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Many applications, such as optimization, uncertainty quantification and inverse problems, require repeatedly performing simulations of large-dimensional physical systems for different choices of parameters. This can be prohibitively…
A variational formulation for accelerated optimization on normed vector spaces was recently introduced in Wibisono et al., and later generalized to the Riemannian manifold setting in Duruisseaux and Leok. This variational framework was…
We propose a new space-variant anisotropic regularisation term for variational image restoration, based on the statistical assumption that the gradients of the target image distribute locally according to a bivariate generalised Gaussian…
Affine rank minimization algorithms typically rely on calculating the gradient of a data error followed by a singular value decomposition at every iteration. Because these two steps are expensive, heuristic approximations are often used to…
We propose a Riemannian optimization approach for computing low-rank solutions of the algebraic Riccati equation. The scheme alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is on the set of…
We consider the problem of optimizing expensive black-box functions over high-dimensional combinatorial spaces which arises in many science, engineering, and ML applications. We use Bayesian Optimization (BO) and propose a novel surrogate…
A recursive estimator of the conditional geometric median in Hilbert spaces is studied. It is based on a stochastic gradient algorithm whose aim is to minimize a weighted L1 criterion and is consequently well adapted for robust online…
We provide optimized recursion relations for homodyne tomography. We improve previous methods by mitigating the divergences intrinsic in the calculation of the pattern functions used previously, and detail how to implement the data analysis…
We describe here the extension of the density matrix renormalization group algorithm to the case where Hamiltonian has a non-Abelian global symmetry group. The block states transform as irreducible representations of the non-Abelian group.…
We consider an enlarged dimension reduction space in functional inverse regression. Our operator and functional analysis based approach facilitates a compact and rigorous formulation of the functional inverse regression problem. It also…
The task of image restration is to find the spatial correspondence of two or more given images. In this paper we assume that the correspondence is given either by an Euclidean, or by an affine volume-preserving transformation. Since the…
This paper proposes a dual Riemannian alternating direction method of multipliers (ADMM) for solving low-rank semidefinite programs with unit diagonal constraints. We recast the ADMM subproblem as a Riemannian optimization problem over the…
We propose a semismooth Newton-based augmented Lagrangian framework for reconstructing sparse sources in inverse acoustic scattering problems. Rather than working in the unknown source space, our semismooth Newton updates operate in the…
In this paper, we introduce some new iterative optimisation algorithms on Riemannian manifolds and Hilbert spaces which have good global convergence guarantees to local minima. More precisely, these algorithms have the following properties:…
We represent low dimensional quantum mechanical Hamiltonians by moderately sized finite matrices that reproduce the lowest O(10) boundstate energies and wave functions to machine precision. The method extends also to Hamiltonians that are…
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…
In this two-part study, we develop a general theory of the so-called exact augmented Lagrangians for constrained optimization problems in Hilbert spaces. In contrast to traditional nonsmooth exact penalty functions, these augmented…
We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…
The reduction of Hamiltonian systems aims to build smaller reduced models, valid over a certain range of time and parameters, in order to reduce computing time. By maintaining the Hamiltonian structure in the reduced model, certain…
In this paper, we study regression problems over a separable Hilbert space with the square loss, covering non-parametric regression over a reproducing kernel Hilbert space. We investigate a class of spectral/regularized algorithms,…