Proximal Markov chain Monte Carlo is a novel construct that lies at the intersection of Bayesian computation and convex optimization, which helped popularize the use of nondifferentiable priors in …
This paper studies an optimization problem on the sum of traces of matrix quadratic forms in m semiorthogonal matrices, which can be considered as a generalization of the synchronization of rotatio…
This paper studies the problem of maximizing the sum of traces of matrix quadratic forms on a product of Stiefel manifolds. This orthogonal trace-sum maximization (OTSM) problem generalizes many in…