Related papers: A tensor Alternating Anderson-Richardson method fo…
Tensor ring (TR) decomposition has been widely applied as an effective approach in a variety of applications to discover the hidden low-rank patterns in multidimensional data. A well-known method for TR decomposition is the alternating…
The alternating direction method of multipliers (ADMM) is a powerful splitting algorithm for linearly constrained convex optimization problems. In view of its popularity and applicability, a growing attention is drawn towards the ADMM in…
We develop two new variants of alternating direction methods of multipliers (ADMM) and two parallel primal-dual decomposition algorithms to solve a wide range class of constrained convex optimization problems. Our approach relies on a novel…
Tensor networks are a class of algorithms aimed at reducing the computational complexity of high-dimensional problems. They are used in an increasing number of applications, from quantum simulations to machine learning. Exploiting data…
Low-rank tensor sensing is a fundamental problem with broad applications in signal processing and machine learning. Among various tensor models, low-Tucker-rank tensors are particularly attractive for capturing multi-mode subspace…
We present a new algorithm for recovering paths from their third-order signature tensors, an inverse problem in rough analysis. Our algorithm provides the exact solution to this learning problem and improves upon current approaches by an…
Recently Ahmadi et al. (2021) and Tagliaferro (2022) proposed some iterative methods for the numerical solution of linear systems which, under the classical hypothesis of strict diagonal dominance, typically converge faster than the Jacobi…
Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…
In this paper, we propose the tensor Noda iteration (NI) and its inexact version for solving the eigenvalue problem of a particular class of tensor pairs called generalized $\mathcal{M}$-tensor pairs. A generalized $\mathcal{M}$-tensor pair…
We propose a multiscale approach to time series autoregression, in which linear regressors for the process in question include features of its own path that live on multiple timescales. We take these multiscale features to be the recent…
Anomaly detection on time series data is increasingly common across various industrial domains that monitor metrics in order to prevent potential accidents and economic losses. However, a scarcity of labeled data and ambiguous definitions…
In this paper, we propose an inertial alternating direction method of multipliers for solving a class of non-convex multi-block optimization problems with \emph{nonlinear coupling constraints}. Distinctive features of our proposed method,…
We develop a novel, fundamental and surprisingly simple randomized iterative method for solving consistent linear systems. Our method has six different but equivalent interpretations: sketch-and-project, constrain-and-approximate, random…
Randomized iterative algorithms, such as the randomized Kaczmarz method, have gained considerable popularity due to their efficacy in solving matrix-vector and matrix-matrix regression problems. Our present work leverages the insights…
We develop a systematic way to solve linear equations involving tensors of arbitrary rank. We start off with the case of a rank $3$ tensor, which appears in many applications, and after finding the condition for a unique solution we derive…
In this paper, we develop a new type of accelerated algorithms to solve some classes of maximally monotone equations as well as monotone inclusions. Instead of using Nesterov's accelerating approach, our methods rely on a so-called…
For the large sparse systems of weakly nonlinear equations arising in the discretizations of many classical differential and integral equations, this paper presents a class of synchronous parallel multi-splitting two-stage two-parameter…
This paper presents a convolution tensor decomposition based model reduction method for solving the Allen-Cahn equation. The Allen-Cahn equation is usually used to characterize phase separation or the motion of anti-phase boundaries in…
In this paper we propose an iterative method using alternating direction method of multipliers (ADMM) strategy to solve linear inverse problems in Hilbert spaces with general convex penalty term. When the data is given exactly, we give a…
The expectation-maximization (EM) algorithm is a well-known iterative method for computing maximum likelihood estimates from incomplete data. Despite its numerous advantages, a main drawback of the EM algorithm is its frequently observed…