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Problems in signal processing and medical imaging often lead to calculating sparse solutions to under-determined linear systems. Methodologies for solving this problem are presented as background to the method used in this work where the…

Numerical Analysis · Computer Science 2009-07-21 R. Broughton , I. Coope , P. Renaud , R. Tappenden

We develop a new method for equality constrained optimization problems based on a sequential cubic programming framework. Each iteration utilizes a step decomposition based on the Jacobian of the constraints into a normal and a tangential…

Optimization and Control · Mathematics 2026-04-06 Nikos Dimou , Michael J. O'Neill

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

We derive an optimal policy for adaptively restarting a randomized algorithm, based on observed features of the run-so-far, so as to minimize the expected time required for the algorithm to successfully terminate. Given a suitable Bayesian…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

We report an algorithm, based on quantum optics formulation, where a coherent state is used as the elementary quantum resource for the image representation. We provide an architecture with constituent optical elements in linear order with…

Quantum Physics · Physics 2024-10-01 Vivek Mehta , Sonali Jana , Utpal Roy

We present a simple and efficient Bayesian recursive algorithm for the data-pattern scheme for quantum state reconstruction, which is applicable to situations where measurement settings can be controllably varied efficiently. The algorithm…

A novel method for correcting the effect of nonlinear distortion in orthogonal frequency division multiplexing signals is proposed. The method depends on adaptively selecting the distortion over a subset of the data carriers, and then using…

Information Theory · Computer Science 2015-07-01 Ebrahim B. Al-Safadi , Tareq Y. Al-Naffouri , Mudassir Masood , Anum Ali

Likelihood functions evaluated using particle filters are typically noisy, computationally expensive, and non-differentiable due to Monte Carlo variability. These characteristics make conventional optimization methods difficult to apply…

Methodology · Statistics 2026-01-13 Genshiro Kitagawa

Bayesian matrix completion has been studied based on a low-rank matrix factorization formulation with promising results. However, little work has been done on Bayesian matrix completion based on the more direct spectral regularization…

Numerical Analysis · Computer Science 2016-05-31 Yang Song , Jun Zhu

Bayesian decision theory provides an elegant framework for acting optimally under uncertainty when tractable posterior distributions are available. Modern Bayesian models, however, typically involve intractable posteriors that are…

Machine Learning · Computer Science 2021-06-15 Meet P. Vadera , Soumya Ghosh , Kenney Ng , Benjamin M. Marlin

Structure learning algorithms that learn the graph of a Bayesian network from observational data often do so by assuming the data correctly reflect the true distribution of the variables. However, this assumption does not hold in the…

Artificial Intelligence · Computer Science 2020-11-20 Yang Liu , Anthony C. Constantinou , ZhiGao Guo

Numerical simulation of complex optical structures enables their optimization with respect to specific objectives. Often, optimization is done by multiple successive parameter scans, which are time consuming and computationally expensive.…

Computational Physics · Physics 2017-07-27 P. -I. Schneider , X. Garcia Santiago , C. Rockstuhl , S. Burger

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

Realizing high-throughput aberration-corrected Scanning Transmission Electron Microscopy (STEM) exploration of atomic structures requires rapid tuning of multipole probe correctors while compensating for the inevitable drift of the optical…

Machine Learning · Computer Science 2026-01-28 Utkarsh Pratiush , Austin Houston , Richard Liu , Gerd Duscher , Sergei Kalinin

We propose an algorithm for a family of optimization problems where the objective can be decomposed as a sum of functions with monotonicity properties. The motivating problem is optimization of hyperparameters of machine learning…

Machine Learning · Computer Science 2018-02-20 Wenyi Wang , William J. Welch

Bayesian filtering approximates the true underlying behavior of a time-varying system by inverting an explicit generative model to convert noisy measurements into state estimates. This process typically requires either storage, inversion,…

Machine Learning · Computer Science 2023-11-20 Gianluca M. Bencomo , Jake C. Snell , Thomas L. Griffiths

Commonly used in computer vision and other applications, robust PCA represents an algorithmic attempt to reduce the sensitivity of classical PCA to outliers. The basic idea is to learn a decomposition of some data matrix of interest into…

Computer Vision and Pattern Recognition · Computer Science 2016-10-10 Tae-Hyun Oh , Yasuyuki Matsushita , In So Kweon , David Wipf

Hyperparameter tuning is a challenging problem especially when the system itself involves uncertainty. Due to noisy function evaluations, optimization under uncertainty can be computationally expensive. In this paper, we present a novel…

Machine Learning · Computer Science 2025-10-09 Akash Yadav , Ruda Zhang

In this notes we describe an algorithm for non-linear fitting which incorporates some of the features of linear least squares into a general minimum $\chi^2$ fit and provide a pure Python implementation of the algorithm. It consists of the…

Numerical Analysis · Computer Science 2012-02-08 Massimo Di Pierro
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