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Standard online change point detection (CPD) methods tend to have large false discovery rates as their detections are sensitive to outliers. To overcome this drawback, we propose Greedy Online Change Point Detection (GOCPD), a…

Signal Processing · Electrical Eng. & Systems 2023-08-15 Jou-Hui Ho , Felipe Tobar

Inverse imaging problems rely on limited and indirect measurements, making reconstruction highly dependent on both regularization and sample locations. We introduce a novel greedy framework for the optimal selection of indirect measurements…

Numerical Analysis · Mathematics 2025-12-04 L. Bruni Bruno , P. Massa , E. Perracchione , M. Trombini

A commonly cited inefficiency of neural network training by back-propagation is the update locking problem: each layer must wait for the signal to propagate through the full network before updating. Several alternatives that can alleviate…

Machine Learning · Computer Science 2020-06-23 Eugene Belilovsky , Michael Eickenberg , Edouard Oyallon

The coordinate descent method is an effective iterative method for solving large linear least-squares problems. In this paper, for the highly coherent columns case, we construct an effective coordinate descent method which iteratively…

Optimization and Control · Mathematics 2022-04-20 Li-Li Jin , Hou-Biao Li

Methods for solving PDEs using neural networks have recently become a very important topic. We provide an a priori error analysis for such methods which is based on the $\mathcal{K}_1(\mathbb{D})$-norm of the solution. We show that the…

Numerical Analysis · Mathematics 2022-07-15 Qingguo Hong , Jonathan W. Siegel , Jinchao Xu

Orthogonal greedy learning (OGL) is a stepwise learning scheme that adds a new atom from a dictionary via the steepest gradient descent and build the estimator via orthogonal projecting the target function to the space spanned by the…

Machine Learning · Computer Science 2014-11-14 Lin Xu , Shaobo Lin , Jinshan Zeng , Zongben Xu

Greedy algorithms have been successfully analyzed and applied in training neural networks for solving variational problems, ensuring guaranteed convergence orders. In this paper, we extend the analysis of the orthogonal greedy algorithm…

Numerical Analysis · Mathematics 2025-04-21 Jinchao Xu , Xiaofeng Xu

Partial differential equation parameter estimation is a mathematical and computational process used to estimate the unknown parameters in a partial differential equation model from observational data. This paper employs a greedy sampling…

Dynamical Systems · Mathematics 2024-05-15 Ali Forootani , Harshit Kapadia , Sridhar Chellappa , Pawan Goyal , Peter Benner

This paper is devoted to the development and convergence analysis of greedy reconstruction algorithms based on the strategy presented in [Y. Maday and J. Salomon, Joint Proceedings of the 48th IEEE Conference on Decision and Control and the…

Optimization and Control · Mathematics 2023-08-30 S. Buchwald , G. Ciaramella , J. Salomon

We present an algorithm to generate application-specific, global reduced order quadratures (ROQ) for multiple fast evaluations of weighted inner products between parameterized functions. If a reduced basis (RB) or any other projection-based…

Numerical Analysis · Computer Science 2014-09-22 Harbir Antil , Scott E. Field , Frank Herrmann , Ricardo H. Nochetto , Manuel Tiglio

Sparse coding techniques for image processing traditionally rely on a processing of small overlapping patches separately followed by averaging. This has the disadvantage that the reconstructed image no longer obeys the sparsity prior used…

Image and Video Processing · Electrical Eng. & Systems 2018-12-31 Elad Plaut , Raja Giryes

A greedy algorithm is proposed for sparse-sensor selection in reduced-order sensing that contains correlated noise in measurement. The sensor selection is carried out by maximizing the determinant of the Fisher information matrix in a…

Optimization and Control · Mathematics 2021-04-28 Keigo Yamada , Yuji Saito , Koki Nankai , Taku Nonomura , Keisuke Asai , Daisuke Tsubakino

The certified descent algorithm (CDA) is a gradient-based method for shape optimization which certifies that the direction computed using the shape gradient is a genuine descent direction for the objective functional under analysis. It…

Numerical Analysis · Mathematics 2018-05-28 Matteo Giacomini

In this paper, with the parametric symmetric coercive elliptic boundary value problem as an example of the primal-dual variational problems satisfying the strong duality, we develop primal-dual reduced basis methods (PD-RBM) with robust…

Numerical Analysis · Mathematics 2020-09-18 Shun Zhang

Cost-efficient compressive sensing is challenging when facing large-scale data, {\em i.e.}, data with large sizes. Conventional compressive sensing methods for large-scale data will suffer from low computational efficiency and massive…

Data Structures and Algorithms · Computer Science 2016-03-18 Sung-Hsien Hsieh , Chun-Shien Lu , Soo-Chang Pei

We analyze the orthogonal greedy algorithm when applied to dictionaries $\mathbb{D}$ whose convex hull has small entropy. We show that if the metric entropy of the convex hull of $\mathbb{D}$ decays at a rate of $O(n^{-\frac{1}{2}-\alpha})$…

Statistics Theory · Mathematics 2022-01-25 Jonathan W. Siegel , Jinchao Xu

In this work we focus on two different methods to deal with parametrized partial differential equations in an efficient and accurate way. Starting from high fidelity approximations built via the hierarchical model reduction discretization,…

Numerical Analysis · Mathematics 2023-08-08 Matteo Zancanaro , Francesco Ballarin , Simona Perotto , Gianluigi Rozza

We present an information-theoretic framework for sequential adaptive compressed sensing, Info-Greedy Sensing, where measurements are chosen to maximize the extracted information conditioned on the previous measurements. We show that the…

Information Theory · Computer Science 2023-07-19 Gabor Braun , Sebastian Pokutta , Yao Xie

We present a novel optimization-based decoding algorithm for LDPC codes that is suitable for hardware architectures specialized to feed-forward neural networks. The algorithm is based on the projected gradient descent algorithm with a…

Information Theory · Computer Science 2019-01-16 Tadashi Wadayama , Satoshi Takabe

In this paper we introduce a novel certified shape optimization strategy - named Certified Descent Algorithm (CDA) - to account for the numerical error introduced by the Finite Element approximation of the shape gradient. We present a…

Numerical Analysis · Mathematics 2018-05-28 Matteo Giacomini , Olivier Pantz , Karim Trabelsi