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We propose a Bayesian methodology for estimating spiked covariance matrices with jointly sparse structure in high dimensions. The spiked covariance matrix is reparametrized in terms of the latent factor model, where the loading matrix is…

We present an extension of the summation-by-parts (SBP) framework to tensor-product spectral-element operators in collapsed coordinates. The proposed approach enables the construction of provably stable discretizations of arbitrary order…

We study the problem of sparse recovery in the context of compressed sensing. This is to minimize the sensing error of linear measurements by sparse vectors with at most $s$ non-zero entries. We develop the so-called critical point theory…

In this work, we study the solution of shortest vector problems (SVPs) arising in terms of learning with error problems (LWEs). LWEs are linear systems of equations over a modular ring, where a perturbation vector is added to the right-hand…

In this paper, we propose a new primal-dual algorithmic framework for a class of convex-concave saddle point problems frequently arising from image processing and machine learning. Our algorithmic framework updates the primal variable…

The sparse optimization problems arise in many areas of science and engineering, such as compressed sensing, image processing, statistical and machine learning. The $\ell_{0}$-minimization problem is one of such optimization problems, which…

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

We construct a family of embedded pairs for optimal strong stability preserving explicit Runge-Kutta methods of order $2 \leq p \leq 4$ to be used to obtain numerical solution of spatially discretized hyperbolic PDEs. In this construction,…

In this paper, we study the possibility of designing non-trivial random CSP models by exploiting the intrinsic connection between structures and typical-case hardness. We show that constraint consistency, a notion that has been developed to…

In this paper, we consider robust system identification under sparse outliers and random noises. In this problem, system parameters are observed through a Toeplitz matrix. All observations are subject to random noises and a few are…

Singularly perturbed systems (SPSs) are prevalent in engineering applications, where numerically solving their initial value problems (IVPs) is challenging due to stiffness arising from multiple time scales. Classical explicit methods…

We study robust convex quadratic programs where the uncertain problem parameters can contain both continuous and integer components. Under the natural boundedness assumption on the uncertainty set, we show that the generic problems are…

In this paper, we study a class of approximation problems, appearing in data approximation and signal processing. The approximations are constructed as combinations of polynomial splines (piecewise polynomials), whose parameters are subject…

We develop an integrability-based framework to compute structure constants of two sub-determinant operators and a single-trace non-BPS operator in ABJM theory in the planar limit. In this first paper, we study them at weak coupling using a…

In many science and engineering settings, system dynamics are characterized by governing PDEs, and a major challenge is to solve inverse problems (IPs) where unknown PDE parameters are inferred based on observational data gathered under…

The stochastic proximal point (SPP) methods have gained recent attention for stochastic optimization, with strong convergence guarantees and superior robustness to the classic stochastic gradient descent (SGD) methods showcased at little to…

We introduce the Structured Sparsity Specification (S$^3$), an algebraic framework for defining, composing, and implementing structured sparse patterns. S$^3$ specifies sparsity through three components: a View that reshapes the tensor via…

Probabilistic evaluation improves the trade-off between target coverage and OAR sparing in IMPT but remains computationally demanding. This study proposes sparse probabilistic evaluation (SPE), a computationally efficient approach…

M\"{o}bius transformations have been used in numerical algorithms for computing eigenvalues and invariant subspaces of structured generalized and polynomial eigenvalue problems (PEPs). These transformations convert problems with certain…

Constrained least squares problems arise in many applications. Their memory and computation costs are expensive in practice involving high-dimensional input data. We employ the so-called "sketching" strategy to project the least squares…