相关论文: Selective Multiple Power Iteration: from Tensor PC…

This paper presents a tensor-recovery method to solve probabilistic power flow problems. Our approach generates a high-dimensional and sparse generalized polynomial-chaos expansion that provides useful statistical information. The result…

Optimization algorithms play a central role in chemistry since optimization is the computational keystone of most molecular and electronic structure calculations. Herein, we introduce the iterative power algorithm (IPA) for global…

In this paper, we present a new trajectory optimization algorithm for stochastic linear systems which combines Model Predictive Path Integral (MPPI) control with Constrained Covariance Steering (CSS) to achieve high performance with safety…

Tensor decomposition serves as a powerful primitive in statistics and machine learning, and has numerous applications in problems such as learning latent variable models or mixture of Gaussians. In this paper, we focus on using power…

Recently, greedy algorithm has received much attention as a cost-effective means to reconstruct the sparse signals from compressed measurements. Much of previous work has focused on the investigation of a single candidate to identify the…

The signal to noise ratio (SNR) fundamentally limits the information accessible by magnetic resonance imaging (MRI). This limitation has been addressed by a host of denoising techniques, recently including so-called MPPCA: Principal…

This paper proposes Constrained Sampling Cluster Model Predictive Path Integral (CSC-MPPI), a novel constrained formulation of MPPI designed to enhance trajectory optimization while enforcing strict constraints on system states and control…

For many practical applications in wireless communications, we need to recover a structured sparse signal from a linear observation model with dynamic grid parameters in the sensing matrix. Conventional expectation maximization (EM)-based…

We study the dynamics of gradient flow in high dimensions for the multi-spiked tensor problem, where the goal is to estimate $r$ unknown signal vectors (spikes) from noisy Gaussian tensor observations. Specifically, we analyze the maximum…

In this report, a novel efficient algorithm for recovery of jointly sparse signals (sparse matrix) from multiple incomplete measurements has been presented, in particular, the NESTA-based MMV optimization method. In a nutshell, the jointly…

An increasing number of data science and machine learning problems rely on computation with tensors, which better capture the multi-way relationships and interactions of data than matrices. When tapping into this critical advantage, a key…

This paper presents a reactive navigation method that leverages a Model Predictive Path Integral (MPPI) control enhanced with spline interpolation for the control input sequence and Stein Variational Gradient Descent (SVGD). The MPPI…

In this paper, we propose a cone projected power iteration algorithm to recover the first principal eigenvector from a noisy positive semidefinite matrix. When the true principal eigenvector is assumed to belong to a convex cone, the…

We introduce the Subspace Power Method (SPM) for calculating the CP decomposition of low-rank real symmetric tensors. This algorithm calculates one new CP component at a time, alternating between applying the shifted symmetric higher-order…

We consider the infinite-horizon discounted optimal control problem formalized by Markov Decision Processes. We focus on several approximate variations of the Policy Iteration algorithm: Approximate Policy Iteration, Conservative Policy…

Practical systems often suffer from hardware impairments that already appear during signal generation. Despite the limiting effect of such input-noise impairments on signal processing systems, they are routinely ignored in the literature.…

We study the recovery of multiple high-dimensional signals from two noisy, correlated modalities: a spiked matrix and a spiked tensor sharing a common low-rank structure. This setting generalizes classical spiked matrix and tensor models,…

This paper describes a fast algorithm for recovering low-rank matrices from their linear measurements contaminated with Poisson noise: the Poisson noise Maximum Likelihood Singular Value thresholding (PMLSV) algorithm. We propose a convex…

The steered response power (SRP) is a popular approach to compute a map of the acoustic scene, typically used for acoustic source localization. The SRP map is obtained as the frequency-weighted output power of a beamformer steered towards a…

We introduce a mini-batch stochastic variance-reduced algorithm to solve finite-sum scale invariant problems which cover several examples in machine learning and statistics such as principal component analysis (PCA) and estimation of…