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Conservative Contextual Bandits (CCBs) address safety in sequential decision making by requiring that an agent's policy, along with minimizing regret, also satisfies a safety constraint: the performance is not worse than a baseline policy…
Generating feasible Pareto fronts for constrained bi-objective continuous optimization is central to multi-criteria decision-making. Existing methods usually rely on iterative scalarization, evolutionary search, or problem-specific solvers,…
Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…
In this paper, we propose a primal-dual algorithm with a novel momentum term using the partial gradients of the coupling function that can be viewed as a generalization of the method proposed by Chambolle and Pock in 2016 to solve saddle…
Finite mixture models are frequently used to uncover latent structures in high-dimensional datasets (e.g.\ identifying clusters of patients in electronic health records). The inference of such structures can be performed in a Bayesian…
We explore a novel analysis framework for parameter inference with large-scale CMB polarization data. Our method uses simulation-based inference combined with the needlet internal linear combination (NILC) algorithm and…
In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…
In our previous study, we introduced a machine-learning technique, namely CMBFSCNN, for the removal of foreground contamination in cosmic microwave background (CMB) polarization data. This method was successfully employed on actual…
Bayesian deep learning (BDL) is a promising approach to achieve well-calibrated predictions on distribution-shifted data. Nevertheless, there exists no large-scale survey that evaluates recent SOTA methods on diverse, realistic, and…
This paper proposes a novel algorithm for semisupervised learning. This algorithm learns graph cuts that maximize the margin with respect to the labels induced by the harmonic function solution. We motivate the approach, compare it to…
We present a fast algorithm for generating full sky, high resolution ($\sim 5'$) simulations of the CMB anisotropy pattern. We also discuss the inverse problem, that of evaluating from such a map the full set of $a_{\ell m}$'s and the…
Blind image deconvolution refers to the problem of simultaneously estimating the blur kernel and the true image from a set of observations when both the blur kernel and the true image are unknown. Sometimes, additional image and/or blur…
We consider several classes of highly important semidefinite optimization problems that involve both a convex objective function (smooth or nonsmooth) and additional linear or nonlinear smooth and convex constraints, which are ubiquitous in…
A fast and exact algorithm is developed for the spin +-2 spherical harmonics transforms on equi-angular pixelizations on the sphere. It is based on the Driscoll and Healy fast scalar spherical harmonics transform. The theoretical exactness…
This paper presents the SCvx algorithm, a successive convexification algorithm designed to solve non-convex constrained optimal control problems with global convergence and superlinear convergence-rate guarantees. The proposed algorithm can…
We develop new adaptive algorithms for variational inequalities with monotone operators, which capture many problems of interest, notably convex optimization and convex-concave saddle point problems. Our algorithms automatically adapt to…
Sampling-based methods are widely adopted solutions for robot motion planning. The methods are straightforward to implement, effective in practice for many robotic systems. It is often possible to prove that they have desirable properties,…
We introduce a new algorithmic framework for discrepancy minimization based on regularization. We demonstrate how varying the regularizer allows us to re-interpret several breakthrough works in algorithmic discrepancy, ranging from…
Reconstruction of undersampled periodic signals of unknown period is an important signal processing operation. It is especially difficult operation when the sequences of samples are short and no information on the inter-sequence time…
The polarization of cosmic microwave background (CMB) can be used to constrain cosmological birefringence, the rotation of the linear polarization of CMB photons potentially induced by parity violating physics beyond the standard model.…