Related papers: Fraction Constraint in Partial Wave Analysis
This paper studies the chance constrained fractional programming with a random benchmark. We assume that the random variables on the numerator follow the Gaussian distribution, and the random variables on the denominator and the benchmark…
For many applications in signal processing and machine learning, we are tasked with minimizing a large sum of convex functions subject to a large number of convex constraints. In this paper, we devise a new random projection method (RPM) to…
This paper gives applications of the enclosure method introduced by the author to typical inverse obstacle and crack scattering problems in two dimensions. Explicit extraction formulae of the convex hull of unknown polygonal sound-hard…
Chance constraints provide a principled framework to mitigate the risk of high-impact extreme events by modifying the controllable properties of a system. The low probability and rare occurrence of such events, however, impose severe…
We utilize the same technique as in [arXiv:2205.04254 (2022)] to provide some representations of polynomials non-negative on a basic semi-algebraic set, defined by polynomial inequalities, under more general conditions. Based on each…
This paper studies approximate solutions of a linear fractional vector optimization problem without requiring boundedness of the constraint set. We establish necessary and sufficient conditions for approximating weakly efficient points of…
We consider the problem of learning low-rank tensors from partial observations with structural constraints, and propose a novel factorization of such tensors, which leads to a simpler optimization problem. The resulting problem is an…
We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…
We propose an approach based on convex relaxations for certifiably optimal robust multiview triangulation. To this end, we extend existing relaxation approaches to non-robust multiview triangulation by incorporating a truncated least…
Sparse high dimensional graphical model selection is a topic of much interest in modern day statistics. A popular approach is to apply l1-penalties to either (1) parametric likelihoods, or, (2) regularized regression/pseudo-likelihoods,…
This paper is concerned with optimal control problems for parabolic partial differential equations with pointwise in time switching constraints on the control. A standard approach to treat constraints in nonlinear optimization is…
High penetration of renewable energy sources and the increasing share of stochastic loads require the explicit representation of uncertainty in tools such as the optimal power flow (OPF). Current approaches follow either a linearized…
We show that many machine learning goals, such as improved fairness metrics, can be expressed as constraints on the model's predictions, which we call rate constraints. We study the problem of training non-convex models subject to these…
As the share of renewables in the grid increases, the operation of power systems becomes more challenging. The present paper proposes a method to formulate and solve chance-constrained optimal power flow while explicitly considering the…
We consider a flexible semiparametric quantile regression model for analyzing high dimensional heterogeneous data. This model has several appealing features: (1) By considering different conditional quantiles, we may obtain a more complete…
We study supervised classification for datasets with a very large number of input variables. The na\"ive Bayes classifier is attractive for its simplicity, scalability and effectiveness in many real data applications. When the strong…
Fractional calculus has been used to describe physical systems with complexity. Here, we show that a fractional calculus approach can restore or include complexity in any physical systems that can be described by partial differential…
Managing insurance and financial risk when data is limited is a key task in the insurance industry. In this paper, we focus on cases where the risk distribution is modeled as a mixture with some components estimable to high precision or…
Fractional, anomalous diffusion in space-periodic potentials is investigated. The analytical solution for the effective, fractional diffusion coefficient in an arbitrary periodic potential is obtained in closed form in terms of two…
This paper studies chance-constrained stochastic optimization problems with finite support. It presents an iterative method that solves reduced-size chance-constrained models obtained by partitioning the scenario set. Each reduced problem…