Related papers: Sparse resultant based minimal solvers in computer…
Matching two images while estimating their relative geometry is a key step in many computer vision applications. For decades, a well-established pipeline, consisting of SIFT, RANSAC, and 8-point algorithm, has been used for this task.…
This article presents a new method to compute matrices from numerical simulations based on the ideas of sparse sampling and compressed sensing. The method is useful for problems where the determination of the entries of a matrix constitutes…
In many high-dimensional problems, like sparse-PCA, planted clique, or clustering, the best known algorithms with polynomial time complexity fail to reach the statistical performance provably achievable by algorithms free of computational…
The sparse generalized eigenvalue problem arises in a number of standard and modern statistical learning models, including sparse principal component analysis, sparse Fisher discriminant analysis, and sparse canonical correlation analysis.…
We investigate the use of piecewise linear systems, whose coefficient matrix is a piecewise constant function of the solution itself. Such systems arise, for example, from the numerical solution of linear complementarity problems and in the…
A general framework for solving image inverse problems is introduced in this paper. The approach is based on Gaussian mixture models, estimated via a computationally efficient MAP-EM algorithm. A dual mathematical interpretation of the…
We consider concave minimization problems over non-convex sets.Optimization problems with this structure arise in sparse principal component analysis. We analyze both a gradient projection algorithm and an approximate Newton algorithm where…
Sparse linear iterative solvers are essential for many large-scale simulations. Much of the runtime of these solvers is often spent in the implicit evaluation of matrix polynomials via a sequence of sparse matrix-vector products. A variety…
Recently, sparsity-based algorithms are proposed for super-resolution spectrum estimation. However, to achieve adequately high resolution in real-world signal analysis, the dictionary atoms have to be close to each other in frequency,…
We present the asymptotically fastest known algorithms for some basic problems on univariate polynomial matrices: rank, nullspace, determinant, generic inverse, reduced form. We show that they essentially can be reduced to two computer…
This paper provides a novel approach for finding sparse state-space realizations of linear systems (e.g., controllers). Sparse controllers are commonly used in distributed control, where a controller is synthesized with some sparsity…
Efficient solutions of large-scale, ill-conditioned and indefinite algebraic equations are ubiquitously needed in numerous computational fields, including multiphysics simulations, machine learning, and data science. Because of their…
We present a successive constraint approach that makes it possible to cheaply solve large-scale linear matrix inequalities for a large number of parameter values. The efficiency of our method is made possible by an offline/online…
We present a method for nonlinear parametric optimization based on algebraic geometry. The problem to be studied, which arises in optimal control, is to minimize a polynomial function with parameters subject to semialgebraic constraints.…
In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…
In this paper, we propose a sparse spectral-Galerkin approximation scheme for solving the second-order partial differential equations on an arbitrary tetrahedron. Generalized Koornwinder polynomials are introduced on the reference…
We study the Compressed Sensing (CS) problem, which is the problem of finding the most sparse vector that satisfies a set of linear measurements up to some numerical tolerance. We introduce an $\ell_2$ regularized formulation of CS which we…
In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…
We study efficient algorithms for Sparse PCA in standard statistical models (spiked covariance in its Wishart form). Our goal is to achieve optimal recovery guarantees while being resilient to small perturbations. Despite a long history of…
Volterra and polynomial regression models play a major role in nonlinear system identification and inference tasks. Exciting applications ranging from neuroscience to genome-wide association analysis build on these models with the…