Shiqian Ma - Softwares

FPCA (Fixed Point Continuation Method with Approximate SVD)

• A matlab code for solving matrix completion and matrix rank minimization problems. [website]

• References:

  • Shiqian Ma, Donald Goldfarb and Lifeng Chen. Fixed Point and Bregman Iterative Methods for Matrix Rank Minimization. Mathematical Programming Series A. 128 (1): 321-353, 2011. [link]

  • Donald Goldfarb and Shiqian Ma. Convergence of Fixed-Point Continuation Algorithms for Matrix Rank Minimization. Foundations of Computational Mathematics. 11 (2): 183-210, 2011. [link]

TVCMRI (Total Variation based Compressed MRI)

• A matlab code for solving total variation based compressed MRI problems. [website]

• Reference:

  • Shiqian Ma, Wotao Yin, Yin Zhang and Amit Chakraborty. An Efficient Algorithm for Compressed MR Imaging Using Total Variation and Wavelets, IEEE Conference on Computer Vision and Pattern Recognition (CVPR). 2008.

ALM for SICS (Alternating Linearization Method for Sparse Inverse Covariance Selection)

• A matlab code for sparse inverse covariance selection. [website]

• Reference:

  • Katya Scheinberg, Shiqian Ma and Donald Goldfarb. Sparse Inverse Covariance Selection via Alternating Linearization Methods. Twenty-Fourth Annual Conference on Neural Information Processing Systems (NIPS). 2010. [link]

ALM for RPCA (Alternating Linearization Method for Robust Principal Component Analysis)

• A matlab code for robust principal component analysis. [website]

• Reference:

  • Donald Goldfarb, Shiqian Ma and Katya Scheinberg. Fast Alternating Linearization Methods for Minimizing the Sum of Two Convex Functions. Mathematical Programming Series A, to appear, 2012. [link]

ADM for Latent Variable Gaussian Graphical Model Selection (Latent Variable Graphical Lasso)

• A matlab code for latent variable Gaussian graphical model selction. [website]

• Reference:

  • Shiqian Ma, Lingzhou Xue and Hui Zou. Alternating Direction Methods for Latent Variable Gaussian Graphical Model Selection. Neural Computation, to appear, 2013. [link]

Tensor PCA (computing the largest eigenvalue and eigenvectors of a given tensor via convex optimization)

• A matlab code for Tensor PCA. [code]

• Reference:

  • Bo Jiang, Shiqian Ma and Shuzhong Zhang. Tensor Principal Component Analysis via Convex Optimization. Mathematical Programming Series A, to appear, 2014. [link]

SVRG-BB (for empirical risk minimization in machine learning)

• The python code is here: [link]

• Reference:

  • Conghui Tan, Shiqian Ma, Yu-Hong Dai and Yuqiu Qian. Barzilai-Borwein Step Size for Stochastic Gradient Descent. NIPS. 2016. [link]