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In this paper we consider large-scale smooth optimization problems with multiple linear coupled constraints. Due to the non-separability of the constraints, arbitrary random sketching would not be guaranteed to work. Thus, we first…

Optimization and Control · Mathematics 2018-08-09 Ion Necoara , Martin Takac

In this article we study the numerical approximation of incompressible miscible displacement problems with a linearised Crank-Nicolson time discretisation, combined with a mixed finite element and discontinuous Galerkin method. At the heart…

Numerical Analysis · Mathematics 2011-11-28 Max Jensen , Ruediger Mueller

We present a comprehensive framework for evaluating line chart smoothing methods under a variety of visual analytics tasks. Line charts are commonly used to visualize a series of data samples. When the number of samples is large, or the…

Human-Computer Interaction · Computer Science 2020-09-22 Paul Rosen , Ghulam Jilani Quadri

The task of reconstructing smooth signals from streamed data in the form of signal samples arises in various applications. This work addresses such a task subject to a zero-delay response; that is, the smooth signal must be reconstructed…

Machine Learning · Computer Science 2023-08-22 Emilio Ruiz-Moreno , Luis Miguel López-Ramos , Baltasar Beferull-Lozano

We propose a unifying algorithm for non-smooth non-convex optimization. The algorithm approximates the objective function by a convex model function and finds an approximate (Bregman) proximal point of the convex model. This approximate…

Optimization and Control · Mathematics 2018-06-27 Peter Ochs , Jalal Fadili , Thomas Brox

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with $\ell_0$-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez , Shaoning Han

Estimating the state of a dynamical system from a series of noise-corrupted observations is fundamental in many areas of science and engineering. The most well-known method, the Kalman smoother (and the related Kalman filter), relies on…

Machine Learning · Statistics 2017-04-24 Luca Ambrogioni , Umut Güçlü , Eric Maris , Marcel van Gerven

Surrogate models for computational simulations are input-output approximations that allow computationally intensive analyses, such as uncertainty propagation and inference, to be performed efficiently. When a simulation output does not…

Computational Engineering, Finance, and Science · Computer Science 2014-08-05 Alex A. Gorodetsky , Youssef M. Marzouk

Nonparametric methods are widely applicable to statistical inference problems, since they rely on a few modeling assumptions. In this context, the fresh look advocated here permeates benefits from variable selection and compressive…

Machine Learning · Statistics 2015-03-19 Gonzalo Mateos , Georgios B. Giannakis

Millimeter wave multiple-input multiple-output (MIMO) communication systems must operate over sparse wireless links and will require large antenna arrays to provide high throughput. To achieve sufficient array gains, these systems must…

Signal Processing · Electrical Eng. & Systems 2019-04-17 Wei Zhang , Taejoon Kim , David J. Love

We develop a finite-sample optimal estimator for regression discontinuity design when the outcomes are bounded, including binary outcomes as the leading case. Our estimator achieves minimax mean squared error among linear shrinkage…

Econometrics · Economics 2025-12-29 Takuya Ishihara , Masayuki Sawada , Kohei Yata

Classical assumptions like strong convexity and Lipschitz smoothness often fail to capture the nature of deep learning optimization problems, which are typically non-convex and non-smooth, making traditional analyses less applicable. This…

Machine Learning · Computer Science 2025-05-01 Binchuan Qi , Wei Gong , Li Li

Signal processing is rich in inherently continuous and often nonlinear applications, such as spectral estimation, optical imaging, and super-resolution microscopy, in which sparsity plays a key role in obtaining state-of-the-art results.…

Machine Learning · Computer Science 2020-03-23 Luiz F. O. Chamon , Yonina C. Eldar , Alejandro Ribeiro

Automatic segmentation of an image to identify all meaningful parts is one of the most challenging as well as useful tasks in a number of application areas. This is widely studied. Selective segmentation, less studied, aims to use limited…

Numerical Analysis · Mathematics 2019-07-08 Michael Roberts , Ke Chen , Klaus L. Irion

We propose to smooth the entire objective function, rather than only the check function, in a linear quantile regression context. Not only does the resulting smoothed quantile regression estimator yield a lower mean squared error and a more…

Econometrics · Economics 2019-08-16 Marcelo Fernandes , Emmanuel Guerre , Eduardo Horta

This paper discusses several (sub)gradient methods attaining the optimal complexity for smooth problems with Lipschitz continuous gradients, nonsmooth problems with bounded variation of subgradients, weakly smooth problems with H\"older…

Optimization and Control · Mathematics 2016-05-02 Masoud Ahookhosh

Recently, Differentiable Ray Tracing has been successfully applied in the field of wireless communications for learning radio materials or optimizing the transmitter orientation. However, in the frame of gradient based optimization,…

Signal Processing · Electrical Eng. & Systems 2024-04-30 Jerome Eertmans , Laurent Jacques , Claude Oestges

This paper derives recursion equations for a robust smoothing problem for a class of nonlinear systems with uncertainties in modeling and exogenous noise sources. The systems considered operate in discrete-time and the uncertainties are…

Optimization and Control · Mathematics 2013-03-27 Abhijit G. Kallapur , Ian R. Petersen

A frequently occurring challenge in experimental and numerical observation is how to resolve features, such as spectral peaks - with center, width, height - and derivatives from measured data with unavoidable noise. Therefore, we develop a…

Data Analysis, Statistics and Probability · Physics 2025-10-03 Bert Mulder , Ad Lagendijk , Willem L. Vos

The marriage of recurrent neural networks and neural ordinary differential networks (ODE-RNN) is effective in modeling irregularly-observed sequences. While ODE produces the smooth hidden states between observation intervals, the RNN will…

Machine Learning · Computer Science 2020-10-06 Jing Shi , Jing Bi , Yingru Liu , Chenliang Xu