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Sparse Representation (SR) techniques encode the test samples into a sparse linear combination of all training samples and then classify the test samples into the class with the minimum residual. The classification of SR techniques depends…

Many problems in data science can be treated as estimating a low-rank matrix from highly incomplete, sometimes even corrupted, observations. One popular approach is to resort to matrix factorization, where the low-rank matrix factors are…

Regression is the workhorse of statistics, and is often faced with real data that contain outliers. When these are casewise outliers, that is, cases that are entirely wrong or belong to a different population, the issue can be remedied by…

In this paper, we introduce a novel estimator for vision-aided inertial navigation systems (VINS), the Preconditioned Cholesky-based Square Root Information Filter (PC-SRIF). When solving linear systems, employing Cholesky decomposition…

We study nonlinear constrained optimization problems in which only function evaluations of the objective and constraints are available. Existing zeroth-order methods rely on noisy gradient and Jacobian surrogates in high dimensions, making…

The objective of this research was to compute the principal matrix square root with sparse approximation. A new stable iterative scheme avoiding fully matrix inversion (SIAI) is provided. The analysis on the sparsity and error of the…

Scaled relative graphs (SRGs) enable graphical analysis and design of nonlinear systems. In this paper, we present a systematic approach for computing both soft and hard SRGs of nonlinear systems using dynamic integral quadratic constraints…

We study the impact of different discretization choices on the accuracy of SPH and we explore them in a large number of Newtonian and special-relativistic benchmark tests. As a first improvement, we explore a gradient prescription that…

Remote state estimation in cyber-physical systems is often vulnerable to cyber-attacks due to wireless connections between sensors and computing units. In such scenarios, adversaries compromise the system by injecting false data or blocking…

Many real-world applications are addressed through a linear least-squares problem formulation, whose solution is calculated by means of an iterative approach. A huge amount of studies has been carried out in the optimization field to…

Traditional tensor decomposition methods, e.g., two dimensional principal component analysis and two dimensional singular value decomposition, that minimize mean square errors, are sensitive to outliers. To overcome this problem, in this…

Sum-of-squares (SOS) optimization provides a computationally tractable framework for certifying polynomial nonnegativity. If the considered problem is convex, the SOS problem can be transcribed into and solved by semi-definite programs.…

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

An efficient decoding algorithm named `divided decoder' is proposed in this paper. Divided decoding can be combined with any decoder using QR-decomposition and offers different pairs of performance and complexity. Divided decoding provides…

While the SLIM approach obtained high ranking-accuracy in many experiments in the literature, it is also known for its high computational cost of learning its parameters from data. For this reason, we focus in this paper on variants of…

In high-dimensional data, many sparse regression methods have been proposed. However, they may not be robust against outliers. Recently, the use of density power weight has been studied for robust parameter estimation and the corresponding…

Nonnegative matrix factorization (NMF) has been widely used to dimensionality reduction in machine learning. However, the traditional NMF does not properly handle outliers, so that it is sensitive to noise. In order to improve the…

Regression splines are smooth, flexible, and parsimonious nonparametric function estimators. They are known to be sensitive to knot number and placement, but if assumptions such as monotonicity or convexity may be imposed on the regression…

A new spectral conjugate subgradient method is presented to solve nonsmooth unconstrained optimization problems. The method combines the spectral conjugate gradient method for smooth problems with the spectral subgradient method for…

Principal component regression (PCR) is a simple, but powerful and ubiquitously utilized method. Its effectiveness is well established when the covariates exhibit low-rank structure. However, its ability to handle settings with noisy,…