Related papers: An efficient GPU-Parallel Coordinate Descent Algor…

A novel framework of compressed sensing, namely statistical compressed sensing (SCS), that aims at efficiently sampling a collection of signals that follow a statistical distribution, and achieving accurate reconstruction on average, is…

We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The…

Gaussian Splatting (GS) is a novel, state-of-the-art technique for rendering points in a 3D scene by approximating their contribution to image pixels through Gaussian distributions, warranting fast training and real-time rendering. The main…

This paper presents a novel efficient method for gridless line spectrum estimation problem with single snapshot, namely the gradient descent least squares (GDLS) method. Conventional single snapshot (a.k.a. single measure vector or SMV)…

Many problems encountered in science and engineering can be formulated as estimating a low-rank object (e.g., matrices and tensors) from incomplete, and possibly corrupted, linear measurements. Through the lens of matrix and tensor…

There is an increased interest in building data analytics frameworks with advanced algebraic capabilities both in industry and academia. Many of these frameworks, e.g., TensorFlow and BIDMach, implement their compute-intensive primitives in…

The graphical lasso \citep{FHT2007a} is an algorithm for learning the structure in an undirected Gaussian graphical model, using $\ell_1$ regularization to control the number of zeros in the precision matrix ${\B\Theta}={\B\Sigma}^{-1}$…

Estimating multiple sparse Gaussian Graphical Models (sGGMs) jointly for many related tasks (large $K$) under a high-dimensional (large $p$) situation is an important task. Most previous studies for the joint estimation of multiple sGGMs…

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

To enhance the efficiency, scalability, and cross-survey applicability of stellar parameter inference in large spectroscopic datasets, we present a modular, parallelized Python framework with automated error estimation, built on the LAMOST…

Stochastic gradient descent (SGD) algorithm and its variations have been effectively used to optimize neural network models. However, with the rapid growth of big data and deep learning, SGD is no longer the most suitable choice due to its…

Sparse PCA (SPCA) is a fundamental model in machine learning and data analytics, which has witnessed a variety of application areas such as finance, manufacturing, biology, healthcare. To select a prespecified-size principal submatrix from…

This paper presents a stochastic approximation proximal subgradient (SAPS) method for stochastic convex-concave minimax optimization. By accessing unbiased and variance bounded approximate subgradients, we show that this algorithm exhibits…

We address the problem of robust sparse estimation of the precision matrix for heavy-tailed distributions in high-dimensional settings. In such high-dimensional contexts, we observe that the covariance matrix can be approximated by a…

Gaussian graphical models are used for determining conditional relationships between variables. This is accomplished by identifying off-diagonal elements in the inverse-covariance matrix that are non-zero. When the ratio of variables (p) to…

Gaussian processes (GPs) stand as crucial tools in machine learning and signal processing, with their effectiveness hinging on kernel design and hyper-parameter optimization. This paper presents a novel GP linear multiple kernel (LMK) and a…

3D Gaussian splatting (3DGS) has emerged as a promising direction for SLAM due to its high-fidelity reconstruction and rapid convergence. However, 3DGS-SLAM algorithms remain impractical for mobile platforms due to their high computational…

Sparse signal reconstruction algorithms have attracted research attention due to their wide applications in various fields. In this paper, we present a simple Bayesian approach that utilizes the sparsity constraint and a priori statistical…

We propose a variable decomposition algorithm -greedy block coordinate descent (GBCD)- in order to make dense Gaussian process regression practical for large scale problems. GBCD breaks a large scale optimization into a series of small…

In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…