Related papers: Decompounding on Compact Symmetric Spaces
In this paper, we consider the problem of partitioning a polygon into a set of connected disjoint sub-polygons, each of which covers an area of a specific size. The work is motivated by terrain covering applications in robotics, where the…
When planning motions in a configuration space that has underlying symmetries (e.g. when manipulating one or multiple symmetric objects), the ideal planning algorithm should take advantage of those symmetries to produce shorter…
This paper provides a theoretical and numerical investigation of a penalty decomposition scheme for the solution of optimization problems with geometric constraints. In particular, we consider some situations where parts of the constraints…
This monograph presents a class of algorithms called coordinate descent algorithms for mathematicians, statisticians, and engineers outside the field of optimization. This particular class of algorithms has recently gained popularity due to…
A new approach to stochastic integration is described, which is based on an a.s. pathwise approximation of the integrator by simple, symmetric random walks. Hopefully, this method is didactically more advantageous, more transparent, and…
Short-and-sparse deconvolution (SaSD) is the problem of extracting localized, recurring motifs in signals with spatial or temporal structure. Variants of this problem arise in applications such as image deblurring, microscopy, neural spike…
We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as…
We are concerned with decentralized optimization over a compact submanifold, where the loss functions of local datasets are defined by their respective local datasets. A key challenge in decentralized optimization is mitigating the…
We initiate the rigorous study of classification in quasi-metric spaces. These are point sets endowed with a distance function that is non-negative and also satisfies the triangle inequality, but is asymmetric. We develop and refine a…
We propose a class of estimators for deconvolution in mixture models based on a simple two-step "bin-and-smooth" procedure applied to histogram counts. The method is both statistically and computationally efficient: by exploiting recent…
We analyze the coordinate descent method with a new coordinate selection strategy, called volume sampling. This strategy prescribes selecting subsets of variables of certain size proportionally to the determinants of principal submatrices…
Spatial confounding is a fundamental issue in spatial regression models which arises because spatial random effects, included to approximate unmeasured spatial variation, are typically not independent of covariates in the model. This can…
Optimization tasks are crucial in statistical machine learning. Recently, there has been great interest in leveraging tools from dynamical systems to derive accelerated and robust optimization methods via suitable discretizations of…
We consider centralized and distributed mirror descent algorithms over a finite-dimensional Hilbert space, and prove that the problem variables converge to an optimizer of a possibly nonsmooth function when the step sizes are square…
This paper addresses the deconvolution problem of estimating a square-integrable probability density from observations contaminated with additive measurement errors having a known density. The estimator begins with a density estimate of the…
We consider the centralized optimal estimation problem in spatially distributed systems. We use the setting of spatially invariant systems as an idealization for which concrete and detailed results are given. Such estimators are known to…
We consider a random walk on a homogeneous space $G/\Lambda$ where $G$ is a non-compact simple Lie group and $\Lambda$ is a lattice. The walk is driven by a probability measure $\mu$ on $G$ whose support generates a Zariski-dense subgroup.…
Optimization techniques are at the core of many scientific and engineering disciplines. The steepest descent methods play a foundational role in this area. In this paper we studied a generalized steepest descent method on Riemannian…
In this article we recover the distribution function (and possible density) of an arbitrary random variable that is subject to an additive measurement error. This problem is also known as deconvolution and has a long tradition in…
In this paper we propose a parallel coordinate descent algorithm for solving smooth convex optimization problems with separable constraints that may arise e.g. in distributed model predictive control (MPC) for linear network systems. Our…