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We propose a stochastic variance-reduced cubic regularized Newton algorithm to optimize the finite-sum problem over a Riemannian submanifold of the Euclidean space. The proposed algorithm requires a full gradient and Hessian update at the…
In this work, we propose an outer approximation algorithm for solving bounded convex vector optimization problems (CVOPs). The scalarization model solved iteratively within the algorithm is a modification of the norm-minimizing…
We study nonconvex optimization landscapes for learning overcomplete representations, including learning (i) sparsely used overcomplete dictionaries and (ii) convolutional dictionaries, where these unsupervised learning problems find many…
This paper introduces a methodology based on Euclidean information theory to investigate local properties of secure communication over discrete memoryless wiretap channels. We formulate a constrained optimization problem that maximizes a…
We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…
As the number of samples and dimensionality of optimization problems related to statistics an machine learning explode, block coordinate descent algorithms have gained popularity since they reduce the original problem to several smaller…
Dimension reduction plays an essential role when decreasing the complexity of solving large-scale problems. The well-known Johnson-Lindenstrauss (JL) Lemma and Restricted Isometry Property (RIP) admit the use of random projection to reduce…
Traditional sampling theories consider the problem of reconstructing an unknown signal $x$ from a series of samples. A prevalent assumption which often guarantees recovery from the given measurements is that $x$ lies in a known subspace.…
In a regression setting we propose algorithms that reduce the dimensionality of the features while simultaneously maximizing a statistical measure of dependence known as distance correlation between the low-dimensional features and a…
In this paper we present a fast and efficient method for the reconstruction of Magnetic Resonance Images (MRI) from severely under-sampled data. From the Compressed Sensing theory we have mathematically modeled the problem as a constrained…
We present a method for non-smooth convex minimization which is based on subgradient directions and string-averaging techniques. In this approach, the set of available data is split into sequences (strings) and a given iterate is processed…
In graph signal processing, data samples are associated to vertices on a graph, while edge weights represent similarities between those samples. We propose a convex optimization problem to learn sparse well connected graphs from data. We…
Restricted isometry property (RIP), essentially stating that the linear measurements are approximately norm-preserving, plays a crucial role in studying low-rank matrix recovery problem. However, RIP fails in the robust setting, when a…
The paper introduces a special case of the Euclidean distance matrix completion problem (edmcp) of interest in statistical data analysis where only the minimal spanning tree distances are given and the matrix completion must preserve the…
We proposed a new criterion \textit{noise-stability}, which revised the classical rigidity theory, for evaluation of MDS algorithms which can truthfully represent the fidelity of global structure reconstruction; then we proved the…
We study the sample complexity of stochastic convex optimization when problem parameters, e.g., the distance to optimality, are unknown. We pursue two strategies. First, we develop a reliable model selection method that avoids overfitting…
We propose a general scheme for solving convex and non-convex optimization problems on manifolds. The central idea is that, by adding a multiple of the squared retraction distance to the objective function in question, we "convexify" the…
We consider minimizing a conic quadratic objective over a polyhedron. Such problems arise in parametric value-at-risk minimization, portfolio optimization, and robust optimization with ellipsoidal objective uncertainty; and they can be…
We focus on a class of non-smooth optimization problems over the Stiefel manifold in the decentralized setting, where a connected network of $n$ agents cooperatively minimize a finite-sum objective function with each component being weakly…
We advance both the theory and practice of robust $\ell_p$-quasinorm regression for $p \in (0,1]$ by using novel variants of iteratively reweighted least-squares (IRLS) to solve the underlying non-smooth problem. In the convex case, $p=1$,…