44 citations · 250 across the 61 of their papers we have counts for
4 papers · 1 filter
Decentralized Schemes with Overlap for Solving Graph-Structured Optimization Problems
Sungho Shin, Victor M. Zavala, Mihai Anitescu
We present a new algorithmic paradigm for the decentralized solution of graph-structured optimization problems that arise in the estimation and control of network systems. A key an…
Scalable Gaussian Process Computations Using Hierarchical Matrices
Christopher J. Geoga, Mihai Anitescu, Michael L. Stein
We present a kernel-independent method that applies hierarchical matrices to the problem of maximum likelihood estimation for Gaussian processes. The proposed approximation provide…
Simulating the stochastic dynamics and cascade failure of power networks
Charles Matthews, Bradly Stadie, Jonathan Weare +2
For large-scale power networks, the failure of particular transmission lines can offload power to other lines and cause self-protection trips to activate, instigating a cascade of…
A fast algorithm for maximum likelihood estimation of mixture proportions using sequential quadratic programming
Youngseok Kim, Peter Carbonetto, Matthew Stephens +1
Maximum likelihood estimation of mixture proportions has a long history, and continues to play an important role in modern statistics, including in development of nonparametric emp…