Related papers: A semidefinite programming approach for robust ell…
This paper develops a new storage-optimal algorithm that provably solves generic semidefinite programs (SDPs) in standard form. This method is particularly effective for weakly constrained SDPs. The key idea is to formulate an approximate…
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…
A semidefinite program (SDP) is a particular kind of convex optimization problem with applications in operations research, combinatorial optimization, quantum information science, and beyond. In this work, we propose variational quantum…
Semidefinite programming (SDP) is a powerful tool for tackling a wide range of computationally hard problems such as clustering. Despite the high accuracy, semidefinite programs are often too slow in practice with poor scalability on large…
Semidefinite programs (SDPs) are a fundamental class of optimization problems with important recent applications in approximation algorithms, quantum complexity, robust learning, algorithmic rounding, and adversarial deep learning. This…
In this paper, we propose a low rank approximation method for efficiently solving stochastic partial differential equations. Specifically, our method utilizes a novel low rank approximation of the stiffness matrices, which can significantly…
This paper presents a novel multi-scale method for elliptic partial differential equations with arbitrarily rough coefficients. In the spirit of numerical homogenization, the method constructs problem-adapted ansatz spaces with uniform…
There are variety of methods to solve the localization problem and among them semi-definite programming based methods have shown great performance in both complexity and accuracy aspects. In this paper, we introduce a class of less…
The aim of this Lecture Note is to introduce the Signal Processing (SP) community to a powerful yet still under-utilised tool: the semiparametric statistics. In short, the semiparametric framework allows us to estimate or perform hypothesis…
Classical multidimensional scaling only works well when the noisy distances observed in a high dimensional space can be faithfully represented by Euclidean distances in a low dimensional space. Advanced models such as Maximum Variance…
The minimum regularized covariance determinant method (MRCD) is a robust estimator for multivariate location and scatter, which detects outliers by fitting a robust covariance matrix to the data. Its regularization ensures that the…
Euclidean embedding from noisy observations containing outlier errors is an important and challenging problem in statistics and machine learning. Many existing methods would struggle with outliers due to a lack of detection ability. In this…
The problem of robust mean estimation in high dimensions is studied, in which a certain fraction (less than half) of the datapoints can be arbitrarily corrupted. Motivated by compressive sensing, the robust mean estimation problem is…
We generalize our earlier results concerning meshfree collocation methods for semilinear elliptic second order problems to the quasilinear case. The stability question, however, is treated differently, namely by extending a paper on…
The maximum correntropy criterion (MCC) has recently been successfully applied in robust regression, classification and adaptive filtering, where the correntropy is maximized instead of minimizing the well-known mean square error (MSE) to…
This paper addresses the optimization of edge-weighted networks by maximizing algebraic connectivity to enhance network robustness. Motivated by the need for precise robot position estimation in cooperative localization and pose-graph…
We consider the problem of learning a linear subspace from data corrupted by outliers. Classical approaches are typically designed for the case in which the subspace dimension is small relative to the ambient dimension. Our approach works…
Randomness is ubiquitous in modern engineering. The uncertainty is often modeled as random coefficients in the differential equations that describe the underlying physics. In this work, we describe a two-step framework for numerically…
We develop a practical approach to semidefinite programming (SDP) that includes the von Neumann entropy, or an appropriate variant, as a regularization term. In particular we solve the dual of the regularized program, demonstrating how a…
This paper presents a unified framework for robust three-dimensional (3-D) source localization using a network of sensors equipped with one-dimensional (1-D) linear arrays. While such arrays offer practical advantages in terms of cost and…