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Randomized optimization is an established tool for control design with modulated robustness. While for uncertain convex programs there exist randomized approaches with efficient sampling, this is not the case for non-convex problems.…

Systems and Control · Computer Science 2015-06-08 Sergio Grammatico , Xiaojing Zhang , Kostas Margellos , Paul Goulart , John Lygeros

This paper introduces new efficient algorithms for two problems: sampling conditional on vertex degrees in unweighted graphs, and sampling conditional on vertex strengths in weighted graphs. The algorithms can sample conditional on the…

Methodology · Statistics 2018-09-19 James Scott , Axel Gandy

In this paper, we investigate the decentralized statistical inference problem, where a network of agents cooperatively recover a (structured) vector from private noisy samples without centralized coordination. Existing optimization-based…

Machine Learning · Computer Science 2021-04-06 He Wang , Yifei Shen , Ziyuan Wang , Dongsheng Li , Jun Zhang , Khaled B. Letaief , Jie Lu

Unsupervised graph-level representation learning plays a crucial role in a variety of tasks such as molecular property prediction and community analysis, especially when data annotation is expensive. Currently, most of the best-performing…

Machine Learning · Computer Science 2022-02-09 Thilini Cooray , Ngai-Man Cheung

Many Machine Learning algorithms are formulated as regularized optimization problems, but their performance hinges on a regularization parameter that needs to be calibrated to each application at hand. In this paper, we propose a general…

Machine Learning · Statistics 2021-03-31 Mike Laszkiewicz , Asja Fischer , Johannes Lederer

An instance of the graph-constrained max-cut (GCMC) problem consists of (i) an undirected graph G and (ii) edge-weights on a complete undirected graph on the same vertex set. The objective is to find a subset of vertices satisfying some…

Data Structures and Algorithms · Computer Science 2018-10-18 Jon Lee , Viswanath Nagarajan , Xiangkun Shen

In the freeway network control (FNC) problem, the operation of a traffic network is optimized using only flow control. For special cases of the FNC problem, in particular the case when all merging flows are controlled, there exist tight…

Optimization and Control · Mathematics 2018-03-30 Marius Schmitt , John Lygeros

Graph sampling set selection, where a subset of nodes are chosen to collect samples to reconstruct a smooth graph signal, is a fundamental problem in graph signal processing (GSP). Previous works employ an unbiased least-squares (LS) signal…

Signal Processing · Electrical Eng. & Systems 2020-06-24 Yuanchao Bai , Fen Wang , Gene Cheung , Yuji Nakatsukasa , Wen Gao

The paper studies decentralized optimization over networks, where agents minimize a composite objective consisting of the sum of smooth convex functions--the agents' losses--and an additional nonsmooth convex extended value function. We…

Optimization and Control · Mathematics 2025-08-05 Xiaokai Chen , Ilya Kuruzov , Gesualdo Scutari , Alexander Gasnikov

We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) nonconvex loss function, measuring the…

Optimization and Control · Mathematics 2016-11-22 Ying Sun , Gesualdo Scutari

Graph signal processing is a ubiquitous task in many applications such as sensor, social, transportation and brain networks, point cloud processing, and graph neural networks. Often, graph signals are corrupted in the sensing process, thus…

Signal Processing · Electrical Eng. & Systems 2022-07-27 Masatoshi Nagahama , Koki Yamada , Yuichi Tanaka , Stanley H. Chan , Yonina C. Eldar

Combinatorial optimization problems are typically tackled by the branch-and-bound paradigm. We propose a new graph convolutional neural network model for learning branch-and-bound variable selection policies, which leverages the natural…

Machine Learning · Computer Science 2019-10-31 Maxime Gasse , Didier Chételat , Nicola Ferroni , Laurent Charlin , Andrea Lodi

This chapter develops a theoretical analysis of the convex programming method for recovering a structured signal from independent random linear measurements. This technique delivers bounds for the sampling complexity that are similar with…

Information Theory · Computer Science 2014-12-05 Joel A. Tropp

This paper develops a general framework for solving a variety of convex cone problems that frequently arise in signal processing, machine learning, statistics, and other fields. The approach works as follows: first, determine a conic…

Optimization and Control · Mathematics 2011-12-20 Stephen R. Becker , Emmanuel J. Candès , Michael Grant

We propose a new randomized optimization method for high-dimensional problems which can be seen as a generalization of coordinate descent to random subspaces. We show that an adaptive sampling strategy for the random subspace significantly…

Optimization and Control · Mathematics 2019-12-19 Jonathan Lacotte , Mert Pilanci , Marco Pavone

In this paper we consider a distributed convex optimization problem over time-varying networks. We propose a dual method that converges R-linearly to the optimal point given that the agents' objective functions are strongly convex and have…

Optimization and Control · Mathematics 2018-04-23 Marie Maros , Joakim Jaldén

We study the problem of sampling k-bandlimited signals on graphs. We propose two sampling strategies that consist in selecting a small subset of nodes at random. The first strategy is non-adaptive, i.e., independent of the graph structure,…

Social and Information Networks · Computer Science 2016-05-23 Gilles Puy , Nicolas Tremblay , Rémi Gribonval , Pierre Vandergheynst

In this paper, we provide a Graph Fourier Transform based approach to downsample signals on graphs. For bandlimited signals on a graph, a test is provided to identify whether signal reconstruction is possible from the given downsampled…

Other Statistics · Statistics 2016-12-23 Nileshkumar Vaishnav , Aditya Tatu

By the asymptotic oracle property, non-convex penalties represented by minimax concave penalty (MCP) and smoothly clipped absolute deviation (SCAD) have attracted much attentions in high-dimensional data analysis, and have been widely used…

Computation · Statistics 2021-11-24 Peili Li , Min Liu , Zhou Yu

Finite time-vertex graph signals (FTVGS) provide an efficient representation for capturing spatio-temporal correlations across multiple data sources on irregular structures. Although sampling and reconstruction of FTVGS with known spectral…

Signal Processing · Electrical Eng. & Systems 2025-09-01 Hang Sheng , Qinji Shu , Hui Feng , Bo Hu
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