Search Results - Stochastic majorization–minimization algorithm

Convergence analysis of stochastic higher-order majorization-minimization algorithms by Lupu, Daniela, Necoara, Ion

“…Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic…”
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SABRINA: A Stochastic Subspace Majorization-Minimization Algorithm by Chouzenoux, Emilie, Fest, Jean-Baptiste

“… We introduce a general stochastic optimization framework, called StochAstic suBspace majoRIzation-miNimization Algorithm SABRINA that encompasses MM quadratic schemes possibly enhanced…”
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Convergence analysis of stochastic higher-order majorization-minimization algorithms by Lupu, Daniela, Necoara, Ion

“…Majorization-minimization schemes are a broad class of iterative methods targeting general optimization problems, including nonconvex, nonsmooth and stochastic…”
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Stream-suitable optimization algorithms for some soft-margin support vector machine variants by Nguyen, Hien D., Jones, Andrew T., McLachlan, Geoffrey J.

“… The training of SVMs usually requires that the data be available all at once, in batch. The Stochastic majorization–minimization (SMM…”
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Stochastic Variance-Reduced Majorization-Minimization Algorithms by Phan, Duy-Nhat, Bartz, Sedi, Guha, Nilabja, Phan, Hung M

“… Consequently, effective algorithms for such scenarios are scarce. We introduce and study three stochastic variance-reduced majorization-minimization (MM…”
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Sequential Sample Average Majorization–Minimization by Fort, Gersende, Forbes, Florence, Nguyen, Hien Duy

“… When the solution to the SAA problem cannot be obtained in closed form, the Majorization–Minimization (MM) algorithm framework constitutes a broad class of incremental…”
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RIS-Aided mmWave Transmission: A Stochastic Majorization-Minimization Approach by Zhou, Gui, Pan, Cunhua, Ren, Hong, Wang, Kezhi, Chai, Kok Keong

“… To enhance the robustness of the beamforming in the presence of random blockages, we formulate a stochastic optimization problem with the aim of minimizing the outage probability…”
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Stochastic Majorization-Minimization Algorithms for Large-Scale Optimization by Mairal, Julien

“…Majorization-minimization algorithms consist of iteratively minimizing a majorizing surrogate of an objective function…”
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Online Robust Reduced-Rank Regression by Yang, Yangzhuoran Fin, Zhao, Ziping

“… In this paper, we address the robustness via the robust maximum likelihood estimation procedure based on Cauchy distribution and a stochastic estimation procedure is further adopted to deal with the large-scale data sets. An efficient algorithm leveraging on the stochastic majorization minimization method is proposed for problem-solving. The proposed model and algorithm is validated numerically by comparing with the state-of-the-art methods…”
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Sequential Sample Average Majorization–Minimization by Fort, Gersende, Forbes, Florence, Nguyen, Hien Duy

“… When the solution to the SAA problem cannot be obtained in closed form, the Majorization--Minimization (MM…”
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Statistically Robust Beamforming Design for Joint Target Detection and Communications by Liu, Pingchuan, Shen, Hong, Xu, Wei, Zhou, Shixian, Zhao, Chunming

“… To address the challenging stochastic optimization problem, we first derive…”
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A Framework for Hardware Impairments-Aware Multi-Antenna Transceiver Design in IoT Systems via Majorization-Minimization by Gong, Shiqi, Wang, Jintao, Zhao, Xin, Ma, Shaodan, Xing, Chengwen

“… To address the nonconvexity of the formulated problem, we propose an efficient majorization-minimization (MM…”
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Stochastic regularized majorization-minimization with weakly convex and multi-convex surrogates by Lyu, Hanbaek

“…Stochastic majorization-minimization (SMM) is a class of stochastic optimization algorithms that proceed by sampling new data points and minimizing a recursive average of surrogate functions of an objective function…”
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Stochastic Successive Convex Approximation for Non-Convex Constrained Stochastic Optimization by An Liu, Lau, Vincent K. N., Kananian, Borna

“… Most existing methods for non-convex stochastic optimization, such as the stochastic (average) gradient and stochastic majorization-minimization, only consider minimizing a stochastic non-convex objective over a deterministic convex set…”
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A stochastic maximum-likelihood framework for simplex structured matrix factorization by Ruiyuan Wu, Wing-Kin Ma, Xiao Fu

“…Consider a structured matrix factorizaton (SMF) whose coefficient vectors are constrained to lie in the unit simplex. This kind of simplex SMF (SSMF) has…”
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Fuzzy serial-parallel stochastic configuration networks based on nonconvex dynamic membership function optimization by Qiao, Jinghui, Qiao, Jiayu, Gao, Peng, Bai, Zhe, Xiong, Ningkang

“… to handle uncertain industrial data. Then the parameters of the nonconvex membership functions are optimized based on Majorization-Minimization algorithm and Generalized Projective Gradient Descent algorithm…”
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The stochastic proximal distance algorithm by Jiang, Haoyu, Xu, Jason

“… In this work, we propose and analyze a stochastic version of the recently proposed proximal distance algorithm, a class of iterative optimization methods that recover a desired constrained estimation…”
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A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation by Chouzenoux, Emilie, Pesquet, Jean-Christophe

“…Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing…”
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Stochastic Subsampling for Factorizing Huge Matrices by Mensch, Arthur, Mairal, Julien, Thirion, Bertrand, Varoquaux, Gael

“…We present a matrix-factorization algorithm that scales to input matrices with both huge number of rows and columns…”
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Robust Joint Design of Waveform and Mismatched Filter for ISRJ Suppression via Stochastic Majorization Minimization by Yuan, Youwei, Li, Yongzhe, Tao, Ran

“…In this paper, we propose a joint design of a unimodular waveform and a mismatched filter to suppress interrupted sampling repeater jamming (ISRJ). The goal of…”
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