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The Johnson-Lindenstrauss lemma is a fundamental result in probability with several applications in the design and analysis of algorithms in high dimensional geometry. Most known constructions of linear embeddings that satisfy the…
In this paper we develop a randomized block-coordinate descent method for minimizing the sum of a smooth and a simple nonsmooth block-separable convex function and prove that it obtains an $\epsilon$-accurate solution with probability at…
Many real-world problems can be formulated as the alignment between two geometric patterns. Previously, a great amount of research focus on the alignment of 2D or 3D patterns in the field of computer vision. Recently, the alignment problem…
Soft robots achieve functionality through tight coupling among geometry, material composition, and actuation. As a result, effective design optimization requires these three aspects to be considered jointly rather than in isolation. This…
We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…
Stochastic gradient descent and other first-order variants, such as Adam and AdaGrad, are commonly used in the field of deep learning due to their computational efficiency and low-storage memory requirements. However, these methods do not…
Determining the appropriate number of clusters in unsupervised learning is a central problem in statistics and data science. Traditional validity indices such as Calinski-Harabasz, Silhouette, and Davies-Bouldin-depend on centroid-based…
We study first-order optimization algorithms under the constraint that the descent direction is quantized using a pre-specified budget of $R$-bits per dimension, where $R \in (0 ,\infty)$. We propose computationally efficient optimization…
In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification.…
We define a stochastic variant of the proximal point algorithm in the general setting of nonlinear (separable) Hadamard spaces for approximating zeros of the mean of a stochastically perturbed monotone vector field and prove its convergence…
We study the Hausdorff distance between a random polytope, defined as the convex hull of i.i.d. random points, and the convex hull of the support of their distribution. As particular examples, we consider uniform distributions on convex…
In this paper, we consider an unconstrained optimization model where the objective is a sum of a large number of possibly nonconvex functions, though overall the objective is assumed to be smooth and convex. Our bid to solving such model…
For a matrix $M$ and a positive integer $r$, the rank $r$ rigidity of $M$ is the smallest number of entries of $M$ which one must change to make its rank at most $r$. There are many known applications of rigidity lower bounds to a variety…
We here adapt an extended version of the adaptive cubic regularisation method with dynamic inexact Hessian information for nonconvex optimisation in [3] to the stochastic optimisation setting. While exact function evaluations are still…
Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…
We develop a projected Wasserstein distance for the two-sample test, a fundamental problem in statistics and machine learning: given two sets of samples, to determine whether they are from the same distribution. In particular, we aim to…
Adaptive stochastic gradient methods such as AdaGrad have gained popularity in particular for training deep neural networks. The most commonly used and studied variant maintains a diagonal matrix approximation to second order information by…
Efficient estimation of high-dimensional matrices-including covariance and precision matrices-is a cornerstone of modern multivariate statistics. Most existing studies have focused primarily on the theoretical properties of the estimators…
Simulating quantum dynamics beyond the reach of classical computers is one of the main envisioned applications of quantum computers. The most promising quantum algorithms to this end in the near-term are the simplest, which use the Trotter…
Binary embedding is the problem of mapping points from a high-dimensional space to a Hamming cube in lower dimension while preserving pairwise distances. An efficient way to accomplish this is to make use of fast embedding techniques…