Related papers: Trust-region algorithms: probabilistic complexity …
Trust region and cubic regularization methods have demonstrated good performance in small scale non-convex optimization, showing the ability to escape from saddle points. Each iteration of these methods involves computation of gradient,…
This paper establishes a nearly optimal algorithm for estimating the frequencies and amplitudes of a mixture of sinusoids from noisy equispaced samples. We derive our algorithm by viewing line spectral estimation as a sparse recovery…
In many applications, we are given access to noisy modulo samples of a smooth function with the goal being to robustly unwrap the samples, i.e., to estimate the original samples of the function. In a recent work, Cucuringu and Tyagi…
This paper proposes an estimation framework to assess the performance of sorting over perturbed/noisy data. In particular, the recovering accuracy is measured in terms of Minimum Mean Square Error (MMSE) between the values of the sorting…
In this paper we consider the problem of minimizing a general quadratic function over the mixed integer points in an ellipsoid. This problem is strongly NP-hard, NP-hard to approximate within a constant factor, and optimal solutions can be…
The Low Order-Value Optimization (LOVO) problem involves minimizing the minimum among a finite number of function values within a feasible set. LOVO has several practical applications such as robust parameter estimation, protein alignment,…
Profile likelihood confidence intervals are a robust alternative to Wald's method if the asymptotic properties of the maximum likelihood estimator are not met. However, the constrained optimization problem defining profile likelihood…
We explore a novel methodology for constructing confidence regions for parameters of linear models, using predictions from any arbitrary predictor. Our framework requires minimal assumptions on the noise and can be extended to functions…
In this paper, we investigate the random subsampling method for tensor least squares problem with respect to the popular t-product. From the optimization perspective, we present the error bounds in the sense of probability for the residual…
Extracting useful information from noisy near-term quantum simulations requires error mitigation strategies. A broad class of these strategies rely on precise characterization of the noise source. We study the robustness of probabilistic…
The hope of the quantum computing field is that quantum architectures are able to scale up and realize fault-tolerant quantum computing. Due to engineering challenges, such ''cheap'' error correction may be decades away. In the meantime, we…
Fidelity estimation is essential for the quality control of entanglement distribution networks. Because measurements collapse quantum states, we consider a setup in which nodes randomly sample a subset of the entangled qubit pairs to…
Low-rank pseudoinverses are widely used to approximate matrix inverses in scalable machine learning, optimization, and scientific computing. However, real-world matrices are often observed with noise, arising from sampling, sketching, and…
We develop a Trust Region method with Regularized Barzilai-Borwein step-size obtained in a previous paper for solving large-scale unconstrained optimization problems. Simultaneously, the non-monotone technique is combined to formulate an…
Optimizing industrial processes often involves gray-box models that couple algebraic glass-box equations with black-box components lacking analytic derivatives. Such systems challenge derivative-based solvers. The classical trust-region…
We develop an interior-point method for nonsmooth regularized bound-constrained optimization problems. Our method consists of iteratively solving a sequence of unconstrained nonsmooth barrier subproblems. We use a variant of the proximal…
We propose a general framework for reconstructing and denoising single entries of incomplete and noisy entries. We describe: effective algorithms for deciding if and entry can be reconstructed and, if so, for reconstructing and denoising…
We consider minimization of a smooth nonconvex function with inexact oracle access to gradient and Hessian (without assuming access to the function value) to achieve approximate second-order optimality. A novel feature of our method is that…
The goal of ordinal embedding is to represent items as points in a low-dimensional Euclidean space given a set of constraints in the form of distance comparisons like "item $i$ is closer to item $j$ than item $k$". Ordinal constraints like…
Stochastic variational inference allows for fast posterior inference in complex Bayesian models. However, the algorithm is prone to local optima which can make the quality of the posterior approximation sensitive to the choice of…