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When it comes to computed tomography (CT), the possibility to reconstruct a small region-of-interest (ROI) using truncated projection data is particularly appealing due to its potential to lower radiation exposure and reduce the scanning…

Numerical Analysis · Mathematics 2016-10-04 Tatiana A. Bubba , Demetrio Labate , Gaetano Zanghirati , Silvia Bonettini

Image super-resolution (SR) has witnessed extensive neural network designs from CNN to transformer architectures. However, prevailing SR models suffer from prohibitive memory footprint and intensive computations, which limits further…

Computer Vision and Pattern Recognition · Computer Science 2023-08-21 Jiamian Wang , Huan Wang , Yulun Zhang , Yun Fu , Zhiqiang Tao

Nonconvex sparse learning plays an essential role in many areas, such as signal processing and deep network compression. Iterative hard thresholding (IHT) methods are the state-of-the-art for nonconvex sparse learning due to their…

Machine Learning · Computer Science 2021-01-05 Qianqian Tong , Guannan Liang , Tan Zhu , Jinbo Bi

We study $k$-GenEV, the problem of finding the top $k$ generalized eigenvectors, and $k$-CCA, the problem of finding the top $k$ vectors in canonical-correlation analysis. We propose algorithms $\mathtt{LazyEV}$ and $\mathtt{LazyCCA}$ to…

Optimization and Control · Mathematics 2017-01-24 Zeyuan Allen-Zhu , Yuanzhi Li

Sparsity constrained minimization captures a wide spectrum of applications in both machine learning and signal processing. This class of problems is difficult to solve since it is NP-hard and existing solutions are primarily based on…

Optimization and Control · Mathematics 2018-12-31 Ganzhao Yuan , Bernard Ghanem

This paper introduces a novel neural network for efficiently solving Structured Inverse Eigenvalue Problems (SIEPs). The main contributions lie in two aspects: firstly, a unified framework is proposed that can handle various SIEPs…

Numerical Analysis · Mathematics 2024-07-01 Shuai Zhang , Xuelian Jiang , Hao Qian , Yingxiang Xu

The econometric challenge of finding sparse mean reverting portfolios based on a subset of a large number of assets is well known. Many current state-of-the-art approaches fall into the field of co-integration theory, where the problem is…

Portfolio Management · Quantitative Finance 2019-05-16 Théophile Griveau-Billion , Ben Calderhead

In this paper we consider the problem of exact recovery of a fixed sparse vector with the measurement matrices sequentially arriving along with corresponding measurements. We propose an extension of the iterative hard thresholding (IHT)…

Information Theory · Computer Science 2021-03-02 Samrat Mukhopadhyay

In this paper, we develop an efficient spectral-Galerkin-type search extension method (SGSEM) for finding multiple solutions to semilinear elliptic boundary value problems. This method constructs effective initial data for multiple…

Numerical Analysis · Mathematics 2023-08-15 Wei Liu , Ziqing Xie , Yongjun Yuan

With a greedy strategy to construct control index set of coordinates firstly and then choosing the corresponding column submatrix in each iteration, we present a greedy block Gauss-Seidel (GBGS) method for solving large linear least squares…

Numerical Analysis · Mathematics 2020-04-07 Hanyu Li , Yanjun Zhang

In this paper, we introduce a new stochastic approximation (SA) type algorithm, namely the randomized stochastic gradient (RSG) method, for solving an important class of nonlinear (possibly nonconvex) stochastic programming (SP) problems.…

Optimization and Control · Mathematics 2015-10-27 Saeed Ghadimi , Guanghui Lan

The low-rank stochastic semidefinite optimization has attracted rising attention due to its wide range of applications. The nonconvex reformulation based on the low-rank factorization, significantly improves the computational efficiency but…

Optimization and Control · Mathematics 2021-01-05 Jinshan Zeng , Yixuan Zha , Ke Ma , Yuan Yao

Hard Thresholding Pursuit (HTP) is an iterative greedy selection procedure for finding sparse solutions of underdetermined linear systems. This method has been shown to have strong theoretical guarantee and impressive numerical performance.…

Machine Learning · Computer Science 2013-11-26 Xiao-Tong Yuan , Ping Li , Tong Zhang

Inverse iteration is known to be an effective method for computing eigenvectors corresponding to simple and well-separated eigenvalues. In the non-symmetric case, the solution of shifted Hessenberg systems is a central step. Existing…

Mathematical Software · Computer Science 2021-01-14 Angelika Schwarz

In this paper we introduce a novel model for Gaussian process (GP) regression in the fully Bayesian setting. Motivated by the ideas of sparsification, localization and Bayesian additive modeling, our model is built around a recursive…

Statistics Theory · Mathematics 2022-06-06 Hengrui Luo , Giovanni Nattino , Matthew T. Pratola

We consider the Generalized Trust Region Subproblem (GTRS) of minimizing a nonconvex quadratic objective over a nonconvex quadratic constraint. A lifting of this problem recasts the GTRS as minimizing a linear objective subject to two…

Data Structures and Algorithms · Computer Science 2020-11-17 Alex L. Wang , Fatma Kilinc-Karzan

While variance reduction methods have shown great success in solving large scale optimization problems, many of them suffer from accumulated errors and, therefore, should periodically require the full gradient computation. In this paper, we…

Machine Learning · Computer Science 2022-10-05 Kazusato Oko , Shunta Akiyama , Tomoya Murata , Taiji Suzuki

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

Self-training is a classical approach in semi-supervised learning which is successfully applied to a variety of machine learning problems. Self-training algorithm generates pseudo-labels for the unlabeled examples and progressively refines…

Machine Learning · Computer Science 2020-06-22 Samet Oymak , Talha Cihad Gulcu

In this paper, we consider the shift-inverse method with Richardson iteration step for the eigenvalue problems. It will be shown that the convergence speed depends heavily on the eigenvalue gap between the desired eigenvalue and undesired…

Numerical Analysis · Mathematics 2018-04-06 Yunhui He , Hehu Xie