Related papers: An analytic framework for the multiplicative best-…
The alternating direction method of multipliers (ADMM) has been popular for solving many signal processing problems, convex or nonconvex. In this paper, we study an asynchronous implementation of the ADMM for solving a nonconvex nonsmooth…
In decision-making under uncertainty, several criteria have been studied to aggregate the performance of a solution over multiple possible scenarios. This paper introduces a novel variant of ordered weighted averaging (OWA) for optimization…
A new extremely simple ensemble-based model with the uniformly generated axis-parallel hyper-rectangles as base models (HRBM) is proposed. Two types of HRBMs are studied: closed rectangles and corners. The main idea behind HRBM is to…
In this paper, we design constant modulus probing waveforms with good correlation properties for collocated multi-input multi-output (MIMO) radar systems. The main content is as follows: first, we formulate the design problem as a fourth…
This paper presents a novel approach for distributed model predictive control (MPC) for piecewise affine (PWA) systems. Existing approaches rely on solving mixed-integer optimization problems, requiring significant computation power or…
We propose a method to optimize the representation and distinguishability of samples from two probability distributions, by maximizing the estimated power of a statistical test based on the maximum mean discrepancy (MMD). This optimized MMD…
Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for analyzing nonnegative data. A key aspect of NMF is the choice of the objective function that depends on the noise model (or statistics of the noise)…
In randomized controlled trials, adjusting for baseline covariates is often applied to improve the precision of treatment effect estimation. However, missingness in covariates is common. Recently, Zhao & Ding (2022) studied two simple…
As a well-established adaptation criterion, the maximum correntropy criterion (MCC) has been receiving increasing attention due to its robust against outliers. In this paper, a new complex recursive maximum correntropy (CRMC) algorithm…
The alternating direction method of multipliers (ADM or ADMM) breaks a complex optimization problem into much simpler subproblems. The ADM algorithms are typically short and easy to implement yet exhibit (nearly) state-of-the-art…
This chapter assesses the sensitivity of multi-criteria decision-making (MCDM) methods to modifications within the decision or objective matrix (DOM) in the context of chemical engineering optimization applications. Employing eight common…
Weighted Model Integration (WMI) is a popular formalism aimed at unifying approaches for probabilistic inference in hybrid domains, involving logical and algebraic constraints. Despite a considerable amount of recent work, allowing WMI…
The factor modeling for high-dimensional time series is powerful in discovering latent common components for dimension reduction and information extraction. Most available estimation methods can be divided into two categories: the…
Because the appropriate combination of existing elements and establishing coordination between them as a consequence of making the right decision to accomplish the intended objective is achieved, management is now one of the main pillars of…
Let $\cF$ be a set of $M$ classification procedures with values in $[-1,1]$. Given a loss function, we want to construct a procedure which mimics at the best possible rate the best procedure in $\cF$. This fastest rate is called optimal…
We study a counterfactual mean-variance optimization, where the mean and variance are defined as functionals of counterfactual distributions. The optimization problem defines the optimal resource allocation under various constraints in a…
This paper presents an advancement to an approach for model-independent surrogate-based optimization with adaptive batch sampling, known as Adaptive Model Refinement (AMR). While the original AMR method provides unique decisions with…
The alternating direction method of multipliers (ADMM) has emerged as a powerful technique for large-scale structured optimization. Despite many recent results on the convergence properties of ADMM, a quantitative characterization of the…
Model averaging is an important alternative to model selection with attractive prediction accuracy. However, its application to high-dimensional data remains under-explored. We propose a high-dimensional model averaging method via…
Clustering is essential in data analysis and machine learning, but traditional algorithms like $k$-means and Gaussian Mixture Models (GMM) often fail with nonconvex clusters. To address the challenge, we introduce the Flexible Bivariate…