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Many high dimensional sparse learning problems are formulated as nonconvex optimization. A popular approach to solve these nonconvex optimization problems is through convex relaxations such as linear and semidefinite programming. In this…

Machine Learning · Statistics 2015-03-17 Zhaoran Wang , Quanquan Gu , Han Liu

Predicting the evolution of diseases is challenging, especially when the data availability is scarce and incomplete. The most popular tools for modelling and predicting infectious disease epidemics are compartmental models. They stratify…

Machine Learning · Computer Science 2023-10-10 Esha Saha , Lam Si Tung Ho , Giang Tran

In many public health settings, there is a perceived tension between allocating resources to known vulnerable areas and learning about the overall prevalence of the problem. Inspired by a door-to-door Covid-19 testing program we helped…

Machine Learning · Computer Science 2021-10-27 Ben Chugg , Daniel E. Ho

This work introduces a new method to efficiently solve optimization problems constrained by partial differential equations (PDEs) with uncertain coefficients. The method leverages two sources of inexactness that trade accuracy for speed:…

Optimization and Control · Mathematics 2019-05-20 Matthew J. Zahr , Kevin T. Carlberg , Drew P. Kouri

Inter-area oscillations in bulk power systems are typically poorly controllable by means of local decentralized control. Recent research efforts have been aimed at developing wide- area control strategies that involve communication of…

Optimization and Control · Mathematics 2013-11-13 Florian Dörfler , Mihailo R. Jovanovic , Michael Chertkov , Francesco Bullo

We consider the problem of scheduling a set of $n$ tasks on $m$ processors under precedence, communication, and global system energy constraints to minimize makespan. We extend existing scheduling models to account for energy usage and give…

Data Structures and Algorithms · Computer Science 2011-05-27 David Felber , Adam Meyerson

Spreading the information over all coefficients of a representation is a desirable property in many applications such as digital communication or machine learning. This so-called antisparse representation can be obtained by solving a convex…

Machine Learning · Computer Science 2020-07-15 Clément Elvira , Cédric Herzet

While modern large-scale datasets often consist of heterogeneous subpopulations -- for example, multiple demographic groups or multiple text corpora -- the standard practice of minimizing average loss fails to guarantee uniformly low losses…

Machine Learning · Computer Science 2022-08-12 John Duchi , Tatsunori Hashimoto , Hongseok Namkoong

Predictive business process monitoring aims at providing predictions about running instances by analyzing logs of completed cases in a business process. Recently, a lot of research focuses on increasing productivity and efficiency in a…

Artificial Intelligence · Computer Science 2021-09-23 Gyunam Park , Minseok Song

Risk management is particularly concerned with extreme events, but analysing these events is often hindered by the scarcity of data, especially in a multivariate context. This data scarcity complicates risk management efforts. Various tools…

Methodology · Statistics 2026-01-15 Nisrine Madhar , Juliette Legrand , Maud Thomas

This paper considers secure communication in a multiuser multiple-input single-output (MISO) downlink system with simultaneous wireless information and power transfer. We study the design of resource allocation algorithms minimizing the…

Information Theory · Computer Science 2013-06-05 Derrick Wing Kwan Ng , Robert Schober

Regression with sparse inputs is a common theme for large scale models. Optimizing the underlying linear algebra for sparse inputs allows such models to be estimated faster. At the same time, centering the inputs has benefits in improving…

Computation · Statistics 2019-10-30 Jeffrey Wong

We apply kernel mean embedding methods to sample-based stochastic optimization and control. Specifically, we use the reduced-set expansion method as a way to discard sampled scenarios. The effect of such constraint removal is improved…

Optimization and Control · Mathematics 2020-04-24 Jia-Jie Zhu , Moritz Diehl , Bernhard Schölkopf

The explosion of large-scale data in fields such as finance, e-commerce, and social media has outstripped the processing capabilities of single-machine systems, driving the need for distributed statistical inference methods. Traditional…

Machine Learning · Statistics 2024-09-02 Jingguo Lan , Hongmei Lin , Xueqin Wang

Gradient descent methods and especially their stochastic variants have become highly popular in the last decade due to their efficiency on big data optimization problems. In this thesis we present the development of data sampling strategies…

Optimization and Control · Mathematics 2018-04-03 Dominik Csiba

This work develops a proximal primal-dual decentralized strategy for multi-agent optimization problems that involve multiple coupled affine constraints, where each constraint may involve only a subset of the agents. The constraints are…

Optimization and Control · Mathematics 2019-12-12 Sulaiman A. Alghunaim , Kun Yuan , Ali H. Sayed

Sparse high dimensional graphical model selection is a popular topic in contemporary machine learning. To this end, various useful approaches have been proposed in the context of $\ell_1$-penalized estimation in the Gaussian framework.…

Computation · Statistics 2022-02-04 Sang-Yun Oh , Onkar Dalal , Kshitij Khare , Bala Rajaratnam

Resource allocation problems in many computer systems can be formulated as mathematical optimization problems. However, finding exact solutions to these problems using off-the-shelf solvers is often intractable for large problem sizes with…

Distributed, Parallel, and Cluster Computing · Computer Science 2021-10-25 Deepak Narayanan , Fiodar Kazhamiaka , Firas Abuzaid , Peter Kraft , Akshay Agrawal , Srikanth Kandula , Stephen Boyd , Matei Zaharia

In this paper we propose resource allocation algorithm for uplink sparse code multiple access (SCMA) networks to maximize the energy efficiency (EE). Due to the joint optimization of factor graph matrix and power allocation matrix, the EE…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Samira Jaber , Wen Chen , Kunlun Wang , Jun Li

In distributed predictive control structures, communication among agents is required to achieve a consensus and approach an optimal global behavior. Such negotiation mechanisms are sensitive to attacks on these exchanges. This paper…

Systems and Control · Electrical Eng. & Systems 2022-07-22 Rafael Accácio Nogueira , Romain Bourdais , Hervé Guéguen