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The four-dimensional variational data assimilation (4D-Var) has emerged as an important methodology, widely used in numerical weather prediction, oceanographic modeling, and climate forecasting. Classical unconstrained gradient-based…

数值分析 · 数学 2024-10-08 Bowen Li , Bin Shi

Anomaly detection for non-linear dynamical system plays an important role in ensuring the system stability. However, it is usually complex and has to be solved by large-scale simulation which requires extensive computing resources. In this…

信号处理 · 电气工程与系统科学 2020-06-08 Yue Tan , Chunjing Hu , Kuan Zhang , Kan Zheng , Ethan A. Davis , Jae Sung Park

In this paper, we propose the Asynchronous Accelerated Nonuniform Randomized Block Coordinate Descent algorithm (A2BCD), the first asynchronous Nesterov-accelerated algorithm that achieves optimal complexity. This parallel algorithm solves…

最优化与控制 · 数学 2018-05-22 Robert Hannah , Fei Feng , Wotao Yin

The stochastic gradient (SG) method can minimize an objective function composed of a large number of differentiable functions, or solve a stochastic optimization problem, to a moderate accuracy. The block coordinate descent/update (BCD)…

最优化与控制 · 数学 2015-11-23 Yangyang Xu , Wotao Yin

In this paper, the sparse sensor placement problem for least-squares estimation is considered, and the previous novel approach of the sparse sensor selection algorithm is extended. The maximization of the determinant of the matrix which…

信号处理 · 电气工程与系统科学 2021-05-18 Yuji Saito , Taku Nonomura , Keigo Yamada , Kumi Nakai , Takayuki Nagata , Keisuke Asai , Yasuo Sasaki , Daisuke Tsubakino

The Alternating Direction Method of Multipliers (ADMM) has gained significant attention across a broad spectrum of machine learning applications. Incorporating the over-relaxation technique shows potential for enhancing the convergence rate…

最优化与控制 · 数学 2024-01-02 Jintao Song , Wenqi Lu , Yunwen Lei , Yuchao Tang , Zhenkuan Pan , Jinming Duan

In this paper we propose new approaches to estimating large dimensional monotone index models. This class of models has been popular in the applied and theoretical econometrics literatures as it includes discrete choice, nonparametric…

计量经济学 · 经济学 2023-02-22 Shakeeb Khan , Xiaoying Lan , Elie Tamer , Qingsong Yao

We propose a theoretical framework to analyze semi-supervised classification under the low density separation assumption in a high-dimensional regime. In particular, we introduce QLDS, a linear classification model, where the low density…

机器学习 · 计算机科学 2023-10-23 Vasilii Feofanov , Malik Tiomoko , Aladin Virmaux

Consider the problem of minimizing the sum of two convex functions, one being smooth and the other non-smooth. In this paper, we introduce a general class of approximate proximal splitting (APS) methods for solving such minimization…

最优化与控制 · 数学 2014-04-23 Mojtaba Kadkhodaie , Maziar Sanjabi , Zhi-Quan Luo

The compressed sensing (CS) model can represent the signal recovery process of a large number of radar systems. The detection problem of such radar systems has been studied in many pieces of literature through the technology of debiased…

信号处理 · 电气工程与系统科学 2023-07-03 Siqi Na , Yoshiyuki Kabashima , Takashi Takahashi , Tianyao Huang , Yimin Liu , Xiqin Wang

ADMM is a popular algorithm for solving convex optimization problems. Applying this algorithm to distributed consensus optimization problem results in a fully distributed iterative solution which relies on processing at the nodes and…

分布式、并行与集群计算 · 计算机科学 2017-01-17 Layla Majzoobi , Farshad Lahouti

In this paper we propose a novel parallel stochastic coordinate descent (SCD) algorithm with convergence guarantees that exhibits strong scalability. We start by studying a state-of-the-art parallel implementation of SCD and identify…

机器学习 · 计算机科学 2019-11-19 Nikolas Ioannou , Celestine Mendler-Dünner , Thomas Parnell

This paper investigates the Sensor Network Localization (SNL) problem, which seeks to determine sensor locations based on known anchor locations and partially given anchors-sensors and sensors-sensors distances. Two primary methods for…

最优化与控制 · 数学 2023-08-09 Mingyu Lei , Jiayu Zhang , Yinyu Ye

Calibration of a sensor array is more involved if the antennas have direction dependent gains and multiple calibrator sources are simultaneously present. We study this case for a sensor array with arbitrary geometry but identical elements,…

天体物理仪器与方法 · 物理学 2010-03-10 Stefan J. Wijnholds , Alle-Jan van der Veen

High-dimensional datasets are frequently subject to contamination by outliers and heavy-tailed noise, which can severely bias standard regularized estimators like the Lasso. While Maximum Mean Discrepancy (MMD) has recently been introduced…

统计方法学 · 统计学 2026-02-25 Xiaoning Kang , Lulu Kang

We propose an sparse Bayesian learning (SBL)-based method that leverages group sparsity and multiple parameterized dictionaries to detect the relevant dictionary entries and estimate their continuous parameters by combining data from…

信号处理 · 电气工程与系统科学 2025-11-05 Jakob Möderl , Anders Malte Westerkam , Alexander Venus , Erik Leitinger

In order to improve the performance of least mean square (LMS)-based adaptive filtering for identifying block-sparse systems, a new adaptive algorithm called block-sparse LMS (BS-LMS) is proposed in this paper. The basis of the proposed…

信息论 · 计算机科学 2015-10-28 Shuyang Jiang , Yuantao Gu

Accurate knowledge of the state variables in a dynamical system is critical for effective control, diagnosis, and supervision, especially when direct measurements of all states are infeasible. This paper presents a novel approach to…

动力系统 · 数学 2025-07-10 Ayoub Farkane , Mohamed Boutayeb , Mustapha Oudani , Mounir Ghogho

Recent medical imaging studies have given rise to distinct but inter-related datasets corresponding to multiple experimental tasks or longitudinal visits. Standard scalar-on-image regression models that fit each dataset separately are not…

统计方法学 · 统计学 2022-01-21 Xin Ma , Suprateek Kundu

This paper investigates the transceiver design problem in a noisy-sensing noisy-transmission multi-input multi-output (MIMO) wireless sensor network. Consider a cluster-based network, where multiple sensors scattering across several…

信息论 · 计算机科学 2015-09-21 Yang Liu , Jing Li , Xuanxuan Lu