Related papers: Wirtinger gradient descent methods for low-dose Po…

Finding a local minimum or maximum of a function is often achieved through the gradient-descent optimization method. For a function in dimension d, the gradient requires to compute at each step d partial derivatives. This method is for…

We present a fast method for generating random samples according to a variable density Poisson-disc distribution. A minimum threshold distance is used to create a background grid array for keeping track of those points that might affect any…

This paper considers the problem of recovering the permutation of an n-dimensional random vector X observed in Gaussian noise. First, a general expression for the probability of error is derived when a linear decoder (i.e., linear estimator…

We consider the behavior of gradient flow and of discrete and noisy gradient descent. It is commonly noted that the addition of noise to the process of discrete gradient descent can affect the trajectory of gradient descent. In previous…

The problem of recovering a signal $\mathbf{x}\in \mathbb{R}^n$ from a set of magnitude measurements $y_i=|\langle \mathbf{a}_i, \mathbf{x} \rangle |, \; i=1,\ldots,m$ is referred as phase retrieval, which has many applications in fields of…

A new algorithmic framework is presented for holographic phase retrieval via maximum likelihood optimization, which allows for practical and robust image reconstruction. This framework is especially well-suited for holographic coherent…

We present a stochastic descent algorithm for unconstrained optimization that is particularly efficient when the objective function is slow to evaluate and gradients are not easily obtained, as in some PDE-constrained optimization and…

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

In this paper, we propose projected gradient descent (PGD) algorithms for signal estimation from noisy nonlinear measurements. We assume that the unknown $p$-dimensional signal lies near the range of an $L$-Lipschitz continuous generative…

Gradient descent is a simple and widely used optimization method for machine learning. For homogeneous linear classifiers applied to separable data, gradient descent has been shown to converge to the maximal margin (or equivalently, the…

Poisson denoising plays a central role in photon-limited imaging applications such as microscopy, astronomy, and medical imaging. It is common to train deep learning models for denoising using the mean-squared error (MSE) loss, which…

In this article we introduce an algorithm for mitigating the adverse effects of noise on gradient descent in variational quantum algorithms. This is accomplished by computing a {\emph{regularized}} local classical approximation to the…

Fourier ptychography is a new computational microscopy technique that provides gigapixel-scale intensity and phase images with both wide field-of-view and high resolution. By capturing a stack of low-resolution images under different…

In this paper, we study the generalized phase retrieval problem: to recover a signal $\bm{x}\in\mathbb{C}^n$ from the measurements $y_r=\lvert \langle\bm{a}_r,\bm{x}\rangle\rvert^2$, $r=1,2,\ldots,m$. The problem can be reformulated as a…

This paper considers the decision-dependent optimization problem, where the data distributions react in response to decisions affecting both the objective function and linear constraints. We propose a new method termed repeated projected…

We study differentiable strongly quasiconvex functions for providing new properties for algorithmic and monotonicity purposes. Furthemore, we provide insights into the decreasing behaviour of strongly quasiconvex functions, applying this…

We study the foundations of variational inference, which frames posterior inference as an optimisation problem, for probabilistic programming. The dominant approach for optimisation in practice is stochastic gradient descent. In particular,…

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

We consider the problem of minimizing a $d$-dimensional Lipschitz convex function using a stochastic gradient oracle. We introduce and motivate a setting where the noise of the stochastic gradient is isotropic in that it is bounded in every…

Stochastic gradient descent (SGD) provides a simple and efficient way to solve a broad range of machine learning problems. Here, we focus on distribution regression (DR), involving two stages of sampling: Firstly, we regress from…