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Stochastic kriging has been widely employed for simulation metamodeling to predict the response surface of complex simulation models. However, its use is limited to cases where the design space is low-dimensional because, in general, the…
We introduce an inexact variant of Stochastic Mirror Descent (SMD), called Inexact Stochastic Mirror Descent (ISMD), to solve nonlinear two-stage stochastic programs where the second stage problem has linear and nonlinear coupling…
The motivation of this work is the detection of cerebrovascular accidents by microwave tomographic imaging. This requires the solution of an inverse problem relying on a minimization algorithm (for example, gradient-based), where successive…
Recent advances in multi-modal AI have demonstrated promising potential for generating the currently expensive spatial transcriptomics (ST) data directly from routine histology images, offering a means to reduce the high cost and…
We study the efficient numerical solution of linear inverse problems with operator valued data which arise, e.g., in seismic exploration, inverse scattering, or tomographic imaging. The high-dimensionality of the data space implies…
This paper proposes a new family of algorithms for training neural networks (NNs). These are based on recent developments in the field of non-convex optimization, going under the general name of successive convex approximation (SCA)…
Hyperspectral remote sensing images (HSIs) usually have high spectral resolution and low spatial resolution. Conversely, multispectral images (MSIs) usually have low spectral and high spatial resolutions. The problem of inferring images…
An inexact accelerated stochastic Alternating Direction Method of Multipliers (AS-ADMM) scheme is developed for solving structured separable convex optimization problems with linear constraints. The objective function is the sum of a…
Matrices arising in scientific applications frequently admit linear low-rank approximations due to smoothness in the physical and/or temporal domain of the problem. In large-scale problems, computing an optimal low-rank approximation can be…
Compressed sensing has shown great potentials in accelerating magnetic resonance imaging. Fast image reconstruction and high image quality are two main issues faced by this new technology. It has been shown that, redundant image…
Synthetic aperture radar (SAR) tomography (TomoSAR) enables the reconstruction and three-dimensional (3D) localization of targets based on multiple two-dimensional (2D) observations of the same scene. The resolving along the elevation…
Stochastic gradient descent (SGD) method is popular for solving non-convex optimization problems in machine learning. This work investigates SGD from a viewpoint of graduated optimization, which is a widely applied approach for non-convex…
A novel algorithm is proposed for segmenting an image into multiple levels using its mean and variance. Starting from the extreme pixel values at both ends of the histogram plot, the algorithm is applied recursively on sub-ranges computed…
The inverse Ising problem seeks to reconstruct the parameters of an Ising Hamiltonian on the basis of spin configurations sampled from the Boltzmann measure. Over the last decade, many applications of the inverse Ising problem have arisen,…
We consider efficient methods for computing solutions to dynamic inverse problems, where both the quantities of interest and the forward operator (measurement process) may change at different time instances but we want to solve for all the…
We derive a stochastic gradient algorithm for semidefinite optimization using randomization techniques. The algorithm uses subsampling to reduce the computational cost of each iteration and the subsampling ratio explicitly controls…
In multi-objective optimization, computing the entire non-dominated set (also known as the Pareto front or the Pareto frontier) is often intractable. However, for any multiplicative factor greater than one, an approximation set can be…
In the paper, we generalize the approach Gasnikov et. al, 2017, which allows to solve (stochastic) convex optimization problems with an inexact gradient-free oracle, to the convex-concave saddle-point problem. The proposed approach works,…
This paper considers the stochastic convex composite optimization problem and presents multi-cut stochastic approximation (SA) methods for solving it, whose models in expectation overestimate its objective function. The multi-cut model…
Stochastic gradient descent (SGD) is a simple and popular method to solve stochastic optimization problems which arise in machine learning. For strongly convex problems, its convergence rate was known to be O(\log(T)/T), by running SGD for…