Related papers: A Low-Rank Approach to Off-The-Grid Sparse Deconvo…
In this work we consider the problem of identification and reconstruction of doubly-dispersive channel operators which are given by finite linear combinations of time-frequency shifts. Such operators arise as time-varying linear systems for…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…
Sparse regularization is a central technique for both machine learning (to achieve supervised features selection or unsupervised mixture learning) and imaging sciences (to achieve super-resolution). Existing performance guaranties assume a…
Semidefinite programming (SDP) is a powerful framework from convex optimization that has striking potential for data science applications. This paper develops a provably correct randomized algorithm for solving large, weakly constrained SDP…
Super-resolution techniques overcome the diffraction-limit and get very high resolutions. A category of these techniques, e.g., STED achieves this by creating an illumination spot smaller than the Airy Disk. As a result, points are…
We present a novel $l_1$ regularized off-policy convergent TD-learning method (termed RO-TD), which is able to learn sparse representations of value functions with low computational complexity. The algorithmic framework underlying RO-TD…
Blind deconvolution is a ubiquitous problem of recovering two unknown signals from their convolution. Unfortunately, this is an ill-posed problem in general. This paper focuses on the {\em short and sparse} blind deconvolution problem,…
We consider solving high-order semidefinite programming (SDP) relaxations of nonconvex polynomial optimization problems (POPs) that often admit degenerate rank-one optimal solutions. Instead of solving the SDP alone, we propose a new…
We present a new generic approach to the condensed-matter ground-state problem which is complementary to variational techniques and works directly in the thermodynamic limit. Relaxing the ground-state problem, we obtain semidefinite…
Semi-Definite Programming (SDP) with low-rank prior has been widely applied in Non-Rigid Structure from Motion (NRSfM). Based on a low-rank constraint, it avoids the inherent ambiguity of basis number selection in conventional base-shape or…
The Hadamard decomposition is a powerful technique for data analysis and matrix compression, which decomposes a given matrix into the element-wise product of two or more low-rank matrices. In this paper, we develop an efficient algorithm to…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…
We develop an efficient stochastic variance reduced gradient descent algorithm to solve the affine rank minimization problem consists of finding a matrix of minimum rank from linear measurements. The proposed algorithm as a stochastic…
We address the problem of simultaneously recovering a sequence of point source signals from observations limited to the low-frequency end of the spectrum of their summed convolution, where the point spread functions (PSFs) are unknown. By…
We introduce a new convex optimization problem, termed quadratic decomposable submodular function minimization. The problem is closely related to decomposable submodular function minimization and arises in many learning on graphs and…
In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…
We introduce a new class of semidefinite programming (SDP) relaxations for sparse box-constrained quadratic programs, obtained by a novel integration of the Reformulation Linearization Technique into standard SDP relaxations while…
A large number of problems in optimization, machine learning, signal processing can be effectively addressed by suitable semidefinite programming (SDP) relaxations. Unfortunately, generic SDP solvers hardly scale beyond instances with a few…
We propose an image deconvolution algorithm when the data is contaminated by Poisson noise. The image to restore is assumed to be sparsely represented in a dictionary of waveforms such as the wavelet or curvelet transforms. Our key…
We provide new gradient-based methods for efficiently solving a broad class of ill-conditioned optimization problems. We consider the problem of minimizing a function $f : \mathbb{R}^d \rightarrow \mathbb{R}$ which is implicitly…