Related papers: An Alternate Method for Minimizing $\chi^2$

We report our progress in data analysis on two-point correlation functions of the $B$ meson using sequential Bayesian method. The data set of measurement is obtained using the Oktay-Kronfeld (OK) action for the bottom quarks (valence…

(Neal and Hinton, 1998) recast maximum likelihood estimation of any given latent variable model as the minimization of a free energy functional $F$, and the EM algorithm as coordinate descent applied to $F$. Here, we explore alternative…

We present a provably more efficient implementation of the Minimum Norm Point Algorithm conceived by Fujishige than the one presented in \cite{FUJI06}. The algorithm solves the minimization problem for a class of functions known as…

We combine in a single framework the two complementary benefits of chi^2-template fits and empirical training sets used e.g. in neural nets: chi^2 is more reliable when its probability density functions (PDFs) are inspected for multiple…

This paper proposes several novel optimization algorithms for minimizing a nonlinear objective function. The algorithms are enlightened by the optimal state trajectory of an optimal control problem closely related to the minimized objective…

This paper proposes a stochastic gradient descent method with an adaptive Gaussian noise term for the global minimization of nearly convex functions, which are nonconvex and possess multiple strict local minimizers. The noise term,…

Given a parametrized family of finite frames, we consider the optimization problem of finding the member of this family whose coefficient space most closely contains a given data vector. This nonlinear least squares problem arises naturally…

We present a novel randomized block coordinate descent method for the minimization of a convex composite objective function. The method uses (approximate) partial second-order (curvature) information, so that the algorithm performance is…

In this paper we propose a linear scalarization proximal point algorithm for solving arbitrary lower semicontinuous quasiconvex multiobjective minimization problems. Under some natural assumptions and using the condition that the proximal…

This paper introduces a new stochastic optimization method based on the regularized Fisher information matrix (FIM), named SOFIM, which can efficiently utilize the FIM to approximate the Hessian matrix for finding Newton's gradient update…

This paper provides a new way of developing the fast iterative shrinkage/thresholding algorithm (FISTA) that is widely used for minimizing composite convex functions with a nonsmooth term such as the $\ell_1$ regularizer. In particular,…

The Rapid Iterative FiTting (RIFT) parameter inference algorithm provides a simulation-based inference approach to efficient, highly-parallelized parameter inference for GW sources. Previous editions of RIFT have conservatively optimized…

We propose two algorithms that can find local minima faster than the state-of-the-art algorithms in both finite-sum and general stochastic nonconvex optimization. At the core of the proposed algorithms is $\text{One-epoch-SNVRG}^+$ using…

Non-linear least squares solvers are used across a broad range of offline and real-time model fitting problems. Most improvements of the basic Gauss-Newton algorithm tackle convergence guarantees or leverage the sparsity of the underlying…

We present an algorithm for minimizing an objective with hard-to-compute gradients by using a related, easier-to-access function as a proxy. Our algorithm is based on approximate proximal point iterations on the proxy combined with…

We consider a variable metric and inexact version of the FISTA-type algorithm considered in (Chambolle, Pock, 2016, Calatroni, Chambolle, 2019) for the minimization of the sum of two (possibly strongly) convex functions. The proposed…

The use of experimental data to constrain the values of the Wilson coefficients of an Effective Field Theory (EFT) involves minimising a $\chi^2$ function that may contain local minima. Classical optimisation algorithms can become trapped…

In this paper we propose a variant of the random coordinate descent method for solving linearly constrained convex optimization problems with composite objective functions. If the smooth part of the objective function has Lipschitz…

We propose a method for model reduction on a given frequency range, without the use of input and output filter weights. The method uses a nonlinear optimization approach to minimize a frequency limited H2 like cost function. An important…

This paper proposes a new algorithm for solving MAX2SAT problems based on combining search methods with semidefinite programming approaches. Semidefinite programming techniques are well-known as a theoretical tool for approximating maximum…