相关论文: Regularized Projection Matrix Approximation with A…

We propose a data-driven algorithm for the maximum a posteriori (MAP) estimation of stochastic processes from noisy observations. The primary statistical properties of the sought signal is specified by the penalty function (i.e., negative…

This paper proposes a distributed algorithm for a network of agents to solve an optimization problem with separable objective function and locally coupled constraints. Our strategy is based on reformulating the original constrained problem…

We develop a new consensus-based distributed algorithm for solving learning problems with feature partitioning and non-smooth convex objective functions. Such learning problems are not separable, i.e., the associated objective functions…

Matrix completion has attracted much interest in the past decade in machine learning and computer vision. For low-rank promotion in matrix completion, the nuclear norm penalty is convenient due to its convexity but has a bias problem.…

In this paper, we present a semi-proximal alternating direction method of multipliers (ADMM) for solving $3$-block separable convex minimization problems with the second block in the objective being a strongly convex function and one…

We develop a fixed-point iterative algorithm that computes the matrix projection with respect to the Bures distance on the set of positive definite matrices that are invariant under some symmetry. We prove that the fixed-point iteration…

We proposed an iterate scheme for solving convex-concave saddle-point problems associated with general convex-concave functions. We demonstrated that when our iterate scheme is applied to a special class of convex-concave functions, which…

We propose a framework to shrink a user-specified characteristic of a precision matrix estimator that is needed to fit a predictive model. Estimators in our framework minimize the Gaussian negative loglikelihood plus an $L_1$ penalty on a…

In point-based sensing systems such as coordinate measuring machines (CMM) and laser ultrasonics where complete sensing is impractical due to the high sensing time and cost, adaptive sensing through a systematic exploration is vital for…

Penalty methods are a well known class of algorithms for constrained optimization. They transform a constrained problem into a sequence of unconstrained \emph{penalized} problems in the hope that approximate solutions of the latter converge…

A method, called the adaptive cluster approximation (ACA), for single-impurity Anderson models is proposed. It is based on reduced density-matrix functional theory, where the one-particle reduced density matrix is used as the basic…

Community detection is a crucial task in network analysis that can be significantly improved by incorporating subject-level information, i.e. covariates. However, current methods often struggle with selecting tuning parameters and analyzing…

In this paper, we propose a unified framework of inexact stochastic Alternating Direction Method of Multipliers (ADMM) for solving nonconvex problems subject to linear constraints, whose objective comprises an average of finite-sum smooth…

The adaptive smoothing method (ASM) is a widely used approach for traffic state reconstruction. This article presents a Python implementation of ASM, featuring end-to-end calibration using real-world ground truth data. The calibration is…

Modeling the localized intensive deformation in a damaged solid requires highly refined discretization for accurate prediction, which significantly increases the computational cost. Although adaptive model refinement can be employed for…

We study the problem of estimating multiple predictive functions from a dictionary of basis functions in the nonparametric regression setting. Our estimation scheme assumes that each predictive function can be estimated in the form of a…

This paper considers the problem of distributed model fitting using the alternating directions method of multipliers (ADMM). ADMM splits the learning problem into several smaller subproblems, usually by partitioning the data samples. The…

Inexact alternating direction multiplier methods (ADMMs) are developed for solving general separable convex optimization problems with a linear constraint and with an objective that is the sum of smooth and nonsmooth terms. The approach…

Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the…

This work proposes a novel adaptive linearized alternating direction multiplier method (LADMM) to convex optimization, which improves the convergence rate of the LADMM-based algorithm by adjusting step-size iteratively.The innovation of…