相关论文: A Rellich's result revisited and sensitivity of so…
For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…
We present a complexity reduction algorithm for a family of parameter-dependent linear systems when the system parameters belong to a compact semi-algebraic set. This algorithm potentially describes the underlying dynamical system with…
We propose a new sparsity-smoothness penalty for high-dimensional generalized additive models. The combination of sparsity and smoothness is crucial for mathematical theory as well as performance for finite-sample data. We present a…
Deep learning has achieved remarkable success across a wide range of tasks, but its models often suffer from instability and vulnerability: small changes to the input may drastically affect predictions, while optimization can be hindered by…
Based on a new idea of factorization, we prove an improved discrete Rellich inequality and discuss its optimality. We also give a conjecture on improved higher order discrete Hardy-like inequalities and formulate an open problem for the…
Solving a singular linear system for an individual vector solution is an ill-posed problem with a condition number infinity. From an alternative perspective, however, the general solution of a singular system is of a bounded sensitivity as…
Overdetermined systems of first kind integral equations appear in many applications. When the right-hand side is discretized, the resulting finite-data problem is ill-posed and admits infinitely many solutions. We propose a numerical method…
We provide an analytical framework for balanced realization model order reduction of linear control systems which depend on an unknown parameter. Besides recovering known results for the first order corrections, we obtain explicit novel…
We analyze the problem of global reconstruction of functions as accurately as possible, based on partial information in the form of a truncated power series at some point, and additional analyticity properties. This situation occurs…
This paper studies first-order algorithms for solving fully composite optimization problems over convex and compact sets. We leverage the structure of the objective by handling its differentiable and non-differentiable components…
Systems of fuzzy relation equations and inequalities in which an unknown fuzzy relation is on the one side of the equation or inequality are linear systems. They are the most studied ones, and a vast literature on linear systems focuses on…
Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…
Generalized additive models have been popular among statisticians and data analysts in multivariate nonparametric regression with non-Gaussian responses including binary and count data. In this paper, a new likelihood approach for fitting…
This article generalizes a recently introduced procedure to solve nonlinear systems of equations, radically departing from the conventional Newton-Raphson scheme. The original nonlinear system is first unfolded into three simpler…
The usual approach to developing and analyzing first-order methods for smooth convex optimization assumes that the gradient of the objective function is uniformly smooth with some Lipschitz constant $L$. However, in many settings the…
Most systems and learning algorithms optimize average performance or average loss -- one reason being computational complexity. However, many objectives of practical interest are more complex than simply average loss. This arises, for…
We consider global efficiency of algorithms for minimizing a sum of a convex function and a composition of a Lipschitz convex function with a smooth map. The basic algorithm we rely on is the prox-linear method, which in each iteration…
Solving multiple parametrised related systems is an essential component of many numerical tasks, and learning from the already solved systems will make this process faster. In this work, we propose a novel probabilistic linear solver over…
A random walk-based method is proposed to efficiently compute the solution of a large class of fractional in time linear systems of differential equations (linear F-ODE systems), along with the derivatives with respect to the system…
We present a complete reimplementation of the LinearSystem package of Magma, with substantial improvements in design and performance. The resulting efficiency enables computations that were previously out of reach. We briefly describe the…