相关论文: Wirtinger gradient descent methods for low-dose Po…
Estimating a binary vector from noisy linear measurements is a prototypical problem for MIMO systems. A popular algorithm, called the box-relaxation decoder, estimates the target signal by solving a least squares problem with convex…
Task learning in neural networks typically requires finding a globally optimal minimizer to a loss function objective. Conventional designs of swarm based optimization methods apply a fixed update rule, with possibly an adaptive step-size…
We consider the problem of recovering a real-valued $n$-dimensional signal from $m$ phaseless, linear measurements and analyze the amplitude-based non-smooth least squares objective. We establish local convergence of subgradient descent…
Stochastic gradient descent (SGD) is one of the most popular algorithms in modern machine learning. The noise encountered in these applications is different from that in many theoretical analyses of stochastic gradient algorithms. In this…
In this paper we consider large-scale composite optimization problems having the objective function formed as a sum of two terms (possibly nonconvex), one has (block) coordinate-wise Lipschitz continuous gradient and the other is…
In a variety of problems originating in supervised, unsupervised, and reinforcement learning, the loss function is defined by an expectation over a collection of random variables, which might be part of a probabilistic model or the external…
We consider the optimization problem of minimizing a functional defined over a family of probability distributions, where the objective functional is assumed to possess a variational form. Such a distributional optimization problem arises…
In this paper, we present a novel approach to approximate the gain function of the feedback particle filter (FPF). The exact gain function is the solution of a Poisson equation involving a probability-weighted Laplacian. The numerical…
An algorithm is devised for solving minimization problems with equality constraints. The algorithm uses first-order derivatives of both the objective function and the constraints. The step is computed as a sum between a steepest-descent…
Recovering high-dimensional statistical structure from limited measurements is a fundamental challenge in hyperspectral imaging, where capturing full-resolution data is often infeasible due to sensor, bandwidth, or acquisition constraints.…
The paper considers the problem of network-based computation of global minima in smooth nonconvex optimization problems. It is known that distributed gradient-descent-type algorithms can achieve convergence to the set of global minima by…
In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…
Although the standard formulations of prediction problems involve fully-observed and noiseless data drawn in an i.i.d. manner, many applications involve noisy and/or missing data, possibly involving dependence, as well. We study these…
We propose an adaptive zeroth-order method for minimizing differentiable functions with $L$-Lipschitz continuous gradients. The method is designed to take advantage of the eventual compressibility of the gradient of the objective function,…
The light-based minimum-time circadian entrainment problem for mammals, Neurospora, and Drosophila is studied based on the mathematical models of their circadian gene regulation. These models contain high order nonlinear differential…
Online minimization of an unknown convex function over the interval $[0,1]$ is considered under first-order stochastic bandit feedback, which returns a random realization of the gradient of the function at each query point. Without knowing…
In this short note, we consider the worst case noise robustness of any phase retrieval algorithm which aims to reconstruct all nonvanishing vectors $\mathbf{x} \in \mathbb{C}^d$ (up to a single global phase multiple) from the magnitudes of…
Low-photon phase imaging is essential in applications where the signal is limited by short exposure times, faint targets, or the need to protect delicate samples. We address this challenge with Poisson Wavefront Imaging (PWI), an…
Any gradient descent optimization requires to choose a learning rate. With deeper and deeper models, tuning that learning rate can easily become tedious and does not necessarily lead to an ideal convergence. We propose a variation of the…
Ptychography has risen as a reference X-ray imaging technique: it achieves resolutions of one billionth of a meter, macroscopic field of view, or the capability to retrieve chemical or magnetic contrast, among other features. A…