Related papers: Globally strictly convex cost functional for a 1-D…
We study distributionally robust Expected Shortfall when the distribution of the underlying is perturbed by a size quantified with optimal transport distance based on the quadratic cost function. In the dual version of the robust…
In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…
Finite mixtures of regressions with fixed covariates are a commonly used model-based clustering methodology to deal with regression data. However, they assume assignment independence, i.e. the allocation of data points to the clusters is…
In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…
We propose a globally convergent numerical method to compute solutions to a general class of quasi-linear PDEs with both Neumann and Dirichlet boundary conditions. Combining the quasi-reversibility method and a suitable Carleman weight…
The first globally convergent numerical method is developed for a coefficient inverse problem (CIP) for the $n-$d, $n\geq 2$ wave equation with the unknown potential in the most challenging case when the $\delta -$ function is present in…
We study the sample complexity of learning a uniform approximation of an $n$-dimensional cumulative distribution function (CDF) within an error $\epsilon > 0$, when observations are restricted to a minimal one-bit feedback. This serves as a…
The Frank-Wolfe (FW) method, which implements efficient linear oracles that minimize linear approximations of the objective function over a fixed compact convex set, has recently received much attention in the optimization and machine…
We consider the problem of state estimation in dynamical systems and propose a different mechanism for handling unmodeled system uncertainties. Instead of injecting random process noise, we assign different weights to measurements so that…
The forward-backward splitting algorithm is a popular operator-splitting method for solving monotone inclusion of the sum of a maximal monotone operator and a cocoercive operator. In this paper, we present a new convergence analysis of a…
Consider the scattering of a time-harmonic plane wave by heterogeneous media consisting of linear or nonlinear point scatterers and extended obstacles. A generalized Foldy-Lax formulation is developed to take fully into account of the…
We introduce a convergent finite difference method for solving the optimal transportation problem on the sphere. The method applies to both the traditional squared geodesic cost (arising in mesh generation) and a logarithmic cost (arising…
We study projection-free methods for constrained Riemannian optimization. In particular, we propose the Riemannian Frank-Wolfe (RFW) method. We analyze non-asymptotic convergence rates of RFW to an optimum for (geodesically) convex…
The long standing problem on finding the height correlation function is studied by the inverse scattering problem. We propose a new method in the frame work of Kirchhoff theory which we call "path derivation of scattered wave (PDSW)" in…
This paper introduces a fast algorithm, applicable throughout the electromagnetic spectrum, for the numerical solution of problems of scattering by periodic surfaces in two-dimensional space. The proposed algorithm remains highly accurate…
We propose a Forward-Backward Truncated-Newton method (FBTN) for minimizing the sum of two convex functions, one of which smooth. Unlike other proximal Newton methods, our approach does not involve the employment of variable metrics, but is…
The Feynman-Kac equation governs the distribution of the statistical observable -- functional, having wide applications in almost all disciplines. After overcoming challenges from the time-space coupled nonlocal operator and the possible…
This paper is devoted to the variational inequality problems. We consider two classes of problems, the first is classical constrained variational inequality and the second is the same problem with functional (inequality type) constraints.…
The wave-function-matching (WFM) technique for first-principles transport-property calculations was modified by S\o{}rensen {\it et al.} so as to exclude rapidly decreasing evanescent waves [S\o{}rensen {\it et al.}, Phys. Rev. B {\bf 77},…
We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…