This paper is about a curious phenomenon. Suppose we have a data matrix, which is the superposition of a low-rank component and a sparse component. Can we recover each component i...
Abstract. We revisit Gaussian Adaptation (GaA), a black-box optimizer for discrete and continuous problems that has been developed in the late 1960’s. This largely neglected sear...
We study efficient importance sampling techniques for particle filtering (PF) when either (a) the observation likelihood (OL) is frequently multimodal or heavy-tailed, or (b) the s...
Abstract. This text is an informal review of several randomized algorithms that have appeared over the past two decades and have proved instrumental in extracting efficiently quant...
We present an approximation scheme for optimizing certain Quadratic Integer Programming problems with positive semidefinite objective functions and global linear constraints. Thi...