Related papers: Accelerating Extremum Seeking Convergence by Richa…
This paper proposes Incremental Seeded Expectation Maximization, an algorithm that improves upon the traditional Expectation Maximization computational flow for clusterwise or finite mixture linear regression tasks. The proposed method…
This work describes numerical methods that are useful in many areas: examples include statistical modelling (bioinformatics, computational biology), theoretical physics, and even pure mathematics. The methods are primarily useful for the…
Loop acceleration can be used to prove safety, reachability, runtime bounds, and (non-)termination of programs. To this end, a variety of acceleration techniques has been proposed. However, so far all of them have been monolithic, i.e., a…
Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There…
Extremum seeking systems are powerful methods able to steer the input of a (dynamical) cost function towards an optimizer, without any prior knowledge of the cost function. To achieve their objective, they typically combine time-periodic…
We study numerical integration of smooth functions defined over the $s$-dimensional unit cube. A recent work by Dick et al. (2019) has introduced so-called extrapolated polynomial lattice rules, which achieve the almost optimal rate of…
We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…
Almost every numerical task can be cast as extrapolation with respect to the fidelity or tolerance parameters of a consistent numerical method. This perspective enables probabilistic uncertainty quantification and optimal experimental…
Loop acceleration can be used to prove safety, reachability, runtime bounds, and (non-)termination of programs operating on integers. To this end, a variety of acceleration techniques has been proposed. However, all of them are monolithic:…
This paper presents an extremum seeking control algorithm with an adaptive step-size that adjusts the aggressiveness of the controller based on the quality of the gradient estimate. The adaptive step-size ensures that the integral-action…
We study the problem of global extremum seeking in the presence of local extrema. We investigate two different perturbation-based methods: 1) a well-known classical extremum seeking scheme for steady-state output optimization, and 2) a…
We present a novel extremum seeking method for affine connection mechanical control systems. The proposed control law involves periodic perturbation signals with sufficiently large amplitudes and frequencies. A suitable averaging analysis…
This paper proposes an event-triggered control scheme for multivariable extremum seeking of static maps. Both static and dynamic triggering conditions are developed. Integrating Lyapunov and averaging theories for discontinuous systems, a…
The method of sub-iteration, which was previously applied to the higher-order coupled cluster amplitude equations, is extended to the case of the coupled cluster $\Lambda$ equations. The sub-iteration procedure for the $\Lambda$ equations…
Richardson extrapolation is a classical technique from numerical analysis that can improve the approximation error of an estimation method by combining linearly several estimates obtained from different values of one of its hyperparameters,…
We present multivariable extremum seeking (ES) designs that achieve unbiased convergence to the optimum. Two designs are introduced: one with exponential unbiased convergence (unbiased extremum seeker, uES) and the other with…
This paper presents a Newton-based stochastic extremum-seeking control method for real-time optimization in multi-input systems with distinct input delays. It combines predictor-based feedback and Hessian inverse estimation via stochastic…
In this paper, we consider a non-convex problem which is the sum of $\ell_0$-norm and a convex smooth function under box constraint. We propose one proximal iterative hard thresholding type method with extrapolation step used for…
Nonconvex optimization problems arise in different research fields and arouse lots of attention in signal processing, statistics and machine learning. In this work, we explore the accelerated proximal gradient method and some of its…
Detecting local features, such as corners, segments or blobs, is the first step in the pipeline of many Computer Vision applications. Its speed is crucial for real-time applications. In this paper we present ELSED, the fastest line segment…