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We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system's transition matrix. The algorithm extends the recently…

机器学习 · 计算机科学 2018-02-13 Elad Hazan , Holden Lee , Karan Singh , Cyril Zhang , Yi Zhang

This paper deals with finding an $n$-dimensional solution $x$ to a system of quadratic equations of the form $y_i=|\langle{a}_i,x\rangle|^2$ for $1\le i \le m$, which is also known as phase retrieval and is NP-hard in general. We put forth…

最优化与控制 · 数学 2017-05-31 Gang Wang , Georgios B. Giannakis , Yousef Saad , Jie Chen

We study plane quadratic and cubic differential systems satisfying the Caushy - Riemann conditions. We construct all global topologically equivalent phase portraits of the systems.

动力系统 · 数学 2014-12-02 E. P. Volokitin , S. A. Treskov , V. V. Cheresiz

This paper is about randomized iterative algorithms for solving a linear system of equations $X \beta = y$ in different settings. Recent interest in the topic was reignited when Strohmer and Vershynin (2009) proved the linear convergence…

最优化与控制 · 数学 2014-06-23 Aaditya Ramdas

Recovery of a sparse signal from a nonlinear system arises in many practical applications including compressive sensing, image reconstruction and machine learning. In this paper, a fast block nonlinear Bregman-Kaczmarz method with averaging…

数值分析 · 数学 2025-02-24 Aqin Xiao , Xiangyu Gao , Jun-Feng Yin

Asynchronous methods for solving systems of linear equations have been researched since Chazan and Miranker's pioneering 1969 paper on chaotic relaxation. The underlying idea of asynchronous methods is to avoid processor idle time by…

分布式、并行与集群计算 · 计算机科学 2015-07-16 Haim Avron , Alex Druinsky , Anshul Gupta

We study nonconvex optimization for phase retrieval and the more general problem of semidefinite low-rank matrix sensing; in particular, we focus on the global nonconvex landscape of overparametrized versions of the nonsmooth amplitude…

最优化与控制 · 数学 2025-11-25 Andrew D. McRae

Tensor recovery has recently arisen in a lot of application fields, such as transportation, medical imaging and remote sensing. Under the assumption that signals possess sparse and/or low-rank structures, many tensor recovery methods have…

最优化与控制 · 数学 2021-02-16 Xuemei Chen , Jing Qin

Matrix factorization techniques compute low-rank product approximations of high dimensional data matrices and as a result, are often employed in recommender systems and collaborative filtering applications. However, many algorithms for this…

数值分析 · 数学 2020-10-22 Edwin Chau , Jamie Haddock

The randomized sparse Kaczmarz method was recently proposed to recover sparse solutions of linear systems. In this work, we introduce a greedy variant of the randomized sparse Kaczmarz method by employing the sampling Kaczmarz-Motzkin…

数值分析 · 数学 2022-04-13 Ziyang Yuan , Hui Zhang , Hongxia Wang

In this note we reconsider two known algorithms which both usually converge faster than the randomized Kaczmarz method introduced by Strohmer and Vershynin(2009), but require the additional computation of all residuals of an iteration at…

数值分析 · 数学 2021-07-01 Jürgen Groß

We address the phase retrieval problem with errors in the sensing vectors. A number of recent methods for phase retrieval are based on least squares (LS) formulations which assume errors in the quadratic measurements. We extend this…

信号处理 · 电气工程与系统科学 2022-02-02 Sidharth Gupta , Ivan Dokmanić

Randomized Kaczmarz is a simple iterative method for finding solutions of linear systems $Ax = b$. We point out that the arising sequence $(x_k)_{k=1}^{\infty}$ tends to converge to the solution $x$ in an interesting way: generically, as $k…

数值分析 · 数学 2021-09-15 Stefan Steinerberger

Numerous scientific and engineering applications require numerically solving systems of equations. Classically solving a general set of polynomial equations requires iterative solvers, while linear equations may be solved either by direct…

量子物理 · 物理学 2019-07-17 Chia Cheng Chang , Arjun Gambhir , Travis S. Humble , Shigetoshi Sota

In [7], a new iterative method for solving linear system of equations was presented which can be considered as a modification of the Gauss-Seidel method. Then in [4] a different approach, say 2D-DSPM, and more effective one was introduced.…

数值分析 · 数学 2009-06-10 Davod Khojasteh Salkuyeh

We present the first phase retrieval algorithm guaranteed to solve the multidimensional phase retrieval problem in polynomial arithmetic complexity without prior information. The method successfully terminates in O(N log(N)) operations for…

图像与视频处理 · 电气工程与系统科学 2024-07-02 Cole Brabec , Sivan Trajtenberg-Mills , Luca Daniel , Dirk Englund

Phase retrieval seeks to recover a signal x from the amplitude |Ax| of linear measurements. We cast the phase retrieval problem as a non-convex quadratic program over a complex phase vector and formulate a tractable relaxation (called…

最优化与控制 · 数学 2013-07-23 Irène Waldspurger , Alexandre d'Aspremont , Stéphane Mallat

The block Kaczmarz method and its variants are designed for solving the over-determined linear system. They involve iteratively projecting the current point onto the solution space of a subset of constraints. In this work, by alternately…

数值分析 · 数学 2023-11-02 Nian-Ci Wu , Yang Zhou , Zhaolu Tian

Phase retrieval deals with the estimation of complex-valued signals solely from the magnitudes of linear measurements. While there has been a recent explosion in the development of phase retrieval algorithms, the lack of a common interface…

最优化与控制 · 数学 2017-12-01 Rohan Chandra , Ziyuan Zhong , Justin Hontz , Val McCulloch , Christoph Studer , Tom Goldstein

In this paper, we introduce an iterative numerical method to solve systems of nonlinear equations. The third-order convergence of this method is analyzed. Several examples are given to illustrate the efficiency of the proposed method.

动力系统 · 数学 2009-04-23 M. Eshaghi Gordji , A. Ebadian , M. B. Ghaemi , J. Shokri