Related papers: Stabilizing the Rayleigh--Ritz procedure by random…
The purpose of this work is to develop and study a distributed strategy for Pareto optimization of an aggregate cost consisting of regularized risks. Each risk is modeled as the expectation of some loss function with unknown probability…
In regularized risk minimization, the associated optimization problem becomes particularly difficult when both the loss and regularizer are nonsmooth. Existing approaches either have slow or unclear convergence properties, are restricted to…
In this paper, we study the edge eigenvalues of random geometric graphs (RGGs) generated by multivariate Gaussian samples in the sparse regime under a broad class of distance metrics. Previous work on edge eigenvalues under related setups…
Computed tomography (CT) is a widely used non-invasive medical imaging technique for disease diagnosis. The diagnostic accuracy is often affected by image resolution, which can be insufficient in practice. For medical CT images, the…
Repeated application of machine-learning, eigen-centric methods to an evolving dataset reveals that eigenvectors calculated by well-established computer implementations are not stable along an evolving sequence. This is because the sign of…
We review our recent results on the problem of optimizing Riesz means of Laplace eigenvalues among convex sets of given measure in the regime where the cut-off parameter in the definition of the Riesz means tends to infinity. We show that…
In this paper we study the convergence of an iterative algorithm for finding zeros with constraints for not necessarily monotone set-valued operators in a reflexive Banach space. This algorithm, which we call the proximal-projection method…
Eigenmaps are important in analysis, geometry, and machine learning, especially in nonlinear dimension reduction. Approximation of the eigenmaps of a Laplace operator depends crucially on the scaling parameter $\epsilon$. If $\epsilon$ is…
The L1-regularized maximum likelihood estimation problem has recently become a topic of great interest within the machine learning, statistics, and optimization communities as a method for producing sparse inverse covariance estimators. In…
In this paper I present a new approach for regression of time series using their own samples. This is a celebrated problem known as Auto-Regression. Dealing with outlier or missed samples in a time series makes the problem of estimation…
We present a highly efficient proximal Markov chain Monte Carlo methodology to perform Bayesian computation in imaging problems. Similarly to previous proximal Monte Carlo approaches, the proposed method is derived from an approximation of…
Non-convex regularizers usually improve the performance of sparse estimation in practice. To prove this fact, we study the conditions of sparse estimations for the sharp concave regularizers which are a general family of non-convex…
This paper considers stochastic subgradient mirror-descent method for solving constrained convex minimization problems. In particular, a stochastic subgradient mirror-descent method with weighted iterate-averaging is investigated and its…
We examine the possibility of using a reinforcement learning (RL) algorithm to solve large-scale eigenvalue problems in which the desired the eigenvector can be approximated by a sparse vector with at most $k$ nonzero elements, where $k$ is…
Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…
The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…
We present a new approach to compute selected eigenvalues and eigenvectors of the two-parameter eigenvalue problem. Our method requires computing generalized eigenvalue problems of the same size as the matrices of the initial two-parameter…
In covariate-adaptive or response-adaptive randomization, the treatment assignment and outcome can be correlated. Under this situation, re-randomization tests are a straightforward and attractive method to provide valid statistical…
Image segmentation is an inherently ill-posed problem and thus requires regularization in order to limit the search space to reasonable solutions. A majority of segmentation methods integrates these regularization terms in one way or the…
The purpose of this article is to approximately compute the eigenvalues of the symmetric Dirichlet Laplacian within an interval $(0,\Lambda)$. A novel domain decomposition Ritz method, partition of unity condensed pole interpolation method,…