Related papers: Improved Algorithm and Bounds for Successive Proje…

The present work addresses the issue of accurate stochastic approximations in high-dimensional parametric space using tools from uncertainty quantification (UQ). The basis adaptation method and its accelerated algorithm in polynomial chaos…

Data augmentation is widely used for machine learning; however, an effective method to apply data augmentation has not been established even though it includes several factors that should be tuned carefully. One such factor is sample…

Density peaks clustering has become a nova of clustering algorithm because of its simplicity and practicality. However, there is one main drawback: it is time-consuming due to its high computational complexity. Herein, a density peaks…

The implementation of conventional sparse principal component analysis (SPCA) on high-dimensional data sets has become a time consuming work. In this paper, a series of subspace projections are constructed efficiently by using Household QR…

We consider the robust Perspective-n-Point (PnP) problem using a hybrid approach that combines deep learning with model based algorithms. PnP is the problem of estimating the pose of a calibrated camera given a set of 3D points in the world…

We consider the robust multi-dimensional scaling (RMDS) problem in this paper. The goal is to localize point locations from pairwise distances that may be corrupted by outliers. Inspired by classic MDS theories, and nonconvex works for the…

Sparse principal component analysis (SPCA) has emerged as a powerful technique for modern data analysis, providing improved interpretation of low-rank structures by identifying localized spatial structures in the data and disambiguating…

We consider a smoothed online convex optimization (SOCO) problem with predictions, where the learner has access to a finite lookahead window of time-varying stage costs, but suffers a switching cost for changing its actions at each stage.…

We consider the problem of optimizing the sum of a smooth convex function and a non-smooth convex function via the inexact accelerated proximal gradient (APG) method. A key limitation of existing inexact APG methods is their reliance on…

Posterior sampling with the spike-and-slab prior [MB88], a popular multimodal distribution used to model uncertainty in variable selection, is considered the theoretical gold standard method for Bayesian sparse linear regression [CPS09,…

Many complex systems can be reduced to their key components through spectrally decomposing matrices that capture their dynamics. These matrices can in turn be constructed from data, often by least-squares fitting: examples of algorithms to…

Spatial approximations have been traditionally used in spatial databases to accelerate the processing of complex geometric operations. However, approximations are typically only used in a first filtering step to determine a set of candidate…

Fingerprinting arguments, first introduced by Bun, Ullman, and Vadhan (STOC 2014), are the most widely used method for establishing lower bounds on the sample complexity or error of approximately differentially private (DP) algorithms.…

Principal component analysis (PCA) is a widely used dimension reduction technique in machine learning and multivariate statistics. To improve the interpretability of PCA, various approaches to obtain sparse principal direction loadings have…

We develop an implementable stochastic proximal point (SPP) method for a class of weakly convex, composite optimization problems. The proposed stochastic proximal point algorithm incorporates a variance reduction mechanism and the resulting…

This work proposes a novel approach to reinforce localization security in wireless networks in the presence of malicious nodes that are able to manipulate (spoof) radio measurements. It substitutes the original measurement model by another…

Discrete stochastic optimization considers the problem of minimizing (or maximizing) loss functions defined on discrete sets, where only noisy measurements of the loss functions are available. The discrete stochastic optimization problem is…

In this paper, we revisit the problem of private stochastic convex optimization. We propose an algorithm based on noisy mirror descent, which achieves optimal rates both in terms of statistical complexity and number of queries to a…

Focusing on the optimization version of the random K-satisfiability problem, the MAX-K-SAT problem, we study the performance of the finite energy version of the Survey Propagation (SP) algorithm. We show that a simple (linear time)…

Projections, or dimensionality reduction methods, are techniques of choice for the visual exploration of high-dimensional data. Many such techniques exist, each one of them having a distinct visual signature - i.e., a recognizable way to…