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Adaptive nuclear-norm penalization is proposed for low-rank matrix approximation, by which we develop a new reduced-rank estimation method for the general high-dimensional multivariate regression problems. The adaptive nuclear norm of a…

Methodology · Statistics 2012-09-25 Kun Chen , Hongbo Dong , Kung-Sik Chan

The Tikhonov-Phillips method is widely used for regularizing ill-posed inverse problems mainly due to the simplicity of its formulation as an optimization problem. The use of different penalizers in the functionals associated to the…

Functional Analysis · Mathematics 2011-08-23 Gisela L. Mazzieri , Ruben D. Spies , Karina G. Temperini

Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and commonly used in nonparametric…

Methodology · Statistics 2013-05-07 Robert Hable

Most of the literature on the solution of linear ill-posed operator equations, or their discretization, focuses only on the infinite-dimensional setting or only on the solution of the algebraic linear system of equations obtained by…

Numerical Analysis · Mathematics 2018-12-05 Ronny Ramlau , Lothar Reichel

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…

Numerical Analysis · Mathematics 2018-10-17 Herbert Egger , Bernd Hofmann

We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…

Machine Learning · Statistics 2016-04-15 Gilles Blanchard , Nicole Mücke

An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…

Optimization and Control · Mathematics 2019-02-28 S. Gratton , E. Simon , Ph. L. Toint

Penalized selection criteria like AIC or BIC are among the most popular methods for variable selection. Their theoretical properties have been studied intensively and are well understood, but making use of them in case of high-dimensional…

Methodology · Statistics 2016-04-27 Florian Frommlet , Gregory Nuel

A new exact projective penalty method is proposed for the equivalent reduction of constrained optimization problems to nonsmooth unconstrained ones. In the method, the original objective function is extended to infeasible points by summing…

Optimization and Control · Mathematics 2023-12-05 Vladimir Norkin

We investigate a Tikhonov regularization scheme specifically tailored for shallow neural networks within the context of solving a classic inverse problem: approximating an unknown function and its derivatives within a unit cubic domain…

Numerical Analysis · Mathematics 2024-12-17 Yuanyuan Li , Shuai Lu

In this work we collect and compare to each other many different numerical methods for regularized regression problem and for the problem of projection on a hyperplane. Such problems arise, for example, as a subproblem of demand matrix…

We describe a convergence acceleration technique for unconstrained optimization problems. Our scheme computes estimates of the optimum from a nonlinear average of the iterates produced by any optimization method. The weights in this average…

Optimization and Control · Mathematics 2019-04-16 Damien Scieur , Alexandre d'Aspremont , Francis Bach

This paper addresses Tikhonov like regularization methods with convex penalty functionals for solving nonlinear ill-posed operator equations formulated in Banach or, more general, topological spaces. We present an approach for proving…

Numerical Analysis · Mathematics 2009-06-19 Jens Geissler , Bernd Hofmann

The numerical solution of linear discrete ill-posed problems typically requires regularization, i.e., replacement of the available ill-conditioned problem by a nearby better conditioned one. The most popular regularization methods for…

Numerical Analysis · Mathematics 2016-02-11 Silvia Noschese , Lothar Reichel

Two important goals of high-dimensional modeling are prediction and variable selection. In this article, we consider regularization with combined $L_1$ and concave penalties, and study the sampling properties of the global optimum of the…

Methodology · Statistics 2016-05-12 Yingying Fan , Jinchi Lv

Recently, the stochastic asymptotical regularization (SAR) has been developed in (\emph{Inverse Problems}, 39: 015007, 2023) for the uncertainty quantification of the stable approximate solution of linear ill-posed inverse problems. In this…

Numerical Analysis · Mathematics 2024-08-27 Haie Long , Ye Zhang

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

From the viewpoint of inverse problem, the optimization of drug release based on the multi-laminated drug controlled release devices has been regarded as the solution problem of the diffusion equation initial value inverse problem. In view…

Numerical Analysis · Mathematics 2019-04-15 Xinming Zhang , Ling Ma
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