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In this paper, we extend the previous method for solving inverse problems for steady-state equations using the Generalized Collage Theorem by searching for an approximation that not only minimizes the collage error but also maximizes the…

Numerical Analysis · Mathematics 2019-11-11 Herb Kunze , Davide La Torre

This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…

Computation · Statistics 2021-09-20 Mengqi Hu , Yifei Lou , Xiu Yang

In this paper, we describe a novel approach for checking safety specifications of a dynamical system with exogenous inputs over infinite time horizon that is guaranteed to terminate in finite time with a conclusive answer. We introduce the…

Optimization and Control · Mathematics 2008-01-04 Amit Bhatia , Emilio Frazzoli

Regularization of ill-posed linear inverse problems via $\ell_1$ penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the minimizer of such an $\ell_1$ penalized functional is via an…

Numerical Analysis · Mathematics 2013-01-01 I. Daubechies , M. Fornasier , I. Loris

This paper suggests a nonparametric scheme to find the sparse solution of the underdetermined system of linear equations in the presence of unknown impulsive or non-Gaussian noise. This approach is robust against any variations of the noise…

Computer Vision and Pattern Recognition · Computer Science 2012-01-16 Mahmoud Ramezani Mayiami , Babak Seyfe

This work considers methods for imposing sparsity in Bayesian regression with applications in nonlinear system identification. We first review automatic relevance determination (ARD) and analytically demonstrate the need to additional…

Machine Learning · Statistics 2021-02-24 Samuel H. Rudy , Themistoklis P. Sapsis

This note studies a method for the efficient estimation of a finite number of unknown parameters from linear equations, which are perturbed by Gaussian noise. In case the unknown parameters have only few nonzero entries, the proposed…

Systems and Control · Computer Science 2014-05-27 Liang Dai , Kristiaan Pelckmans

Finding the solutions to a system of multivariate polynomial equations is a fundamental problem in mathematics and computer science. It involves evaluating the polynomials at many points, often chosen from a grid. In most current methods,…

Computational Geometry · Computer Science 2024-06-17 Guillaume Moroz

We propose a new approximate factorization for solving linear systems with symmetric positive definite sparse matrices. In a nutshell the algorithm is to apply hierarchically block Gaussian elimination and additionally compress the fill-in.…

Numerical Analysis · Mathematics 2018-05-08 Daria A. Sushnikova , Ivan V. Oseledets

In this article, we establish a class of new accelerated modulus-based iteration methods for solving the linear complementarity problem. When the system matrix is an $H_+$-matrix, we present appropriate criteria for the convergence…

Optimization and Control · Mathematics 2023-05-05 Bharat Kumar , Deepmala , A. K. Das

We consider the inverse scattering problem for sparse scatterers. An image reconstruction algorithm is proposed that is based on a nonlinear generalization of iterative hard thresholding. The convergence and error of the method was analyzed…

Numerical Analysis · Mathematics 2019-03-27 Anna C. Gilbert , Howard W. Levinson , John C. Schotland

To compute solutions of sparse polynomial systems efficiently we have to exploit the structure of their Newton polytopes. While the application of polyhedral methods naturally excludes solutions with zero components, an irreducible…

Symbolic Computation · Computer Science 2014-05-05 Danko Adrovic , Jan Verschelde

We propose a variant of the classical conditional gradient method for sparse inverse problems with differentiable measurement models. Such models arise in many practical problems including superresolution, time-series modeling, and matrix…

Optimization and Control · Mathematics 2015-07-07 Nicholas Boyd , Geoffrey Schiebinger , Benjamin Recht

We present a new solution for fundamental problems in nonlinear dynamical systems: finding, verifying, and stabilizing cycles. The solution we propose consists of a new control method based on mixing previous states of the system (or the…

Dynamical Systems · Mathematics 2017-12-19 D. Dmitrishin , I. E. Iacob , I. Skrinnik , A. Stokolos

Randomized matrix sparsification has proven to be a fruitful technique for producing faster algorithms in applications ranging from graph partitioning to semidefinite programming. In the decade or so of research into this technique, the…

Numerical Analysis · Mathematics 2009-11-23 Alex Gittens , Joel A. Tropp

In view of the KS-tensor complementarity problem, the sparse solution of this problem is studied. Due to the nonconvexity and noncontinuity of the l_0-norm, it is a NP hard problem to find the sparse solution of the KS-tensor…

Optimization and Control · Mathematics 2022-08-29 Jingjing Sun , Shouqiang Du , Yuanyuan Chen , Yimin Wei

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

Methodology · Statistics 2024-12-17 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

Runtime verification encompasses several lightweight techniques for checking whether a system's current execution satisfies a given specification. We focus on runtime verification for Linear Temporal Logic (LTL). Previous work describes…

Logic in Computer Science · Computer Science 2025-08-12 Javier Esparza , Vincent Fischer

We investigate the SPAI and PSAI preconditioning procedures and shed light on two important features of them: (i) For the large linear system $Ax=b$ with $A$ irregular sparse, i.e., with $A$ having $s$ relatively dense columns, SPAI may be…

Numerical Analysis · Mathematics 2015-03-17 Zhongxiao Jia , Qian Zhang

In order to improve the performance of Least Mean Square (LMS) based system identification of sparse systems, a new adaptive algorithm is proposed which utilizes the sparsity property of such systems. A general approximating approach on…

Information Theory · Computer Science 2015-06-15 Yuantao Gu , Jian Jin , Shunliang Mei
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