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In many applications involving spatial point patterns, we find evidence of inhibition or repulsion. The most commonly used class of models for such settings are the Gibbs point processes. A recent alternative, at least to the statistical…

Computation · Statistics 2016-08-29 Shinichiro Shirota , Alan. E. Gelfand

In this paper, we show that for a class of linearly constrained convex composite optimization problems, an (inexact) symmetric Gauss-Seidel based majorized multi-block proximal alternating direction method of multipliers (ADMM) is…

Optimization and Control · Mathematics 2019-01-29 Liang Chen , Xudong Li , Defeng Sun , Kim-Chuan Toh

The alternating minimization (AM) method is a fundamental method for minimizing convex functions whose variable consists of two blocks. How to efficiently solve each subproblems when applying the AM method is the most concerned task. In…

Optimization and Control · Mathematics 2015-01-16 Hui Zhang , Lizhi Cheng

We introduce a new library named abess that implements a unified framework of best-subset selection for solving diverse machine learning problems, e.g., linear regression, classification, and principal component analysis. Particularly, the…

Machine Learning · Statistics 2024-04-02 Jin Zhu , Xueqin Wang , Liyuan Hu , Junhao Huang , Kangkang Jiang , Yanhang Zhang , Shiyun Lin , Junxian Zhu

We propose a manifold optimization approach to solve linear semidefinite programs (SDP) with low-rank solutions, with an emphasis on SDP relaxations for polynomial optimization problems. This approach incorporates the inexact augmented…

Optimization and Control · Mathematics 2025-04-30 Jie Wang , Liangbing Hu

We are living in the big data era, as current technologies and networks allow for the easy and routine collection of data sets in different disciplines. Bayesian Statistics offers a flexible modeling approach which is attractive for…

Methodology · Statistics 2018-05-09 George Karabatsos , Fabrizio Leisen

In this paper, we propose a class of super-schemes for efficiently solving nonlinear unconstrained optimization problems. The proposed approach introduces two novel choices of step-size parameters, leading to efficient descent directions…

Optimization and Control · Mathematics 2026-04-24 Tugal Zhanlav , Lkhamsuren Altangerel , Khuder Otgondorj

We present economical iterative algorithms built on the Biconjugate $A$-Orthonormalization Procedure for real unsymmetric and complex non-Hermitian systems. The principal characteristics of the developed solvers is that they are fast…

Numerical Analysis · Mathematics 2010-04-12 B. Carpentieri , Y. -F. Jing , T. -Z. Huang , Y. Duan

Recent advancements in quantum computing and quantum-inspired algorithms have sparked renewed interest in binary optimization. These hardware and software innovations promise to revolutionize solution times for complex problems. In this…

We introduce AlphaRank, an artificial intelligence approach to address the fixed-budget ranking and selection (R&S) problems. We formulate the sequential sampling decision as a Markov decision process and propose a Monte Carlo…

Machine Learning · Computer Science 2024-02-05 Ruihan Zhou , L. Jeff Hong , Yijie Peng

To infer the parameters of mechanistic models with intractable likelihoods, techniques such as approximate Bayesian computation (ABC) are increasingly being adopted. One of the main disadvantages of ABC in practical situations, however, is…

Computation · Statistics 2018-08-03 Jonathan U Harrison , Ruth E Baker

Subset selection from massive data with noised information is increasingly popular for various applications. This problem is still highly challenging as current methods are generally slow in speed and sensitive to outliers. To address the…

Machine Learning · Computer Science 2014-11-18 Feiyun Zhu , Bin Fan , Xinliang Zhu , Ying Wang , Shiming Xiang , Chunhong Pan

We present here an efficient method which systematically reduces the rank of the augmented space and thereby helps to implement augmented space recursion for any real calculation. Our method is based on the symmetry of the Hamiltonian in…

Materials Science · Physics 2009-11-10 Kamal Krishna Saha , Tanusri Saha-Dasgupta , Abhijit Mookerjee , Indra Dusgupta

Gradient descent based optimization methods are the methods of choice to train deep neural networks in machine learning. Beyond the standard gradient descent method, also suitable modified variants of standard gradient descent involving…

Optimization and Control · Mathematics 2025-04-29 Steffen Dereich , Arnulf Jentzen , Adrian Riekert

Stochastic approximation is one of the effective approach to deal with the large-scale machine learning problems and the recent research has focused on reduction of variance, caused by the noisy approximations of the gradients. In this…

Machine Learning · Computer Science 2019-04-09 Vinod Kumar Chauhan , Anuj Sharma , Kalpana Dahiya

The Kaczmarz method for solving a linear system $Ax = b$ interprets such a system as a collection of equations $\left\langle a_i, x\right\rangle = b_i$, where $a_i$ is the $i-$th row of $A$, then picks such an equation and corrects $x_{k+1}…

Numerical Analysis · Mathematics 2021-09-15 Stefan Steinerberger

In order to solve large matrix completion problems with practical computational cost, an approximate approach based on matrix factorization has been widely used. Alternating least squares (ALS) and stochastic gradient descent (SGD) are two…

Numerical Analysis · Mathematics 2020-01-08 Chihiro Noguchi , Yoshiyuki Kabashima

We consider least squares semidefinite programming (LSSDP) where the primal matrix variable must satisfy given linear equality and inequality constraints, and must also lie in the intersection of the cone of symmetric positive semidefinite…

Optimization and Control · Mathematics 2015-05-26 Defeng Sun , Kim-Chuan Toh , Liuqin Yang

Answer selection (AS) is a critical subtask of the open-domain question answering (QA) problem. The present paper proposes a method called RLAS-BIABC for AS, which is established on attention mechanism-based long short-term memory (LSTM)…

Computation and Language · Computer Science 2023-01-10 Hamid Gharagozlou , Javad Mohammadzadeh , Azam Bastanfard , Saeed Shiry Ghidary

Approximate Bayesian computation (ABC) is a popular likelihood-free inference method for models with intractable likelihood functions. As ABC methods usually rely on comparing summary statistics of observed and simulated data, the choice of…

Machine Learning · Statistics 2022-06-22 Ayush Bharti , Louis Filstroff , Samuel Kaski