Related papers: A Carleman Semi-Discrete Convexification Method Co…
Stochastic Approximation (SA) is a popular approach for solving fixed-point equations where the information is corrupted by noise. In this paper, we consider an SA involving a contraction mapping with respect to an arbitrary norm, and show…
The omnipresence of deep learning architectures such as deep convolutional neural networks (CNN)s is fueled by the synergistic combination of ever-increasing labeled datasets and specialized hardware. Despite the indisputable success, the…
In this paper, we study the gradient descent-ascent method for convex-concave saddle-point problems. We derive a new non-asymptotic global convergence rate in terms of distance to the solution set by using the semidefinite programming…
The convergence analysis of a third-order scheme for the highly nonlinear Landau-Lifshitz-Gilbert equation with a non-convex constraint is considered. In this paper, we first present a fully discrete semi-implicit method for solving the…
Meta-learning that uses implicit gradient have provided an exciting alternative to standard techniques which depend on the trajectory of the inner loop training. Implicit meta-learning (IML), however, require computing $2^{nd}$ order…
Invariance (defined in a general sense) has been one of the most effective priors for representation learning. Direct factorization of parametric models is feasible only for a small range of invariances, while regularization approaches,…
In this paper, a novel stochastic extra-step quasi-Newton method is developed to solve a class of nonsmooth nonconvex composite optimization problems. We assume that the gradient of the smooth part of the objective function can only be…
This report extends our recent progress in tackling a challenging 3D inverse scattering problem governed by the Helmholtz equation. Our target application is to reconstruct dielectric constants, electric conductivities and shapes of front…
This paper presents a new accelerated proximal Markov chain Monte Carlo methodology to perform Bayesian inference in imaging inverse problems with an underlying convex geometry. The proposed strategy takes the form of a stochastic relaxed…
High-dimensional linear regression under heavy-tailed noise or outlier corruption is challenging, both computationally and statistically. Convex approaches have been proven statistically optimal but suffer from high computational costs,…
We study the minimization of smooth, possibly nonconvex functions over the positive orthant, a key setting in Poisson inverse problems, using the exponentiated gradient (EG) method. Interpreting EG as Riemannian gradient descent (RGD) with…
Optimization models with non-convex constraints arise in many tasks in machine learning, e.g., learning with fairness constraints or Neyman-Pearson classification with non-convex loss. Although many efficient methods have been developed…
Compressed Learning (CL) is a joint signal processing and machine learning framework for inference from a signal, using a small number of measurements obtained by linear projections of the signal. In this paper we present an end-to-end deep…
This paper aims to numerically solve the two-dimensional electrical impedance tomography (EIT) with Cauchy data. This inverse problem is highly challenging due to its severe ill-posed nature and strong nonlinearity, which necessitates…
We propose a family of optimization methods that achieve linear convergence using first-order gradient information and constant step sizes on a class of convex functions much larger than the smooth and strongly convex ones. This larger…
We propose a scalable robust learning algorithm combining kernel smoothing and robust optimization. Our method is motivated by the convex analysis perspective of distributionally robust optimization based on probability metrics, such as the…
This paper is concerned with the study of a version of the globally convergent convexification method with direct application to synthetic aperture radar (SAR) imaging. Results of numerical testing are presented for experimentally collected…
An $\left( n+1\right) -$D coefficient inverse problem for the radiative stationary transport equation is considered for the first time. A globally convergent so-called convexification numerical \ method is developed and its convergence…
Inverse scattering problems of the reconstructions of physical properties of a medium from boundary measurements are substantially challenging ones. This work aims to verify the performance on experimental data of a newly developed…
We study the convergence rates of the semi-discrete (SD) method originally proposed in Halidias (2012), Semi-discrete approximations for stochastic differential equations and applications, International Journal of Computer Mathematics,…