Related papers: On the Correctness of the Generalized Isotonic Rec…
We study the generalized forward-reflected-backward (GFRB) method, an extension of the forward-reflected-backward (FRB) scheme due to Malitsky and Tam, for solving monotone inclusion problems in real Hilbert spaces. We first analyze GFRB…
Many problems in statistics and machine learning can be formulated as model selection problems, where the goal is to choose an optimal parsimonious model among a set of candidate models. It is typical to conduct model selection by…
The concept of Generalized Inverse based Decoding (GID) is introduced, as an algebraic framework for the syndrome decoding problem (SDP) and low weight codeword problem (LWP). The framework has ground on two characterizations by generalized…
Exact recovery of a sparse solution for an underdetermined system of linear equations implies full search among all possible subsets of the dictionary, which is computationally intractable, while l1 minimization will do the job when a…
Gaussian elimination with partial pivoting (GEPP) is a widely used method to solve dense linear systems. Each GEPP step uses a row transposition pivot movement if needed to ensure the leading pivot entry is maximal in magnitude for the…
We cast motion planning under uncertainty as a stochastic optimal control problem, where the optimal posterior distribution has an explicit form. To approximate this posterior, this work frames an optimization problem in the space of…
For numerous parameter and state estimation problems, assimilating new data as they become available can help produce accurate and fast inference of unknown quantities. While most existing algorithms for solving those kind of ill-posed…
In the context of compressed sensing (CS), both Subspace Pursuit (SP) and Compressive Sampling Matching Pursuit (CoSaMP) are very important iterative greedy recovery algorithms which could reduce the recovery complexity greatly comparing…
A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…
In this paper, we present a convergence analysis of the Group Projected Subspace Pursuit (GPSP) algorithm proposed by He et al. [HKL+23] (Group Projected subspace pursuit for IDENTification of variable coefficient differential equations…
As a generalization of Hermite interpolation problem, Birkhoff interpolation is an important subject in numerical approximation. This paper generalizes the existing Generalized Recursive Polynomial Interpolation Algorithm (GRPIA) that is…
Extending prior work by Pankow et al, we introduce RIFT, an algorithm to perform Rapid parameter Inference on gravitational wave sources via Iterative Fitting. We demonstrate this approach can correctly recover the parameters of coalescing…
Mixed-integer programming (MIP) technology offers a generic way of formulating and solving combinatorial optimization problems. While generally reliable, state-of-the-art MIP solvers base many crucial decisions on hand-crafted heuristics,…
This paper proposes a robust adaptive algorithm for smooth graph signal recovery which is based on generalized correntropy. A proper cost function is defined for this purpose. The proposed algorithm is derived and a kernel width…
Inverse optimization has received much attention in recent years, but little literature exists for solving generalized mixed integer inverse optimization. We propose a new approach for solving generalized mixed-integer inverse optimization…
The sample-based Gibbs sampler has been the dominant method for approximating joint distribution from a collection of compatible full-conditional distributions. However for conditionally specified model, mixtures of incompatible full and…
Recovery of an unknown sparse signal from a few of its projections is the key objective of compressed sensing. Often one comes across signals that are not ordinarily sparse but are sparse blockwise. Existing block sparse recovery algorithms…
This paper concerns models and convergence principles for dealing with stochasticity in a wide range of algorithms arising in nonlinear analysis and optimization in Hilbert spaces. It proposes a flexible geometric framework within which…
A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…
Given a directed acyclic graph $G,$ and a set of values $y$ on the vertices, the Isotonic Regression of $y$ is a vector $x$ that respects the partial order described by $G,$ and minimizes $||x-y||,$ for a specified norm. This paper gives…