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math.OC2024
Optimization Algorithm Design via Electric Circuits
Stephen P. Boyd, Tetiana Parshakova, Ernest K. Ryu +1
We present a novel methodology for convex optimization algorithm design using ideas from electric RLC circuits. Given an optimization problem, the first stage of the methodology is…
stat.ML2024
Fitting Multilevel Factor Models
Tetiana Parshakova, Trevor Hastie, Stephen Boyd
We examine a special case of the multilevel factor model, with covariance given by multilevel low rank (MLR) matrix~\cite{parshakova2023factor}. We develop a novel, fast implementa…