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An algorithm is proposed, analyzed, and tested for minimizing locally Lipschitz objective functions that may be nonconvex and/or nonsmooth. The algorithm, which is built upon the gradient-sampling methodology, is designed specifically for…
In this article, we provide a modification to the Bregman Golden Ratio Algorithm (B-GRAAL). We analyze the B-GRAAL algorithm with a new step size rule, where the step size increases after a certain number of iterations and does not require…
Gridless methods show great superiority in line spectral estimation. These methods need to solve an atomic $l_0$ norm (i.e., the continuous analog of $l_0$ norm) minimization problem to estimate frequencies and model order. Since this…
Variational inequalities provide a framework through which many optimisation problems can be solved, in particular, saddle-point problems. In this paper, we study modifications to the so-called Golden RAtio ALgorithm (GRAAL) for variational…
The adaptive LASSO has been used for consistent variable selection in place of LASSO in the linear regression model. In this article, we propose a modified LARS algorithm to combine adaptive LASSO with some biased estimators, namely the…
Many problems in machine learning write as the minimization of a sum of individual loss functions over the training examples. These functions are usually differentiable but, in some cases, their gradients are not Lipschitz continuous, which…
Varying coefficient regression is a flexible technique for modeling data where the coefficients are functions of some effect-modifying parameter, often time or location in a certain domain. While there are a number of methods for variable…
We propose a novel adaptive importance sampling algorithm which incorporates Stein variational gradient decent algorithm (SVGD) with importance sampling (IS). Our algorithm leverages the nonparametric transforms in SVGD to iteratively…
Automatic algorithms attempt to provide approximate solutions that differ from exact solutions by no more than a user-specified error tolerance. This paper describes an automatic, adaptive algorithm for approximating the solution to a…
In this paper, we propose a quantum amplitude estimation method that uses a modified Grover operator and quadratically improves the estimation accuracy in the ideal case, as in the conventional one using the standard Grover operator. Under…
We present a sparse analogue to stochastic gradient descent that is guaranteed to perform well under similar conditions to the lasso. In the linear regression setup with irrepresentable noise features, our algorithm recovers the support set…
Approximate Bayesian computation performs approximate inference for models where likelihood computations are expensive or impossible. Instead simulations from the model are performed for various parameter values and accepted if they are…
We establish the Borg-Levinson theorem for elliptic operators of higher order with constant coefficients. The case of incomplete spectral data is also considered.
A generic, fast and asymptotically efficient method for parametric estimation is described. It is based on the projected stochastic gradient descent on the log-likelihood function corrected by a single step of the Fisher scoring algorithm.…
We consider the problem of discrete-time signal denoising, focusing on a specific family of non-linear convolution-type estimators. Each such estimator is associated with a time-invariant filter which is obtained adaptively, by solving a…
In this paper, we propose a novel normalized subband adaptive filter algorithm suited for sparse scenarios, which combines the proportionate and sparsity-aware mechanisms. The proposed algorithm is derived based on the proximal…
It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…
An attempt has been made in this paper to modify Grover's Algorithm to find the binary string solutions approximating a target cost value. In that direction, new Controlled Oracle and the Local Diffusion Operator are suggested, apart from…
Let $x\in\mathbb{C}^n$ be a spectrally sparse signal consisting of $r$ complex sinusoids with or without damping. We consider the spectral compressed sensing problem, which is about reconstructing $x$ from its partial revealed entries. By…
Hierarchical optimization refers to problems with interdependent decision variables and objectives, such as minimax and bilevel formulations. While various algorithms have been proposed, existing methods and analyses lack adaptivity in…