Related papers: Stochastic EM methods with Variance Reduction for …
Image reconstruction in X-ray transmission tomography has been an important research field for decades. In light of data volume increasing faster than processor speeds, one needs accelerated iterative algorithms to solve the optimization…
Consider convex optimization problems subject to a large number of constraints. We focus on stochastic problems in which the objective takes the form of expected values and the feasible set is the intersection of a large number of convex…
Spectral domain optical coherence tomography (OCT) offers high resolution multidimensional imaging, but generally suffers from defocussing, intensity falloff and shot noise, causing artifacts and image degradation along the imaging depth.…
We propose a stochastic multiscale finite element method (StoMsFEM) to solve random elliptic partial differential equations with a high stochastic dimension. The key idea is to simultaneously upscale the stochastic solutions in the physical…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
The Expectation-Maximization (EM) algorithm is an iterative method to maximize the log-likelihood function for parameter estimation. Previous works on the convergence analysis of the EM algorithm have established results on the asymptotic…
To obtain high-quality positron emission tomography (PET) while minimizing radiation exposure, a range of methods have been designed to reconstruct standard-dose PET (SPET) from corresponding low-dose PET (LPET) images. However, most…
Optical molecular tomographic imaging is to reconstruct the concentration distribution of photon-molecular probes in a small animal from measured photon fluence rates. The localization and quantification of molecular probes is related to…
The Expectation--Maximization (EM) algorithm is a simple meta-algorithm that has been used for many years as a methodology for statistical inference when there are missing measurements in the observed data or when the data is composed of…
A challenge in high-dimensional inverse problems is developing iterative solvers to find the accurate solution of regularized optimization problems with low computational cost. An important example is computed tomography (CT) where both…
Dual-energy computed tomography (DECT) has shown great potential and promising applications in advanced imaging fields for its capabilities of material decomposition. However, image reconstructions and decompositions under sparse views…
Deep learning based PET image reconstruction methods have achieved promising results recently. However, most of these methods follow a supervised learning paradigm, which rely heavily on the availability of high-quality training labels. In…
We analyze convergence rates of stochastic optimization procedures for non-smooth convex optimization problems. By combining randomized smoothing techniques with accelerated gradient methods, we obtain convergence rates of stochastic…
In this paper, we propose a stochastic method for solving equality constrained optimization problems that utilizes predictive variance reduction. Specifically, we develop a method based on the sequential quadratic programming paradigm that…
Regularized empirical risk minimization (R-ERM) is an important branch of machine learning, since it constrains the capacity of the hypothesis space and guarantees the generalization ability of the learning algorithm. Two classic proximal…
The stochastic blockmodel (SBM) models the connectivity within and between disjoint subsets of nodes in networks. Prior work demonstrated that the rows of an SBM's adjacency spectral embedding (ASE) and Laplacian spectral embedding (LSE)…
Regularized empirical risk minimization (rERM) has become important in data-intensive fields such as genomics and advertising, with stochastic gradient methods typically used to solve the largest problems. However, ill-conditioned…
Adaptive optimization algorithms -- such as Adagrad, Adam, and their variants -- have found widespread use in machine learning, signal processing and many other settings. Several methods in this family are not rotationally equivariant,…
In this paper, we proposed a new technique, {\em variance controlled stochastic gradient} (VCSG), to improve the performance of the stochastic variance reduced gradient (SVRG) algorithm. To avoid over-reducing the variance of gradient by…
We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…