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Conditional Variance Estimation (CVE) is a novel sufficient dimension reduction (SDR) method for additive error regressions with continuous predictors and link function. It operates under the assumption that the predictors can be replaced…

Methodology · Statistics 2021-02-18 Lukas Fertl , Efstathia Bura

Seismic datasets contain valuable information that originate from areas of interest in the subsurface; such seismic reflections are however inevitably contaminated by other events created by waves reverberating in the overburden.…

Geophysics · Physics 2022-08-10 Matteo Ravasi , Tamil Selvan , Nick Luiken

The stochastic gradient descent (SGD) method is a widely used approach for solving stochastic optimization problems, but its convergence is typically slow. Existing variance reduction techniques, such as SAGA, improve convergence by…

Optimization and Control · Mathematics 2025-11-21 Fabio Nobile , Matteo Raviola , Nathan Schaeffer

We consider the problem of minimizing a non-convex function over a smooth manifold $\mathcal{M}$. We propose a novel algorithm, the Orthogonal Directions Constrained Gradient Method (ODCGM) which only requires computing a projection onto a…

Optimization and Control · Mathematics 2023-03-17 Sholom Schechtman , Daniil Tiapkin , Michael Muehlebach , Eric Moulines

We propose a novel decomposition framework for the distributed optimization of Difference Convex (DC)-type nonseparable sum-utility functions subject to coupling convex constraints. A major contribution of the paper is to develop for the…

Information Theory · Computer Science 2013-09-23 Alberth Alvarado , Gesualdo Scutari , Jong-Shi Pang

Representing images and videos with Symmetric Positive Definite (SPD) matrices, and considering the Riemannian geometry of the resulting space, has been shown to yield high discriminative power in many visual recognition tasks.…

Computer Vision and Pattern Recognition · Computer Science 2016-05-23 Mehrtash Harandi , Mathieu Salzmann , Richard Hartley

We propose and study the single-frame anisoplanatic deconvolution problem associated with image classification using machine learning algorithms, named the nonuniform defocus removal (NDR) problem. Mathematical analysis of the NDR problem…

Computer Vision and Pattern Recognition · Computer Science 2021-06-29 Nguyen Hieu Thao , Oleg Soloviev , Jacques Noom , Michel Verhaegen

Convex optimization has become ubiquitous in most quantitative disciplines of science, including variational image processing. Proximal splitting algorithms are becoming popular to solve such structured convex optimization problems. Within…

Optimization and Control · Mathematics 2015-08-03 Jingwei Liang , Jalal Fadili , Gabriel Peyré , Russell Luke

Estimating parameters of Partial Differential Equations (PDEs) is of interest in a number of applications such as geophysical and medical imaging. Parameter estimation is commonly phrased as a PDE-constrained optimization problem that can…

Numerical Analysis · Mathematics 2018-10-15 Samy Wu Fung , Lars Ruthotto

We propose SDORE, a Semi-supervised Deep Sobolev Regressor, for the nonparametric estimation of the underlying regression function and its gradient. SDORE employs deep ReQU neural networks to minimize the empirical risk with gradient norm…

Machine Learning · Statistics 2025-01-31 Zhao Ding , Chenguang Duan , Yuling Jiao , Jerry Zhijian Yang

Data dimension reduction (DDR) is all about mapping data from high dimensions to low dimensions, various techniques of DDR are being used for image dimension reduction like Random Projections, Principal Component Analysis (PCA), the…

Computer Vision and Pattern Recognition · Computer Science 2022-11-18 Wisal Khan , Muhammad Turab , Waqas Ahmad , Syed Hasnat Ahmad , Kelash Kumar , Bin Luo

We introduce a doubly stochastic proximal gradient algorithm for optimizing a finite average of smooth convex functions, whose gradients depend on numerically expensive expectations. Our main motivation is the acceleration of the…

Machine Learning · Statistics 2016-11-09 Massil Achab , Agathe Guilloux , Stéphane Gaïffas , Emmanuel Bacry

This paper investigates the cooperative planning and control problem for multiple connected autonomous vehicles (CAVs) in different scenarios. In the existing literature, most of the methods suffer from significant problems in computational…

Multiagent Systems · Computer Science 2021-01-05 Xiaoxue Zhang , Zilong Cheng , Jun Ma , Sunan Huang , Frank L. Lewis , Tong Heng Lee

The multinomial logistic regression (MLR) model is widely used in statistics and machine learning. Stochastic gradient descent (SGD) is the most common approach for determining the parameters of a MLR model in big data scenarios. However,…

Optimization and Control · Mathematics 2021-05-03 Borja Sánchez-López , Jesus Cerquides

We study diffusion and consensus based optimization of a sum of unknown convex objective functions over distributed networks. The only access to these functions is through stochastic gradient oracles, each of which is only available at a…

Numerical Analysis · Computer Science 2015-09-01 N. Denizcan Vanli , Muhammed O. Sayin , Suleyman S. Kozat

In this paper, we consider a class of nonconvex complex quadratic programming (CQP) problems, which find a broad spectrum of signal processing applications. By using the polar coordinate representations of the complex variables, we first…

Information Theory · Computer Science 2020-08-20 Cheng Lu , Ya-Feng Liu , Jing Zhou

Submodular function minimization is a fundamental optimization problem that arises in several applications in machine learning and computer vision. The problem is known to be solvable in polynomial time, but general purpose algorithms have…

Machine Learning · Computer Science 2015-02-10 Alina Ene , Huy L. Nguyen

In this paper, we investigate the problem of stochastic multi-level compositional optimization, where the objective function is a composition of multiple smooth but possibly non-convex functions. Existing methods for solving this problem…

Machine Learning · Computer Science 2022-10-20 Wei Jiang , Bokun Wang , Yibo Wang , Lijun Zhang , Tianbao Yang

In our work, we propose a novel formulation for supervised dimensionality reduction based on a nonlinear dependency criterion called Statistical Distance Correlation, Szekely et. al. (2007). We propose an objective which is free of…

Machine Learning · Computer Science 2016-01-05 Praneeth Vepakomma , Chetan Tonde , Ahmed Elgammal

Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function. Because of its simplicity and its wide applicability, this principle has been very popular in statistics and in signal…

Machine Learning · Statistics 2013-09-11 Julien Mairal