Numerical Analysis · Mathematics 2021-10-01 Yingshi Chen

A simple iteration methodology for the solution of a set of a linear algebraic equations is presented. The explanation of this method is based on a pure geometrical interpretation and pictorial representation. Convergence using this method…

Computational Physics · Physics 2010-12-30 Avas V. Khugaev , Renat A. Sultanov , D. Guster

In this paper, Bayesian parameter estimation through the consideration of the Maximum A Posteriori (MAP) criterion is revisited under the prism of the Expectation-Maximization (EM) algorithm. By incorporating a sparsity-promoting penalty…

Systems and Control · Computer Science 2015-08-06 Rodrigo Carvajal , Juan C. Agüero , Boris I. Godoy , Dimitrios Katselis

In this paper, we introduce a system of split variational inequality problems in real Hilbert spaces. Using projection method, we propose an iterative algorithm for the system of split variational inequality problems. Further, we prove that…

Functional Analysis · Mathematics 2014-08-19 Kaleem Raza Kazmi

We empirically analyze a simple heuristic for large sparse set cover problems. It uses the weighted greedy algorithm as a basic building block. By multiplicative updates of the weights attached to the elements, the greedy solution is…

Data Structures and Algorithms · Computer Science 2020-10-30 Marc Alexa

Low complexity of a system model is essential for its use in real-time applications. However, sparse identification methods commonly have stringent requirements that exclude them from being applied in an industrial setting. In this paper,…

Systems and Control · Electrical Eng. & Systems 2022-03-24 Mark Haring , Esten Ingar Grøtli , Signe Riemer-Sørensen , Katrine Seel , Kristian Gaustad Hanssen

The idea of unfolding iterative algorithms as deep neural networks has been widely applied in solving sparse coding problems, providing both solid theoretical analysis in convergence rate and superior empirical performance. However, for…

Machine Learning · Computer Science 2020-10-27 Yuhai Song , Zhong Cao , Kailun Wu , Ziang Yan , Changshui Zhang

The recovery of sparse data is at the core of many applications in machine learning and signal processing. While such problems can be tackled using $\ell_1$-regularization as in the LASSO estimator and in the Basis Pursuit approach,…

Optimization and Control · Mathematics 2021-11-15 Christian Kümmerle , Claudio Mayrink Verdun , Dominik Stöger

The Kaczmarz algorithm is popular for iteratively solving an overdetermined system of linear equations. The traditional Kaczmarz algorithm can approximate the solution in few sweeps through the equations but a randomized version of the…

Numerical Analysis · Computer Science 2014-02-04 Hemant Kumar Aggarwal , Angshul Majumdar

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

We consider the problem of minimizing a sum of several convex non-smooth functions. We introduce a new algorithm called the selective linearization method, which iteratively linearizes all but one of the functions and employs simple…

Optimization and Control · Mathematics 2016-08-16 Yu Du , Xiaodong Lin , Andrzej Ruszczynski

Expectation maximization (EM) is the default algorithm for fitting probabilistic models with missing or latent variables, yet we lack a full understanding of its non-asymptotic convergence properties. Previous works show results along the…

Machine Learning · Computer Science 2022-03-01 Frederik Kunstner , Raunak Kumar , Mark Schmidt

We recently proposed a general algorithm for approximating nonstandard Bayesian posterior distributions by minimization of their Kullback-Leibler divergence with respect to a more convenient approximating distribution. In this note we offer…

Computation · Statistics 2014-01-10 Tim Salimans

The Expectation-Maximization (EM) algorithm is one of the most popular methods used to solve the problem of parametric distribution-based clustering in unsupervised learning. In this paper, we propose to analyze a generalized EM (GEM)…

Optimization and Control · Mathematics 2021-05-19 Sarthak Chatterjee , Orlando Romero , Sérgio Pequito

This paper is devoted to studying the global and finite convergence of the semi-smooth Newton method for solving a piecewise linear system that arises in cone-constrained quadratic programming problems and absolute value equations. We first…

Optimization and Control · Mathematics 2023-01-24 Nicolas F. Armijo , Yunier Bello-Cruz , Gabriel Haeser

In this paper, we introduce and study a new extragradient iterative process for finding a common element of the set of fixed points of an infinite family of nonexpansive mappings and the set of solutions of a variational inequality for an…

Functional Analysis · Mathematics 2014-05-22 Ibrahim Karahan , Murat Ozdemir

Solving linear systems is at the foundation of many algorithms. Recently, quantum linear system algorithms (QLSAs) have attracted great attention since they converge to a solution exponentially faster than classical algorithms in terms of…

Quantum Physics · Physics 2024-04-01 Zeguan Wu , Sidhant Misra , Tamás Terlaky , Xiu Yang , Marc Vuffray

A linear inverse problem is proposed that requires the determination of multiple unknown signal vectors. Each unknown vector passes through a different system matrix and the results are added to yield a single observation vector. Given the…

Numerical Analysis · Computer Science 2010-09-03 Adam C. Zelinski , Vivek K Goyal , Elfar Adalsteinsson
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