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The hidden Markov model (HMM) is a widely-used generative model that copes with sequential data, assuming that each observation is conditioned on the state of a hidden Markov chain. In this paper, we derive a novel algorithm to cluster HMMs…
Several methods have been recently proposed for estimating sparse Gaussian graphical models using $\ell_{1}$ regularization on the inverse covariance matrix. Despite recent advances, contemporary applications require methods that are even…
We introduce a new algorithm for complex image reconstruction with separate regularization of the image magnitude and phase. This optimization problem is interesting in many different image reconstruction contexts, although is nonconvex and…
The dynamic behavior of jointed assemblies exhibiting friction nonlinearities features amplitude-dependent dissipation and stiffness. To develop numerical simulations for predictive and design purposes, macro-scale High Fidelity Models…
The Expectation-Maximization (EM) algorithm has been predominantly used to approximate the maximum likelihood estimation of the location-scale Gaussian mixtures. However, when the models are over-specified, namely, the chosen number of…
Recent advances in training deep (multi-layer) architectures have inspired a renaissance in neural network use. For example, deep convolutional networks are becoming the default option for difficult tasks on large datasets, such as image…
The Extreme Learning Machine (ELM) is a growing statistical technique widely applied to regression problems. In essence, ELMs are single-layer neural networks where the hidden layer weights are randomly sampled from a specific distribution,…
We present a fast and accurate analytical method for fluorescence lifetime imaging microscopy (FLIM) using the extreme learning machine (ELM). We used extensive metrics to evaluate ELM and existing algorithms. First, we compared these…
Latent Gaussian models have a rich history in statistics and machine learning, with applications ranging from factor analysis to compressed sensing to time series analysis. The classical method for maximizing the likelihood of these models…
This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a…
The exact holographic mapping (EHM) provides an explicit duality map between a conformal field theory (CFT) configuration and a massive field propagating on an emergent classical geometry. However, designing the optimal holographic mapping…
The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm…
We study Benamou's domain decomposition algorithm for optimal transport in the entropy regularized setting. The key observation is that the regularized variant converges to the globally optimal solution under very mild assumptions. We prove…
We study a class of weakly identifiable location-scale mixture models for which the maximum likelihood estimates based on $n$ i.i.d. samples are known to have lower accuracy than the classical $n^{- \frac{1}{2}}$ error. We investigate…
Inverse problems arise in many applications, especially tomographic imaging. We develop a Learned Alternating Minimization Algorithm (LAMA) to solve such problems via two-block optimization by synergizing data-driven and classical…
Quantum algorithms for Hamiltonian simulation and linear differential equations more generally have provided promising exponential speed-ups over classical computers on a set of problems with high real-world interest. However, extending…
Entropic Outlier Sparsification (EOS) is proposed as a robust computational strategy for the detection of data anomalies in a broad class of learning methods, including the unsupervised problems (like detection of non-Gaussian outliers in…
We propose an algorithm for approximating the solution of a strongly oscillating SDE, that is, a system in which some ergodic state variables evolve quickly with respect to the other variables. The algorithm profits from homogenization…
In this work we investigate the numerical identification of the diffusion coefficient in elliptic and parabolic problems using neural networks. The numerical scheme is based on the standard output least-squares formulation where the…
We consider the use of extreme learning machines (ELM) for computational partial differential equations (PDE). In ELM the hidden-layer coefficients in the neural network are assigned to random values generated on $[-R_m,R_m]$ and fixed,…