Related papers: RAMPAGE: RAndomized Mid-Point for debiAsed Gradien…
Single-call stochastic extragradient methods, like stochastic past extragradient (SPEG) and stochastic optimistic gradient (SOG), have gained a lot of interest in recent years and are one of the most efficient algorithms for solving…
We consider the projected gradient algorithm for the nonconvex best subset selection problem that minimizes a given empirical loss function under an $\ell_0$-norm constraint. Through decomposing the feasible set of the given sparsity…
We present two efficient numerical methods for susceptibility artifact correction applicable in Echo Planar Imaging (EPI), an ultra fast Magnetic Resonance Imaging (MRI) technique widely used in clinical applications. Both methods address a…
This paper presents a novel Bayesian approach for hyperspectral image unmixing. The observed pixels are modeled by a linear combination of material signatures weighted by their corresponding abundances. A spike-and-slab abundance prior is…
We propose a novel approach which employs random sampling to generate an accurate non-uniform mesh for numerically solving Partial Differential Equation Boundary Value Problems (PDE-BVP's). From a uniform probability distribution U over a…
Adding entropic regularization to Optimal Transport (OT) problems has become a standard approach for designing efficient and scalable solvers. However, regularization introduces a bias from the true solution. To mitigate this bias while…
We study the robust recovery of a low-rank matrix from sparsely and grossly corrupted Gaussian measurements, with no prior knowledge on the intrinsic rank. We consider the robust matrix factorization approach. We employ a robust $\ell_1$…
Iterative refinement methods based on a denoising-inversion cycle are powerful tools for enhancing the quality and control of diffusion models. However, their effectiveness is critically limited when combined with standard Classifier-Free…
This paper is devoted to proving convergence rates of variational and iterative regularization methods under variational source conditions VSCs for inverse problems whose linearization satisfies a range invariance condition. In order to…
This paper proposes a Riemannian Multiobjective Proximal Gradient Method (RMPGM) for composite optimization problems on manifolds. Unlike scalarization-based approaches, the proposed framework directly handles vector-valued objectives and…
The mathematical program with equilibrium constraints (MPEC) is a powerful yet challenging class of constrained optimization problems, where the constraints are characterized by a parametrized variational inequality (VI) problem. While…
Policy gradient methods are very attractive in reinforcement learning due to their model-free nature and convergence guarantees. These methods, however, suffer from high variance in gradient estimation, resulting in poor sample efficiency.…
We study discrete-time mirror descent applied to the unregularized empirical risk in matrix sensing. In both the general case of rectangular matrices and the particular case of positive semidefinite matrices, a simple potential-based…
We present DeGAS, a differentiable Gaussian approximate semantics for loopless probabilistic programs that enables sample-free, gradient-based optimization in models with both continuous and discrete components. DeGAS evaluates programs…
Conjugate gradient (CG) methods are widely acknowledged as efficient for minimizing continuously differentiable functions in Euclidean spaces. In recent years, various CG methods have been extended to Riemannian manifold optimization, but…
This work presents a comprehensive theoretical comparison between absorption-based and electromagnetically induced transparency (EIT)-based atomic gradient sensing in a four-level tripod system. Both methods were evaluated under identical…
We study the error introduced by entropy regularization in infinite-horizon discrete discounted Markov decision processes. We show that this error decreases exponentially in the inverse regularization strength, both in a weighted…
In this study, a new coupled Partial Differential Equation (CPDE) based image denoising model incorporating space-time regularization into non-linear diffusion is proposed. This proposed model is fitted with additive Gaussian noise which…
This paper proposes {\sf AEPG-SPIDER}, an Adaptive Extrapolated Proximal Gradient (AEPG) method with variance reduction for minimizing composite nonconvex finite-sum functions. It integrates three acceleration techniques: adaptive…
Low-rank and nonsmooth matrix optimization problems capture many fundamental tasks in statistics and machine learning. While significant progress has been made in recent years in developing efficient methods for \textit{smooth} low-rank…