Related papers: Riemannian optimal identification method for linea…
We propose a novel optimization scheme designed to find optimally correctable subspace codes for a known quantum noise channel. To each candidate subspace code we first associate a universal recovery map, as if the code was perfectly…
Optimization under the symplecticity constraint is an approach for solving various problems in quantum physics and scientific computing. Building on the results that this optimization problem can be transformed into an unconstrained problem…
Understanding how systems built out of modular components can be jointly optimized is an important problem in biology, engineering, and machine learning. The backpropagation algorithm is one such solution and has been instrumental in the…
In recent years, the proximal gradient method and its variants have been generalized to Riemannian manifolds for solving optimization problems with an additively separable structure, i.e., $f + h$, where $f$ is continuously differentiable,…
Rotation group $\mathcal{SO}(d)$ synchronization is an important inverse problem and has attracted intense attention from numerous application fields such as graph realization, computer vision, and robotics. In this paper, we focus on the…
Dictionary leaning (DL) and dimensionality reduction (DR) are powerful tools to analyze high-dimensional noisy signals. This paper presents a proposal of a novel Riemannian joint dimensionality reduction and dictionary learning (R-JDRDL) on…
We present a subspace system identification method based on weighted nuclear norm approximation. The weight matrices used in the nuclear norm minimization are the same weights as used in standard subspace identification methods. We show…
This paper proposes a novel general framework of Riemannian conjugate gradient methods, that is, conjugate gradient methods on Riemannian manifolds. The conjugate gradient methods are important first-order optimization algorithms both in…
The problem of adaptive Kalman filtering for a discrete observable linear time-varying system with unknown noise covariance matrices is addressed in this paper. The measurement difference autocovariance method is used to formulate a linear…
We consider two Riemannian geometries for the manifold $\mathcal{M}(p,m\times n)$ of all $m\times n$ matrices of rank $p$. The geometries are induced on $\mathcal{M}(p,m\times n)$ by viewing it as the base manifold of the submersion…
Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…
Differential equations and numerical methods are extensively used to model various real-world phenomena in science and engineering. With modern developments, we aim to find the underlying differential equation from a single observation of…
This paper presents a novel approach for the identification of linear time-periodic (LTP) systems in continuous time. This method is based on harmonic modeling and consists in converting any LTP system into an equivalent LTI system with…
We propose a computational framework for computing low-rank approximations to the ensemble of solutions of a parametrized system of the form $A(\xi)x(\xi)+g(x(\xi))=b(\xi)$ for multiple parameter values. The central idea is to reinterpret…
Linear-Quadratic (LQ) problems that arise in systems and controls include the classical optimal control problems of the Linear Quadratic Regulator (LQR) in both its deterministic and stochastic forms, as well as $H^\infty$-analysis (the…
This paper presents a system identification framework -- inspired by multi-task learning -- to estimate the dynamics of a given number of linear time-invariant (LTI) systems jointly by leveraging structural similarities across the systems.…
In this paper, we consider the composite optimization problems over the Stiefel manifold. A successful method to solve this class of problems is the proximal gradient method proposed by Chen et al. Motivated by the proximal Newton-type…
This work presents a thorough numerical study of Riemannian Newton's Method (RNM) for optimization problems, with a focus on the Grassmannian and on the Stiefel manifold. We compare the Riemannian formulation of Newton's Method with its…
This paper initiates a systematic development of a theory of non-commutative optimization. It aims to unify and generalize a growing body of work from the past few years which developed and analyzed algorithms for natural geodesically…
We study a version of Calder\'on's problem for harmonic maps between Riemannian manifolds. By using the higher linearization method, we first show that the Dirichlet-to-Neumann map determines the metric on the domain up to a natural gauge…