Search Results for author: Joong-Ho Won

Found 11 papers, 6 papers with code

On the Correctness of the Generalized Isotonic Recursive Partitioning Algorithm

no code implementations9 Jan 2024 Joong-Ho Won, Jihan Jung

This paper presents an in-depth analysis of the generalized isotonic recursive partitioning (GIRP) algorithm for fitting isotonic models under separable convex losses, proposed by Luss and Rosset [J. Comput.

Wasserstein Geodesic Generator for Conditional Distributions

1 code implementation20 Aug 2023 Young-geun Kim, Kyungbok Lee, Youngwon Choi, Joong-Ho Won, Myunghee Cho Paik

The conditional distributions given unobserved intermediate domains are on the Wasserstein geodesic between conditional distributions given two observed domain labels.

Statistical inference with implicit SGD: proximal Robbins-Monro vs. Polyak-Ruppert

no code implementations25 Jun 2022 Yoonhyung Lee, Sungdong Lee, Joong-Ho Won

In this paper, we conduct an in-depth analysis of the two modes of ISGD for smooth convex functions, namely proximal Robbins-Monro (proxRM) and proximal Poylak-Ruppert (proxPR) procedures, for their use in statistical inference on model parameters.

valid

Proximity Operator of the Matrix Perspective Function and its Applications

no code implementations NeurIPS 2020 Joong-Ho Won

We show that the matrix perspective function, which is jointly convex in the Cartesian product of a standard Euclidean vector space and a conformal space of symmetric matrices, has a proximity operator in an almost closed form.

Model Selection

High-Performance Statistical Computing in the Computing Environments of the 2020s

1 code implementation7 Jan 2020 Seyoon Ko, Hua Zhou, Jin Zhou, Joong-Ho Won

To our knowledge, this is the first demonstration of the feasibility of penalized regression of survival outcomes at this scale.

Computation

Orthogonal Trace-Sum Maximization: Applications, Local Algorithms, and Global Optimality

1 code implementation8 Nov 2018 Joong-Ho Won, Hua Zhou, Kenneth Lange

Through a close inspection of Ky Fan's classical result (1949) on the variational formulation of the sum of largest eigenvalues of a symmetric matrix, and a semidefinite programming (SDP) relaxation of the latter, we first provide a simple method to certify global optimality of a given stationary point of OTSM.

Optimization and Control Computation

Splitting with Near-Circulant Linear Systems: Applications to Total Variation CT and PET

1 code implementation31 Oct 2018 Ernest K. Ryu, Seyoon Ko, Joong-Ho Won

Many imaging problems, such as total variation reconstruction of X-ray computed tomography (CT) and positron-emission tomography (PET), are solved via a convex optimization problem with near-circulant, but not actually circulant, linear systems.

Optimization and Control

Easily parallelizable and distributable class of algorithms for structured sparsity, with optimal acceleration

1 code implementation21 Feb 2017 Seyoon Ko, Donghyeon Yu, Joong-Ho Won

From this unification we propose a continuum of preconditioned forward-backward operator splitting algorithms amenable to parallel and distributed computing.

Distributed Computing

Cannot find the paper you are looking for? You can Submit a new open access paper.