3 citations · 7 across the 4 of their papers we have counts for
4 papers
Random Subspace Cubic-Regularization Methods, with Applications to Low-Rank Functions
Coralia Cartis, Zhen Shao, Edward Tansley
We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to som…
Randomised subspace methods for non-convex optimization, with applications to nonlinear least-squares
Coralia Cartis, Jaroslav Fowkes, Zhen Shao
We propose a general random subspace framework for unconstrained nonconvex optimization problems that requires a weak probabilistic assumption on the subspace gradient, which we sh…
A Randomised Subspace Gauss-Newton Method for Nonlinear Least-Squares
Coralia Cartis, Jaroslav Fowkes, Zhen Shao
We propose a Randomised Subspace Gauss-Newton (R-SGN) algorithm for solving nonlinear least-squares optimization problems, that uses a sketched Jacobian of the residual in the vari…
Dimensionless Anomaly Detection on Multivariate Streams with Variance Norm and Path Signature
Zhen Shao, Ryan Sze-Yin Chan, Thomas Cochrane +2
In this paper, we propose a dimensionless anomaly detection method for multivariate streams. Our method is independent of the unit of measurement for the different stream channels,…