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The wide deployment of renewable generation and the gradual decrease in the overall system inertia make modern power grids more vulnerable to transient instabilities and unacceptable frequency fluctuations. Time-domain simulation-based…

Optimization and Control · Mathematics 2020-03-03 Dongchan Lee , Liviu Aolaritei , Thanh Long Vu , Konstantin Turitsyn

This paper develops a quantitative framework for analyzing the mean-square exponential stabilization of stochastic linear systems with multiplicative noise, focusing specifically on the optimal stabilizing rate, which characterizes the…

Optimization and Control · Mathematics 2025-12-15 Hui Jia , Yuan-Hua Ni , Guangchen Wang

We study the Sparse Plus Low-Rank decomposition problem (SLR), which is the problem of decomposing a corrupted data matrix into a sparse matrix of perturbations plus a low-rank matrix containing the ground truth. SLR is a fundamental…

Machine Learning · Statistics 2023-11-15 Dimitris Bertsimas , Ryan Cory-Wright , Nicholas A. G. Johnson

Sensor selection is an important design problem in large-scale sensor networks. Sensor selection can be interpreted as the problem of selecting the best subset of sensors that guarantees a certain estimation performance. We focus on…

Information Theory · Computer Science 2018-05-08 Sundeep Prabhakar Chepuri , Geert Leus

This paper aims at achieving a simultaneously sparse and low-rank estimator from the semidefinite population covariance matrices. We first benefit from a convex optimization which develops $l_1$-norm penalty to encourage the sparsity and…

Statistics Theory · Mathematics 2014-08-08 Shenglong Zhou , Naihua Xiu , Ziyan Luo , Lingchen Kong

Optimal control is a popular approach to synthesize highly dynamic motion. Commonly, $L_2$ regularization is used on the control inputs in order to minimize energy used and to ensure smoothness of the control inputs. However, for some…

Robotics · Computer Science 2022-07-18 Traiko Dinev , Wolfgang Merkt , Vladimir Ivan , Ioannis Havoutis , Sethu Vijayakumar

The robust adaptive beamforming (RAB) problem for general-rank signal model with an uncertainty set defined through a matrix induced norm is considered. The worst-case signal-to-interference-plus-noise ratio (SINR) maximization RAB problem…

Signal Processing · Electrical Eng. & Systems 2021-03-25 Yongwei Huang , Sergiy A. Vorobyov

In many matching markets--such as athlete recruitment or academic admissions--participants on one side are evaluated by attribute vectors known to the other side, which in turn applies individual \emph{salience vectors} to assign relative…

Computer Science and Game Theory · Computer Science 2026-02-05 Amit Ronen , S. S. Ravi , Sarit Kraus

The goal of this paper is to find a low-rank approximation for a given tensor. Specifically, we give a computable strategy on calculating the rank of a given tensor, based on approximating the solution to an NP-hard problem. In this paper,…

Numerical Analysis · Mathematics 2016-10-20 Xiaofei Wang , Carmeliza Navasca

Stability is a key property of both forward models and inverse problems, and depends on the norms considered in the relevant function spaces. For instance, stability estimates for hyperbolic partial differential equations are often based on…

Analysis of PDEs · Mathematics 2026-04-13 Rima Alaifari , Giovanni S. Alberti , Tandri Gauksson

Sparse linear regression (SLR) is a well-studied problem in statistics where one is given a design matrix $X\in\mathbb{R}^{m\times n}$ and a response vector $y=X\theta^*+w$ for a $k$-sparse vector $\theta^*$ (that is, $\|\theta^*\|_0\leq…

Machine Learning · Computer Science 2025-02-06 Aparna Gupte , Neekon Vafa , Vinod Vaikuntanathan

The stability of synchronous states is analysed in the context of two populations of inhibitory and excitatory neurons, characterized by different pulse-widths. The problem is reduced to that of determining the eigenvalues of a suitable…

Neurons and Cognition · Quantitative Biology 2020-02-04 Afifurrahman , Ekkehard Ullner , Antonio Politi

We consider the stability of Robust Optimization problems with respect to perturbations in their uncertainty sets. We focus on Linear Optimization problems, including those with a possibly infinite number of constraints, also known as…

Optimization and Control · Mathematics 2015-09-23 Timothy C. Y. Chan , Philip Allen Mar

Robustness is a key requirement for widespread deployment of machine learning algorithms, and has received much attention in both statistics and computer science. We study a natural model of robustness for high-dimensional statistical…

Machine Learning · Computer Science 2020-06-03 Pranjal Awasthi , Xue Chen , Aravindan Vijayaraghavan

We explore algorithms and limitations for sparse optimization problems such as sparse linear regression and robust linear regression. The goal of the sparse linear regression problem is to identify a small number of key features, while the…

Machine Learning · Computer Science 2022-06-30 Eric Price , Sandeep Silwal , Samson Zhou

Recent works have established the utility of sparsity-promoting norms for extracting spatially-localized instability mechanisms in fluid flows, with possible implications for flow control. However, these prior works have focused on linear…

Fluid Dynamics · Physics 2023-11-17 A. Leonid Heide , Maziar S. Hemati

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

This paper presents, in a unified fashion, deterministic as well as statistical Lagrangian-verification techniques. They formally quantify the behavioral robustness of any time-continuous process, formulated as a continuous-depth model. To…

Machine Learning · Computer Science 2023-08-24 Sophie A. Neubauer , Radu Grosu

Sensors are vital for environmental monitoring, yet their effectiveness diminishes under spatial uncertainty. We propose a robust optimization framework for maximizing the coverage of aerial directional sensors under spatial uncertainty.…

Optimization and Control · Mathematics 2025-10-24 Vanshika Datta , C. Nahak

A new class of disturbance covariance matrix estimators for radar signal processing applications is introduced following a geometric paradigm. Each estimator is associated with a given unitary invariant norm and performs the sample…

Applications · Statistics 2018-02-14 Augusto Aubry , Antonio De Maio , Luca Pallotta