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We study finite-sum nonconvex optimization problems, where the objective function is an average of $n$ nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with…

Machine Learning · Computer Science 2020-10-20 Dongruo Zhou , Pan Xu , Quanquan Gu

We propose a new stochastic proximal quasi-Newton method for minimizing the sum of two convex functions in the particular context that one of the functions is the average of a large number of smooth functions and the other one is nonsmooth.…

Optimization and Control · Mathematics 2024-12-24 Yongcun Song , Zimeng Wang , Xiaoming Yuan , Hangrui Yue

Let us assume that $f$ is a continuous function defined on the unit ball of $\mathbb R^d$, of the form $f(x) = g (A x)$, where $A$ is a $k \times d$ matrix and $g$ is a function of $k$ variables for $k \ll d$. We are given a budget $m \in…

Numerical Analysis · Mathematics 2012-01-18 Massimo Fornasier , Karin Schnass , Jan Vybiral

Selective state-space models (SSMs) are an emerging alternative to the Transformer, offering the unique advantage of parallel training and sequential inference. Although these models have shown promising performance on a variety of tasks,…

Machine Learning · Computer Science 2025-07-08 Aleksandar Terzić , Michael Hersche , Giacomo Camposampiero , Thomas Hofmann , Abu Sebastian , Abbas Rahimi

For complex nonlinear systems, it is challenging to design algorithms that are fast, scalable, and give an accurate approximation of the stability region. This paper proposes a sampling-based approach to address these challenges. By…

Systems and Control · Electrical Eng. & Systems 2024-05-24 Péter Antal , Tamás Péni , Roland Tóth

Stochastic computing (SC) offers hardware simplicity but suffers from low throughput, while high-throughput Digital Computing-in-Memory (DCIM) is bottlenecked by costly adder logic for matrix-vector multiplication (MVM). To address this…

Hardware Architecture · Computer Science 2026-01-13 Kunming Shao , Liang Zhao , Jiangnan Yu , Zhipeng Liao , Xiaomeng Wang , Yi Zou , Tim Kwang-Ting Cheng , Chi-Ying Tsui

A primary spectral submanifold (SSM) is the unique smoothest nonlinear continuation of a nonresonant spectral subspace $E$ of a dynamical system linearized at a fixed point. Passing from the full nonlinear dynamics to the flow on an…

Dynamical Systems · Mathematics 2023-06-28 George Haller , Bálint Kaszás , Aihui Liu , Joar Axås

Multisine excitations are widely used for identifying multi-input multi-output systems due to their periodicity, data compression properties, and control over the input spectrum. Despite their popularity, the finite sample statistical…

Stochastic computing (SC) offers significant reductions in hardware complexity for traditional convolutional neural networks(CNNs). However, despite its advantages, stochastic computing neural networks (SCNNs) often suffer from high…

Hardware Architecture · Computer Science 2026-01-29 Sheng Lu , Qianhou Qu , Sungyong Jung , Qilian Liang , Chenyun Pan

In this paper we consider Sparse Fourier Transform (SFT) algorithms for approximately computing the best $s$-term approximation of the Discrete Fourier Transform (DFT) $\mathbf{\hat{f}} \in \mathbb{C}^N$ of any given input vector…

Numerical Analysis · Mathematics 2017-06-12 Sami Merhi , Ruochuan Zhang , Mark A. Iwen , Andrew Christlieb

We analyze stochastic gradient algorithms for optimizing nonconvex, nonsmooth finite-sum problems. In particular, the objective function is given by the summation of a differentiable (possibly nonconvex) component, together with a possibly…

Optimization and Control · Mathematics 2018-12-04 Zhize Li , Jian Li

In this work we consider the state estimation problem in nonlinear/non-Gaussian systems. We introduce a framework, called the scaled unscented transform Gaussian sum filter (SUT-GSF), which combines two ideas: the scaled unscented Kalman…

Data Analysis, Statistics and Probability · Physics 2015-05-19 Xiaodong Luo , Irene M. Moroz , Ibrahim Hoteit

Reservoir computing is a form of machine learning that utilizes nonlinear dynamical systems to perform complex tasks in a cost-effective manner when compared to typical neural networks. Many recent advancements in reservoir computing, in…

Machine Learning · Computer Science 2025-04-03 Peter J. Ehlers , Hendra I. Nurdin , Daniel Soh

State-space models (SSMs) are a powerful statistical tool for modelling time-varying systems via a latent state. In these models, the latent state is never directly observed. Instead, a sequence of observations related to the state is…

Computation · Statistics 2025-03-25 Benjamin Cox , Emilie Chouzenoux , Victor Elvira

State-space models (SSMs) have recently attention as an efficient alternative to computationally expensive attention-based models for sequence modeling. They rely on linear recurrences to integrate information over time, enabling fast…

Machine Learning · Computer Science 2026-01-01 Mahdi Karami , Ali Behrouz , Peilin Zhong , Razvan Pascanu , Vahab Mirrokni

Researchers rely on the distance function to model multiple product production using multiple inputs. A stochastic directional distance function (SDDF) allows for noise in potentially all input and output variables. Yet, when estimated, the…

Applications · Statistics 2019-04-04 Kevin Layer , Andrew L. Johnson , Robin C. Sickles , Gary D. Ferrier

The chemical master equation (CME) is frequently used in systems biology to quantify the effects of stochastic fluctuations that arise due to biomolecular species with low copy numbers. The CME is a system of ordinary differential equations…

Quantitative Methods · Quantitative Biology 2017-10-25 Ankit Gupta , Jan Mikelson , Mustafa Khammash

Most works on joint state and unknown input (UI) estimation require the assumption that the UIs are linear; this is potentially restrictive as it does not hold in many intelligent autonomous systems. To overcome this restriction and…

Systems and Control · Electrical Eng. & Systems 2024-11-12 Junn Yong Loo , Ze Yang Ding , Vishnu Monn Baskaran , Surya Girinatha Nurzaman , Chee Pin Tan

Lightweight image super-resolution (SR) networks have the utmost significance for real-world applications. There are several deep learning based SR methods with remarkable performance, but their memory and computational cost are hindrances…

Image and Video Processing · Electrical Eng. & Systems 2020-09-22 Abdul Muqeet , Jiwon Hwang , Subin Yang , Jung Heum Kang , Yongwoo Kim , Sung-Ho Bae

Sufficient dimension reduction is a powerful tool to extract core information hidden in the high-dimensional data and has potentially many important applications in machine learning tasks. However, the existing nonlinear sufficient…

Machine Learning · Computer Science 2022-10-11 Siqi Liang , Yan Sun , Faming Liang