The following pages link to Yang-yang Xu (Q692664):
Displaying 50 items.
- (Q256031) (redirect page) (← links)
- Parallel matrix factorization for low-rank tensor completion (Q256035) (← links)
- A fast patch-dictionary method for whole image recovery (Q326397) (← links)
- Multitask \(n\)-vehicle exploration problem: complexity and algorithm (Q394382) (← links)
- Learning circulant sensing kernels (Q479905) (← links)
- A variant of multi-task \(n\)-vehicle exploration problem: maximizing every processor's average profit (Q692666) (← links)
- An alternating direction algorithm for matrix completion with nonnegative factors (Q693195) (← links)
- HOSVD based multidimensional parameter estimation for massive MIMO system from incomplete channel measurements (Q784644) (← links)
- Some improved Ky Fan type eigenvalue inclusion sets for tensors (Q831272) (← links)
- Some further results on the maximal hitting times of trees with some given parameters (Q833005) (← links)
- A globally convergent algorithm for nonconvex optimization based on block coordinate update (Q1676921) (← links)
- Coordinate-friendly structures, algorithms and applications (Q1690621) (← links)
- Asynchronous parallel primal-dual block coordinate update methods for affinely constrained convex programs (Q1734768) (← links)
- Some criteria for identifying strong \(\mathcal{H}\)-tensors (Q1736399) (← links)
- ADMM for the SDP relaxation of the QAP (Q1741118) (← links)
- Accelerated primal-dual proximal block coordinate updating methods for constrained convex optimization (Q1753069) (← links)
- Theoretical, numerical and experimental studies on double-frequency synchronization of three exciters in dynamic vibration absorption system (Q2110125) (← links)
- Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization (Q2125072) (← links)
- Adaptive primal-dual stochastic gradient method for expectation-constrained convex stochastic programs (Q2146450) (← links)
- Some bounds of eigenvalues for Hadamard product and Fan product of tensors (Q2196421) (← links)
- Lower complexity bounds of first-order methods for convex-concave bilinear saddle-point problems (Q2220653) (← links)
- Iteration complexity of inexact augmented Lagrangian methods for constrained convex programming (Q2220658) (← links)
- Markov chain block coordinate descent (Q2301127) (← links)
- Randomized primal-dual proximal block coordinate updates (Q2314059) (← links)
- Some results on the Hadamard product of tensors (Q2321600) (← links)
- Some results on Brauer-type and Brualdi-type eigenvalue inclusion sets for tensors (Q2322464) (← links)
- Proximal gradient method for huberized support vector machine (Q2337512) (← links)
- Alternating proximal gradient method for sparse nonnegative Tucker decomposition (Q2356334) (← links)
- Global and local structure preserving sparse subspace learning: an iterative approach to unsupervised feature selection (Q2416964) (← links)
- On the convergence of asynchronous parallel iteration with unbounded delays (Q2422607) (← links)
- Two non-parameter iterative algorithms for identifying strong \(\mathcal {H}\)-tensors (Q2424040) (← links)
- Momentum-based variance-reduced proximal stochastic gradient method for composite nonconvex stochastic optimization (Q2679567) (← links)
- Existence of \(L^q\)-dimension and entropy dimension of self-conformal measures on Riemannian manifolds (Q2693980) (← links)
- ARock: An Algorithmic Framework for Asynchronous Parallel Coordinate Updates (Q2821779) (← links)
- Improved Iteratively Reweighted Least Squares for Unconstrained Smoothed $\ell_q$ Minimization (Q2840384) (← links)
- A Block Coordinate Descent Method for Regularized Multiconvex Optimization with Applications to Nonnegative Tensor Factorization and Completion (Q2873262) (← links)
- Block Stochastic Gradient Iteration for Convex and Nonconvex Optimization (Q2945126) (← links)
- (Q3054107) (← links)
- A locally and cubically convergent algorithm for computing 𝒵‐eigenpairs of symmetric tensors (Q3297078) (← links)
- Hybrid Jacobian and Gauss--Seidel Proximal Block Coordinate Update Methods for Linearly Constrained Convex Programming (Q4609466) (← links)
- On the convergence of higher-order orthogonal iteration (Q4685516) (← links)
- Fast Algorithms for Higher-Order Singular Value Decomposition from Incomplete Data (Q4688138) (← links)
- Adaptive lasso for accelerated hazards models (Q4960733) (← links)
- Accelerated First-Order Primal-Dual Proximal Methods for Linearly Constrained Composite Convex Programming (Q4976160) (← links)
- First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems (Q5097011) (← links)
- Primal-Dual Stochastic Gradient Method for Convex Programs with Many Functional Constraints (Q5114401) (← links)
- (Q5127789) (← links)
- THE NON-SPECTRAL PROPERTY OF A CLASS OF PLANAR SELF-SIMILAR MEASURES (Q5129913) (← links)
- Formation regimes of vortex rings in thermals (Q5210673) (← links)
- Distributed Stochastic Inertial-Accelerated Methods with Delayed Derivatives for Nonconvex Problems (Q5863523) (← links)