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We present an algorithm to approximate the solutions to variational problems where set of admissible functions consists of convex functions. The main motivator behind this numerical method is estimating solutions to Adverse Selection…

Optimization and Control · Mathematics 2008-03-07 Ivar Ekeland , Santiago Moreno

This paper presents a novel stochastic optimisation methodology to perform empirical Bayesian inference in semi-blind image deconvolution problems. Given a blurred image and a parametric class of possible operators, the proposed…

Applications · Statistics 2024-03-12 Charlesquin Kemajou Mbakam , Marcelo Pereyra , Jean-François Giovannelli

Given noisy data, function estimation is considered when the unknown function is known a priori to consist of a small number of regions where the function is either convex or concave. When the number of regions is unknown, the model…

Methodology · Statistics 2019-11-14 Kurt S. Riedel

Estimation of Markov Random Field and covariance models from high-dimensional data represents a canonical problem that has received a lot of attention in the literature. A key assumption, widely employed, is that of {\em sparsity} of the…

Optimization and Control · Mathematics 2018-05-16 Davoud Ataee Tarzanagh , George Michailidis

Given noisy data, function estimation is considered when the unknown function is known apriori to consist of a small number of regions where the function is either convex or concave. When the regions are known apriori, the estimate is…

Methodology · Statistics 2020-02-18 Kurt S. Riedel

In this paper, we consider adaptive estimation of an unknown planar compact, convex set from noisy measurements of its support function on a uniform grid. Both the problem of estimating the support function at a point and that of estimating…

Statistics Theory · Mathematics 2015-08-18 Tony Cai , Adityanand Guntuboyina , Yuting Wei

Image reconstruction under multiple light scattering is crucial in a number of applications such as diffraction tomography. The reconstruction problem is often formulated as a nonconvex optimization, where a nonlinear measurement model is…

Computer Vision and Pattern Recognition · Computer Science 2018-07-04 Yu Sun , Zhihao Xia , Ulugbek S. Kamilov

We study the nonparametric least squares estimator (LSE) of a multivariate convex regression function. The LSE, given as the solution to a quadratic program with $O(n^2)$ linear constraints ($n$ being the sample size), is difficult to…

Computation · Statistics 2015-09-29 Rahul Mazumder , Arkopal Choudhury , Garud Iyengar , Bodhisattva Sen

Obtaining high resolution images from low resolution data with clipped noise is algorithmically challenging due to the ill-posed nature of the problem. So far such problems have hardly been tackled, and the few existing approaches use…

Computer Vision and Pattern Recognition · Computer Science 2021-05-03 Kireeti Bodduna , Joachim Weickert , Marcelo Cárdenas

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

Estimation of linear functionals from observed data is an important task in many subjects. Juditsky & Nemirovski [The Annals of Statistics 37.5A (2009): 2278-2300] propose a framework for non-parametric estimation of linear functionals in a…

Statistics Theory · Mathematics 2021-12-08 Akshay Seshadri , Stephen Becker

We proposed a novel dense line spectrum super-resolution algorithm, the DMRA, that leverages dynamical multi-resolution of atoms technique to address the limitation of traditional compressed sensing methods when handling dense point-source…

Signal Processing · Electrical Eng. & Systems 2024-09-04 Mingguang Han , Yi Zeng , Xiaoguang Li , Tiejun Li

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

A linear functional of an object from a convex symmetric set can be optimally estimated, in a worst-case sense, by a linear functional of observations made on the object. This well-known fact is extended here to a nonlinear setting: other…

Functional Analysis · Mathematics 2025-12-25 Simon Foucart

The scalar-on-image regression model examines the association between a scalar response and a bivariate function (e.g., images) through the estimation of a bivariate coefficient function. Existing approaches often impose smoothness…

Methodology · Statistics 2025-09-11 Sijia Liao , Xiaoxiao Sun , Ning Hao , Hao Helen Zhang

Hyperspectral remote sensing images (HSIs) are characterized by having a low spatial resolution and a high spectral resolution, whereas multispectral images (MSIs) are characterized by low spectral and high spatial resolutions. These…

Computer Vision and Pattern Recognition · Computer Science 2014-06-11 Miguel Simões , José Bioucas-Dias , Luis B. Almeida , Jocelyn Chanussot

Many statistical $M$-estimators are based on convex optimization problems formed by the combination of a data-dependent loss function with a norm-based regularizer. We analyze the convergence rates of projected gradient and composite…

Machine Learning · Statistics 2012-07-26 Alekh Agarwal , Sahand N. Negahban , Martin J. Wainwright

The joint optimization of the reconstruction and classification error is a hard non convex problem, especially when a non linear mapping is utilized. In order to overcome this obstacle, a novel optimization strategy is proposed, in which a…

Machine Learning · Computer Science 2022-11-07 Ioannis A. Nellas , Sotiris K. Tasoulis , Vassilis P. Plagianakos , Spiros V. Georgakopoulos

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the…

Machine Learning · Statistics 2017-11-07 Song Liu , Akiko Takeda , Taiji Suzuki , Kenji Fukumizu

In this paper, the estimation problem for sparse reduced rank regression (SRRR) model is considered. The SRRR model is widely used for dimension reduction and variable selection with applications in signal processing, econometrics, etc. The…

Machine Learning · Statistics 2018-03-21 Ziping Zhao , Daniel P. Palomar