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We consider optimization problems in which the goal is find a $k$-dimensional subspace of $\mathbb{R}^n$, $k<<n$, which minimizes a convex and smooth loss. Such problems generalize the fundamental task of principal component analysis (PCA)…

Inversion of electromagnetic data finds applications in many areas of geophysics. The inverse problem is commonly solved with either deterministic optimization methods (such as the nonlinear conjugate gradient or Gauss-Newton) which are…

Instrumental variables (IVs) provide a powerful strategy for identifying causal effects in the presence of unobservable confounders. Within the nonparametric setting (NPIV), recent methods have been based on nonlinear generalizations of…

In a Hilbert setting, for convex differentiable optimization, we develop a general framework for adaptive accelerated gradient methods. They are based on damped inertial dynamics where the coefficients are designed in a closed-loop way.…

Efficient and high-fidelity prior sampling and inversion for complex geological media is still a largely unsolved challenge. Here, we use a deep neural network of the variational autoencoder type to construct a parametric low-dimensional…

This work addresses the inverse identification of apparent elastic properties of random heterogeneous materials using machine learning based on artificial neural networks. The proposed neural network-based identification method requires the…

Many recent applications in machine learning and data fitting call for the algorithmic solution of structured smooth convex optimization problems. Although the gradient descent method is a natural choice for this task, it requires exact…

We present a new family of min-max optimization algorithms that automatically exploit the geometry of the gradient data observed at earlier iterations to perform more informative extra-gradient steps in later ones. Thanks to this adaptation…

This paper introduces a novel deep neural network architecture for solving the inverse scattering problem in frequency domain with wide-band data, by directly approximating the inverse map, thus avoiding the expensive optimization loop of…

Large-scale nonsmooth optimization problems arise in many real-world applications, but obtaining exact function and subgradient values for these problems may be computationally expensive or even infeasible. In many practical settings, only…

For solving a broad class of nonconvex programming problems on an unbounded constraint set, we provide a self-adaptive step-size strategy that does not include line-search techniques and establishes the convergence of a generic approach…

We develop a multidimensional version of Gradient-MUSIC for estimating the frequencies of a nonharmonic signal from noisy samples. The guiding principle is that frequency recovery should be based only on the signal subspace determined by…

Quasi-convex optimization acts a pivotal part in many fields including economics and finance; the subgradient method is an effective iterative algorithm for solving large-scale quasi-convex optimization problems. In this paper, we…

We present adaptive gradient methods (both basic and accelerated) for solving convex composite optimization problems in which the main part is approximately smooth (a.k.a. $(\delta, L)$-smooth) and can be accessed only via a (potentially…

We propose a class of spherical wavelet bases for the analysis of geophysical models and forthe tomographic inversion of global seismic data. Its multiresolution character allows for modeling with an effective spatial resolution that varies…

In recent literature, a general two step procedure has been formulated for solving the problem of phase retrieval. First, a spectral technique is used to obtain a constant-error initial estimate, following which, the estimate is refined to…

The Gromov-Wasserstein (GW) distance quantifies discrepancy between metric measure spaces and provides a natural framework for aligning heterogeneous datasets. Alas, as exact computation of GW alignment is NP hard, entropic regularization…

In machine learning research, the proximal gradient methods are popular for solving various optimization problems with non-smooth regularization. Inexact proximal gradient methods are extremely important when exactly solving the proximal…

This paper considers the robust phase retrieval problem, which can be cast as a nonsmooth and nonconvex optimization problem. We propose a new inexact proximal linear algorithm with the subproblem being solved inexactly. Our contributions…

An efficient proximal-gradient-based method, called proximal extrapolated gradient method, is designed for solving monotone variational inequality in Hilbert space. The proposed method extends the acceptable range of parameters to obtain…