Related papers: Alternating minimization for computing doubly mini…
We propose a distributed algorithm based on Alternating Direction Method of Multipliers (ADMM) to minimize the sum of locally known convex functions using communication over a network. This optimization problem emerges in many applications…
We analyze the lattice fermion kinetic term using PT symmetry, R-hermiticity, and $\gamma_{5}$-hermiticity. R-hermiticity is a condition for Hermite action and it is related to $\gamma_{5}$-hermiticity and PT symmetry. Assuming that a…
We propose an optimization formulation for the simultaneous estimation of a latent variable and the identification of a linear continuous-time dynamic system, given a single input-output pair. We justify this approach based on Bayesian…
The peak-to-mean envelope power ratio (PMEPR) of a code employed in orthogonal frequency-division multiplexing (OFDM) systems can be reduced by permuting its coordinates and by rotating each coordinate by a fixed phase shift. Motivated by…
In this paper, we consider optimizing a smooth, convex, lower semicontinuous function in Riemannian space with constraints. To solve the problem, we first convert it to a dual problem and then propose a general primal-dual algorithm to…
Starting from the exact Projected Central Limit Theorem on hyperspheres, we rederive the Beta distribution for subsystem occupation probabilities and Lubkin's purity formula from elementary hyperspherical moments, quantifying the…
The alternating direction method of multipliers (ADMM) is widely used for solving large-scale semidefinite programs (SDPs), yet on instances with multiple primal-dual optimal solution pairs, it often enters prolonged slow-convergence…
For $\alpha,z>0$ with $\alpha\ne1$, motivated by comparison between different kinds of R\'enyi divergences in quantum information, we consider log-majorization between the matrix functions \begin{align*}…
Given two density matrices $\rho$ and $\sigma$, there are a number of different expressions that reduce to the $\alpha$-R\'enyi relative entropy of $\rho$ with respect to $\sigma$ in the classical case; i.e., when $\rho$ and $\sigma$…
We investigate the universal inequalities relating the alpha-Renyi entropies of the marginals of a multi-partite quantum state. This is in analogy to the same question for the Shannon and von Neumann entropy (alpha=1) which are known to…
A few iterations of alternating least squares with a random starting point provably suffice to produce nearly optimal spectral- and Frobenius-norm accuracies of low-rank approximations to a matrix; iterating to convergence is unnecessary.…
We study the computation of the rate-distortion-perception function (RDPF) for discrete memoryless sources subject to a single-letter average distortion constraint and a perception constraint belonging to the family of $f$-divergences. In…
In this paper, we study the problem of multiple change-point detection for a univariate sequence under the epidemic setting, where the behavior of the sequence alternates between a common normal state and different epidemic states. This is…
Mutual Information (MI) is a crucial measure for capturing dependencies between variables, but exact computation is challenging in high dimensions with intractable likelihoods, impacting accuracy and robustness. One idea is to use an…
A uniform matrix product state defined on a tripartite system of spins, denoted by $ABC,$ is shown to be an approximate quantum Markov chain when the size of subsystem $B,$ denoted $|B|,$ is large enough. The quantum conditional mutual…
We present theoretical guarantees for an alternating minimization algorithm for the dictionary learning/sparse coding problem. The dictionary learning problem is to factorize vector samples $y^{1},y^{2},\ldots, y^{n}$ into an appropriate…
In this paper, we consider a class of nonconvex problems with linear constraints appearing frequently in the area of image processing. We solve this problem by the penalty method and propose the iteratively reweighted alternating…
Primal-dual algorithms are frequently used for iteratively solving large-scale convex optimization problems. The analysis of such algorithms is usually done on a case-by-case basis, and the resulting guaranteed rates of convergence can be…
Alternating Direction Method of Multipliers (ADMM) is a popular algorithm for distributed learning, where a network of nodes collaboratively solve a regularized empirical risk minimization by iterative local computation associated with…
We study the convergence rate of the alternating projection method (APM) applied to the intersection of an affine subspace and the second-order cone. We show that when they intersect non-transversally, the convergence rate is $O(k^{-1/2})$,…