相关论文: Structured Backward Errors for Special Classes of …

We consider a Bayesian framework for estimating a high-dimensional sparse precision matrix, in which adaptive shrinkage and sparsity are induced by a mixture of Laplace priors. Besides discussing our formulation from the Bayesian…

Semidefinite programs (SDPs) are standard convex problems that are frequently found in control and optimization applications. Interior-point methods can solve SDPs in polynomial time up to arbitrary accuracy, but scale poorly as the size of…

In this paper, we compute the structured eigenvalue backward error of a Rosenbrock system matrix $S(z)=\left[\begin{array}{cc} A-zI & B \\ C & P(z) \end{array}\right]$ for a given scalar $\lambda\in \mathbb C$. We have developed simplified…

Saddle point problems arise in a variety of applications, e.g., when solving the Stokes equations. They can be formulated such that the system matrix is symmetric, but indefinite, so the variational convergence theory that is usually used…

We survey the numerical stability of some fast algorithms for solving systems of linear equations and linear least squares problems with a low displacement-rank structure. For example, the matrices involved may be Toeplitz or Hankel. We…

A mathematical characterization of serially-pruned permutations (SPPs) employed in variable-length permuters and their associated fast pruning algorithms and architectures are proposed. Permuters are used in many signal processing systems…

This study introduces two second-order methods designed to provably avoid saddle points in composite nonconvex optimization problems: (i) a nonsmooth trust-region method and (ii) a curvilinear linesearch method. These developments are…

Statistical inference for stochastic block models typically relies on the spectrum of the normalized adjacency matrix $\A^*$. In practice, the true probability matrix $\mathbf{B}$ is unknown and must be replaced by a plug-in estimator…

Motivated by recent progress on stochastic matching with few queries, we embark on a systematic study of the sparsification of stochastic packing problems (SPP) more generally. Specifically, we consider SPPs where elements are independently…

The topic of recovery of a structured model given a small number of linear observations has been well-studied in recent years. Examples include recovering sparse or group-sparse vectors, low-rank matrices, and the sum of sparse and low-rank…

The trace approximation problem for Toeplitz matrices and its applications to stationary processes dates back to the classic book by Grenander and Szeg\"o, "Toeplitz forms and their applications". It has then been extensively studied in the…

This paper directly builds upon previous work where we introduced new reduced basis a posteriori error bounds for parametrized saddle point problems based on Brezzi's theory. We here sharpen these estimates for the special case of a…

In this paper, we propose a novel deep architecture tailored for 3D point cloud applications, named as SPE-Net. The embedded ``Selective Position Encoding (SPE)'' procedure relies on an attention mechanism that can effectively attend to the…

Semidefinite programming (SDP) problems are challenging to solve because of their high dimensionality. However, solving sparse SDP problems with small tree-width are known to be relatively easier because: (1) they can be decomposed into…

We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…

The main focus of this paper is the characterization and exploitation of the asymptotic spectrum of the saddle--point matrix sequences arising from the discretization of optimization problems constrained by elliptic partial differential…

This paper studies a structured compound stochastic program (SP) involving multiple expectations coupled by nonconvex and nonsmooth functions. We present a successive convex-programming based sampling algorithm and establish its…

We present a comprehensive framework for structured sparse coding and modeling extending the recent ideas of using learnable fast regressors to approximate exact sparse codes. For this purpose, we develop a novel block-coordinate proximal…

In this work, we conduct a systematic study of stochastic saddle point problems (SSP) and stochastic variational inequalities (SVI) under the constraint of $(\epsilon,\delta)$-differential privacy (DP) in both Euclidean and non-Euclidean…

Structural bias (SB) refers to systematic preferences of an optimisation algorithm for particular regions of the search space that arise independently of the objective function. While SB has been studied extensively in single-objective…