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The four-dimensional variational data assimilation (4D-Var) has emerged as an important methodology, widely used in numerical weather prediction, oceanographic modeling, and climate forecasting. Classical unconstrained gradient-based…
Anomaly detection for non-linear dynamical system plays an important role in ensuring the system stability. However, it is usually complex and has to be solved by large-scale simulation which requires extensive computing resources. In this…
In this paper, we propose the Asynchronous Accelerated Nonuniform Randomized Block Coordinate Descent algorithm (A2BCD), the first asynchronous Nesterov-accelerated algorithm that achieves optimal complexity. This parallel algorithm solves…
The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…
In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…
The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…
In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics literatures as it includes discrete choice, nonparametric…
We propose a theoretical framework to analyze semi-supervised classification under the low density separation assumption in a high-dimensional regime. In particular, we introduce QLDS, a linear classification model, where the low density…
Consider the problem of minimizing the sum of two convex functions, one being smooth and the other non-smooth. In this paper, we introduce a general class of approximate proximal splitting (APS) methods for solving such minimization…
The compressed sensing (CS) model can represent the signal recovery process of a large number of radar systems. The detection problem of such radar systems has been studied in many pieces of literature through the technology of debiased…
ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…
In this paper we propose a novel parallel stochastic coordinate descent (SCD) algorithm with convergence guarantees that exhibits strong scalability. We start by studying a state-of-the-art parallel implementation of SCD and identify…
This paper investigates the Sensor Network Localization (SNL) problem, which seeks to determine sensor locations based on known anchor locations and partially given anchors-sensors and sensors-sensors distances. Two primary methods for…
Calibration of a sensor array is more involved if the antennas have direction dependent gains and multiple calibrator sources are simultaneously present. We study this case for a sensor array with arbitrary geometry but identical elements,…
High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…
We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…
In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…
Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…
Recent medical imaging studies have given rise to distinct but inter-related datasets corresponding to multiple experimental tasks or longitudinal visits. Standard scalar-on-image regression models that fit each dataset separately are not…
This paper investigates the transceiver design problem in a noisy-sensing noisy-transmission multi-input multi-output (MIMO) wireless sensor network. Consider a cluster-based network, where multiple sensors scattering across several…