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Heterogeneous data are now ubiquitous in many applications in which correctly identifying the subgroups from a heterogeneous population is critical. Although there is an increasing body of literature on subgroup detection, existing methods…

统计方法学 · 统计学 2025-12-09 Jie Wu , Bo Zhang , Daoji Li , Zemin Zheng

In this paper, we present a distributed algorithm for the reconstruction of large-scale nonlinear networks. In particular, we focus on the identification from time-series data of the nonlinear functional forms and associated parameters of…

最优化与控制 · 数学 2014-03-31 Wei Pan , Aivar Sootla , Guy-Bart Stan

Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. Integrating medium and large scale quadratic programs into a…

最优化与控制 · 数学 2021-12-15 Andrew Butler , Roy Kwon

We introduce a new algorithm to solve a regularized spatial-spectral image estimation problem. Our approach is based on the linearized alternating directions method of multipliers (LADMM), which is a variation of the popular ADMM algorithm.…

信号处理 · 电气工程与系统科学 2025-02-25 Yunsong Liu , Debdut Mandal , Congyu Liao , Kawin Setsompop , Justin P. Haldar

We present a windowed technique to learn parsimonious time-varying autoregressive models from multivariate timeseries. This unsupervised method uncovers interpretable spatiotemporal structure in data via non-smooth and non-convex…

机器学习 · 统计学 2020-05-21 Kameron Decker Harris , Aleksandr Aravkin , Rajesh Rao , Bingni Wen Brunton

The alternating direction method of multipliers (ADMM) were extensively investigated in the past decades for solving separable convex optimization problems. Fewer researchers focused on exploring its convergence properties for the nonconvex…

数值分析 · 数学 2019-07-02 Jianchao Bai , Junli Liang , Ke Guo , Yang Jing

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

最优化与控制 · 数学 2016-04-12 William W. Hager , Hongchao Zhang

This paper introduces the Bi-linear consensus Alternating Direction Method of Multipliers (Bi-cADMM), aimed at solving large-scale regularized Sparse Machine Learning (SML) problems defined over a network of computational nodes.…

机器学习 · 计算机科学 2024-06-27 Alireza Olama , Andreas Lundell , Jan Kronqvist , Elham Ahmadi , Eduardo Camponogara

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…

最优化与控制 · 数学 2025-12-05 Jie Wang , Liangbing Hu , Bican Xia

Data characterized by high dimensionality and sparsity are commonly used to describe real-world node interactions. Low-rank representation (LR) can map high-dimensional sparse (HDS) data to low-dimensional feature spaces and infer node…

机器学习 · 计算机科学 2024-08-30 Qicong Hu , Hao Wu

Alternating Direction Method of Multipliers (ADMM) has been used successfully in many conventional machine learning applications and is considered to be a useful alternative to Stochastic Gradient Descent (SGD) as a deep learning optimizer.…

最优化与控制 · 数学 2021-07-07 Junxiang Wang , Fuxun Yu , Xiang Chen , Liang Zhao

We propose a pseudo-structural framework for analyzing contemporaneous co-movements in reduced-rank matrix autoregressive (RRMAR) models. Unlike conventional vector-autoregressive (VAR) models that would discard the matrix structure, our…

计量经济学 · 经济学 2025-09-25 Alain Hecq , Ivan Ricardo , Ines Wilms

We analyze the performance of the alternating direction method of multipliers (ADMM) to track, in a decentralized manner, a solution of a stochastic sequence of optimization problems parametrized by a discrete time Markov process. The main…

最优化与控制 · 数学 2019-03-18 Marie Maros , Joakim Jalén

In this manuscript, we research on the behaviors of surrogates for the rank function on different image processing problems and their optimization algorithms. We first propose a novel nonconvex rank surrogate on the general rank…

机器学习 · 计算机科学 2024-09-23 Cho-Ying Wu , Jian-Jiun Ding

We address the problem of solving mixed random linear equations. We have unlabeled observations coming from multiple linear regressions, and each observation corresponds to exactly one of the regression models. The goal is to learn the…

机器学习 · 统计学 2020-08-13 Avishek Ghosh , Kannan Ramchandran

Objective: Improve the reconstructed image with fast and multi-class dictionaries learning when magnetic resonance imaging is accelerated by undersampling the k-space data. Methods: A fast orthogonal dictionary learning method is introduced…

计算机视觉与模式识别 · 计算机科学 2016-01-27 Zhifang Zhan , Jian-Feng Cai , Di Guo , Yunsong Liu , Zhong Chen , Xiaobo Qu

Complex ADMM-Net, a complex-valued neural network architecture inspired by the alternating direction method of multipliers (ADMM), is designed for interference removal in super-resolution stepped frequency radar angle-range-doppler imaging.…

信号处理 · 电气工程与系统科学 2021-07-07 Jeremy Johnston , Yinchuan Li , Marco Lops , Xiaodong Wang

Neural networks augmented with external memory have the ability to learn algorithmic solutions to complex tasks. These models appear promising for applications such as language modeling and machine translation. However, they scale poorly in…

Stacking excessive layers in DNN results in highly underdetermined system when training samples are limited, which is very common in medical applications. In this regard, we present a framework capable of deriving an efficient…

机器学习 · 计算机科学 2025-03-04 Seunghun Baek , Injun Choi , Mustafa Dere , Minjeong Kim , Guorong Wu , Won Hwa Kim

Generative modeling of high-dimensional data is a key problem in machine learning. Successful approaches include latent variable models and autoregressive models. The complementary strengths of these approaches, to model global and local…

计算机视觉与模式识别 · 计算机科学 2019-04-19 Thomas Lucas , Jakob Verbeek