相关论文: On Inner Iterations in the Shift-Invert Residual A…

We present variational inference with sequential sample-average approximation (VISA), a method for approximate inference in computationally intensive models, such as those based on numerical simulations. VISA extends importance-weighted…

The commonly used velocity discretization for simulating the radiative transport equation (RTE) is the discrete ordinates method (DOM). One of the long-standing drawbacks of DOM is the phenomenon known as the ray effect. Due to the high…

We aim at finding the value of an explanatory variable, through its expression in a large data-vector, without knowing the link function between the explanatory variable and the data-space. Sliced Inverse Regression (SIR) method allows for…

In this work, we address the longstanding puzzle that Sliced Inverse Regression (SIR) often performs poorly for sufficient dimension reduction when the structural dimension $d$ (the dimension of the central space) exceeds 4. We first show…

Sliced inverse regression (SIR) is the most widely-used sufficient dimension reduction method due to its simplicity, generality and computational efficiency. However, when the distribution of the covariates deviates from the multivariate…

We develop the first stochastic incremental method for calculating the Moore-Penrose pseudoinverse of a real matrix. By leveraging three alternative characterizations of pseudoinverse matrices, we design three methods for calculating the…

We introduce innovative algorithms for computing exact or approximate (minimum-norm) solutions to $Ax=b$ or the {\it normal equation} $A^TAx=A^Tb$, where $A$ is an $m \times n$ real matrix of arbitrary rank. We present more efficient…

This paper deals with speeding up the convergence of a class of two-step iterative methods for solving linear systems of equations. To implement the acceleration technique, the residual norm associated with computed approximations for each…

This paper is on the normal approximation of singular subspaces when the noise matrix has i.i.d. entries. Our contributions are three-fold. First, we derive an explicit representation formula of the empirical spectral projectors. The…

We study the problem of Inverse Reinforcement Learning (IRL) with an average-reward criterion. The goal is to recover an unknown policy and a reward function when the agent only has samples of states and actions from an experienced agent.…

We study population convergence guarantees of stochastic gradient descent (SGD) for smooth convex objectives in the interpolation regime, where the noise at optimum is zero or near zero. The behavior of the last iterate of SGD in this…

Conventional radar feature extraction faces limitations due to low spatial resolution, noise, multipath reflection, the presence of ghost targets, and motion blur. Such limitations can be exacerbated by nonlinear object motion, particularly…

The framework of Integral Quadratic Constraints of Lessard et al. (2014) reduces the computation of upper bounds on the convergence rate of several optimization algorithms to semi-definite programming (SDP). Followup work by Nishihara et…

Distributionally robust reinforcement learning (DR-RL) has recently gained significant attention as a principled approach that addresses discrepancies between training and testing environments. To balance robustness, conservatism, and…

We consider the problem of finding the optimal value of n in the n-step temporal difference (TD) learning algorithm. Our objective function for the optimization problem is the average root mean squared error (RMSE). We find the optimal n by…

In a recent work, we presented the reduced Jacobian method (RJM) as an extension of Wolfe's reduced gradient method to multicriteria (multiobjective) optimization problems dealing with linear constraints. This approach reveals that using a…

The goal of inverse design in distributed circuits is to generate near-optimal designs that meet a desirable transfer function specification. Existing design exploration methods use some combination of strategies involving artificial grids,…

We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…

In this note, we consider a special instance of the scaled, inexact and adaptive generalised Fast Iterative Soft-Thresholding Algorithm (SAGE-FISTA) recently proposed in (Rebegoldi, Calatroni, '21) for the efficient solution of strongly…

How can we compute the pseudoinverse of a sparse feature matrix efficiently and accurately for solving optimization problems? A pseudoinverse is a generalization of a matrix inverse, which has been extensively utilized as a fundamental…