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In this paper, we introduce an inertial version of the Proximal Incremental Aggregated Gradient method (PIAG) for minimizing the sum of smooth convex component functions and a possibly nonsmooth convex regularization function.…

Optimization and Control · Mathematics 2017-12-19 Xiaoya Zhang , Wei Peng , Hui Zhang , Wei Zhu

Functions with discontinuities appear in many applications such as image reconstruction, signal processing, optimal control problems, interface problems, engineering applications and so on. Accurate approximation and interpolation of these…

Numerical Analysis · Mathematics 2023-02-07 Mohammad Karimnejad Esfahani , Stefano De Marchi , Francesco Marchetti

We study the convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions (where the sum is strongly convex) and a non-smooth convex function. At each…

Optimization and Control · Mathematics 2016-11-28 Nuri Denizcan Vanli , Mert Gurbuzbalaban , Asu Ozdaglar

In this paper, we introduce a method for multivariate function approximation using function evaluations, Chebyshev polynomials, and tensor-based compression techniques via the Tucker format. We develop novel randomized techniques to…

Numerical Analysis · Mathematics 2021-07-29 Arvind K. Saibaba , Rachel Minster , Misha E. Kilmer

In this work, we discuss the problem of approximating a multivariate function by discrete least squares projection onto a polynomial space using a specially designed deterministic point set. The independent variables of the function are…

Numerical Analysis · Mathematics 2014-01-07 Tao Zhou , Akil Narayan , Zhiqiang Xu

We introduce Adaptive Functional Principal Component Analysis, a novel method to capture directions of variation in functional data that exhibit sharp changes in smoothness. We first propose a new adaptive scatterplot smoothing technique…

Methodology · Statistics 2023-10-04 Angel Garcia de la Garza , Britton Sauerbrei , Adam Hantman , Jeff Goldsmith

In this paper, using a pseudospectral approach, we develop operational matrices based on the shifted Chebyshev polynomials to approximate numerically Caputo fractional derivatives and Riemann-Liouville fractional integrals. In order to make…

Numerical Analysis · Mathematics 2025-11-17 Francisco de la Hoz , Peru Muniain

This paper proposes a data-driven approach for computing elasticity by means of a non-parametric regression approach rather than an optimization approach. The Chebyshev approximation is utilized for tackling the material data-sets…

Computational Engineering, Finance, and Science · Computer Science 2019-04-24 Rahul-Vigneswaran K , Neethu Mohan , Soman KP

The PAC-Bayesian approach is a powerful set of techniques to derive non- asymptotic risk bounds for random estimators. The corresponding optimal distribution of estimators, usually called the Gibbs posterior, is unfortunately intractable.…

Machine Learning · Statistics 2015-06-16 Pierre Alquier , James Ridgway , Nicolas Chopin

Accurate reconstruction of piecewise-smooth functions from a finite number of Fourier coefficients is an important problem in various applications. The inherent inaccuracy, in particular the Gibbs phenomenon, is being intensively…

Classical Analysis and ODEs · Mathematics 2012-11-12 Dmitry Batenkov , Yosef Yomdin

This note provides a novel, simple analysis of the method of conjugate gradients for the minimization of convex quadratic functions. In contrast with standard arguments, our proof is entirely self-contained and does not rely on the…

Optimization and Control · Mathematics 2020-02-11 Jelena Diakonikolas , Lorenzo Orecchia

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods…

Machine Learning · Statistics 2014-03-19 Jason D. Lee , Yuekai Sun , Michael A. Saunders

The pairwise objective paradigms are an important and essential aspect of machine learning. Examples of machine learning approaches that use pairwise objective functions include differential network in face recognition, metric learning,…

Machine Learning · Computer Science 2022-10-04 Hilal AlQuabeh , Aliakbar Abdurahimov

The aim of this paper is to present the application of an approach to study contraction theory recently developed for piecewise smooth and switched systems. The approach that can be used to analyze incremental stability properties of…

Systems and Control · Computer Science 2020-03-18 Davide Fiore , Marco Coraggio , Mario di Bernardo

In this paper, we propose a proximal stochasitc gradient algorithm (PSGA) for solving composite optimization problems by incorporating variance reduction techniques and an adaptive step-size strategy. In the PSGA method, the objective…

Optimization and Control · Mathematics 2026-04-06 Changjie Fang , Hao Yang , Shenglan Chen

In this paper we deal with the task of uniformly approximating an $L$-biLipschitz curve by means of piecewise linear ones. This is rather simple if one is satisfied to have approximating functions which are $L'$-biLipschitz, for instance…

Classical Analysis and ODEs · Mathematics 2015-05-26 Aldo Pratelli , Emanuela Radici

This work considers an Inertial version of Bregman Proximal Gradient algorithm (IBPG) for minimizing the sum of two single-valued functions in finite dimension. We suppose that one of the functions is proper, closed, and convex but…

Optimization and Control · Mathematics 2025-01-30 Jean-Jacques Godeme

The aim of the present work is to introduce a method based on Chebyshev polynomials for the numerical solution of a system of Cauchy type singular integral equations of the first kind on a finite segment. Moreover, an estimation error is…

Numerical Analysis · Mathematics 2015-08-11 Sedaghat Shahmorad , Samad Ahdiaghdam

Consider the problem of minimizing the sum of two convex functions, one being smooth and the other non-smooth. In this paper, we introduce a general class of approximate proximal splitting (APS) methods for solving such minimization…

Optimization and Control · Mathematics 2014-04-23 Mojtaba Kadkhodaie , Maziar Sanjabi , Zhi-Quan Luo

This paper presents an extension of stochastic gradient descent for the minimization of Lipschitz continuous loss functions. Our motivation is for use in non-smooth non-convex stochastic optimization problems, which are frequently…

Optimization and Control · Mathematics 2022-10-05 Michael R. Metel , Akiko Takeda
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