相关论文: Adaptive sparse interpolation for accelerating non…

Sparse signal representations based on linear combinations of learned atoms have been used to obtain state-of-the-art results in several practical signal processing applications. Approximation methods are needed to process high-dimensional…

This paper studies high-dimensional sparse clustering, a combinatorial NP-hard problem arising from the bilinear coupling between cluster assignment and feature selection. We analyze semidefinite programming (SDP) relaxations of $K$-means…

Many problems in control theory can be formulated as semidefinite programs (SDPs). For large-scale SDPs, it is important to exploit the inherent sparsity to improve the scalability. This paper develops efficient first-order methods to solve…

This paper proposes a simple yet highly accurate prediction-correction algorithm, SHARP, for unconstrained time-varying optimization problems. Its prediction is based on an extrapolation derived from the Lagrange interpolation of past…

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…

This article presents two novel adaptive-sparse polynomial dimensional decomposition (PDD) methods for solving high-dimensional uncertainty quantification problems in computational science and engineering. The methods entail global…

This work presents a non-intrusive reduced-order modeling framework for dynamical systems with spatially localized features characterized by slow singular value decay. The proposed approach builds upon two existing methodologies for reduced…

A nonintrusive model order reduction method for bilinear stochastic differential equations with additive noise is proposed. A reduced order model (ROM) is designed in order to approximate the statistical properties of high-dimensional…

The main computational cost of algorithms for computing reduced-order models of parametric dynamical systems is in solving sequences of very large and sparse linear systems. We focus on efficiently solving these linear systems, arising…

We describe a strategy for solving nonlinear eigenproblems numerically. Our approach is based on the approximation of a vector-valued function, defined as solution of a non-homogeneous version of the eigenproblem. This approximation step is…

This paper introduces robust twoblock (RTB) simultaneous dimension reduction, which is the first statistically robust method to perform simultaneous dimension reduction in two blocks of variables and allows to fine-tune the model complexity…

We propose a scalable method for computing global solutions of nonlinear, high-dimensional dynamic stochastic economic models. First, within a time iteration framework, we approximate economic policy functions using an adaptive,…

We consider adaptive approximations of the parameter-to-solution map for elliptic operator equations depending on a large or infinite number of parameters, comparing approximation strategies of different degrees of nonlinearity: sparse…

In this work, we develop Non-Intrusive Reduced Order Models (NIROMs) that combine Proper Orthogonal Decomposition (POD) with a Radial Basis Function (RBF) interpolation method to construct efficient reduced order models for time-dependent…

In this paper we propose local approximation spaces for localized model order reduction procedures such as domain decomposition and multiscale methods. Those spaces are constructed from local solutions of the partial differential equation…

Discrete empirical interpolation method (DEIM) estimates a function from its incomplete pointwise measurements. Unfortunately, DEIM suffers large interpolation errors when few measurements are available. Here, we introduce Sparse DEIM…

We employ chordal decomposition to reformulate a large and sparse semidefinite program (SDP), either in primal or dual standard form, into an equivalent SDP with smaller positive semidefinite (PSD) constraints. In contrast to previous…

Temporal spike recognition plays a crucial role in various domains, including anomaly detection, keyword spotting and neuroscience. This paper presents a novel algorithm for efficient temporal spike pattern recognition on sparse event…

Learning representation from relative similarity comparisons, often called ordinal embedding, gains rising attention in recent years. Most of the existing methods are batch methods designed mainly based on the convex optimization, say, the…

The task of repeatedly solving parametrized partial differential equations (pPDEs) in, e.g. optimization or interactive applications, makes it imperative to design highly efficient and equally accurate surrogate models. The reduced basis…