Related papers: Covariance Estimation from Compressive Data Partit…

Feature alignment methods are used in many scientific disciplines for data pooling, annotation, and comparison. As an instance of a permutation learning problem, feature alignment presents significant statistical and computational…

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

This work is concerned with applying iterative image reconstruction, based on constrained total-variation minimization, to low-intensity X-ray CT systems that have a high sampling rate. Such systems pose a challenge for iterative image…

Constrained quasiconvex optimization problems appear in many fields, such as economics, engineering, and management science. In particular, fractional programming, which models ratio indicators such as the profit/cost ratio as fractional…

Reliable state estimation depends on accurately modeled noise covariances, which are difficult to determine in practice. This paper formulates the noise covariance estimation as a bilevel optimization problem that factorizes the joint…

The projected subgradient method for constrained minimization repeatedly interlaces subgradient steps for the objective function with projections onto the feasible region, which is the intersection of closed and convex constraints sets, to…

Compressed sensing (CS) demonstrates that a sparse, or compressible signal can be acquired using a low rate acquisition process below the Nyquist rate, which projects the signal onto a small set of vectors incoherent with the sparsity…

We propose a flexible and theoretically supported framework for scalable nonnegative matrix factorization. The goal is to find nonnegative low-rank components directly from compressed measurements, accessing the original data only once or…

Motivated by performance optimization of large-scale graph processing systems that distribute the graph across multiple machines, we consider the balanced graph partitioning problem. Compared to the previous work, we study the…

The mutual intensity and its equivalent phase-space representations quantify an optical field's state of coherence and are important tools in the study of light propagation and dynamics, but they can only be estimated indirectly from…

In this paper, a novel method to adaptively approximate the solution to stochastic differential equations, which is based on compressive sampling and sparse recovery, is introduced. The proposed method consider the problem of sparse…

Compressive sensing(CS) has drawn much attention in recent years due to its low sampling rate as well as high recovery accuracy. As an important procedure, reconstructing a sparse signal from few measurement data has been intensively…

We propose new compressive parameter estimation algorithms that make use of polar interpolation to improve the estimator precision. Our work extends previous approaches involving polar interpolation for compressive parameter estimation in…

An appealing requirement from the well-known diffraction tomography (DT) exists for success reconstruction from few-view and limited-angle data. Inspired by the well-known compressive sensing (CS), the accurate super-resolution…

Nonparametric regression for massive numbers of samples (n) and features (p) is an increasingly important problem. In big n settings, a common strategy is to partition the feature space, and then separately apply simple models to each…

This paper deals with composite optimization problems having the objective function formed as the sum of two terms, one has Lipschitz continuous gradient along random subspaces and may be nonconvex and the second term is simple and…

Radio-interferometry (RI) observes the sky at unprecedented angular resolutions, enabling the study of several far-away galactic objects such as galaxies and black holes. In RI, an array of antennas probes cosmic signals coming from the…

Gradient-based solvers risk convergence to local optima, leading to incorrect researcher inference. Heuristic-based algorithms are able to ``break free" of these local optima to eventually converge to the true global optimum. However, given…

We propose a stochastic optimization method for the minimization of the sum of three convex functions, one of which has Lipschitz continuous gradient as well as restricted strong convexity. Our approach is most suitable in the setting where…

This paper revisits the problem of decomposing a positive semidefinite matrix as a sum of a matrix with a given rank plus a sparse matrix. An immediate application can be found in portfolio optimization, when the matrix to be decomposed is…