English
Related papers

Related papers: Technical report : Risk-neutral density recovery v…

200 papers

Distributions measured in high energy physics experiments are usually distorted and/or transformed by various detector effects. A regularization method for unfolding these distributions is re-formulated in terms of the Singular Value…

High Energy Physics - Phenomenology · Physics 2008-11-26 Andreas Hoecker , Vakhtang Kartvelishvili

A recent trend in Non-Rigid Structure-from-Motion (NRSfM) is to express local, differential constraints between pairs of images, from which the surface normal at any point can be obtained by solving a system of polynomial equations. The…

Computer Vision and Pattern Recognition · Computer Science 2021-07-14 Shaifali Parashar , Yuxuan Long , Mathieu Salzmann , Pascal Fua

Reduced rank regression (RRR) is a fundamental tool for modeling multiple responses through low-dimensional latent structures, offering both interpretability and strong predictive performance in high-dimensional settings. Classical RRR…

Methodology · Statistics 2026-01-01 The Tien Mai

Regression discontinuity (RD) is a widely used quasi-experimental design for causal inference. In the standard RD, the assignment to treatment is determined by a continuous pretreatment variable (i.e., running variable) falling above or…

Methodology · Statistics 2020-06-23 Fan Li , Andrea Mercatanti , Taneli Makinen , Andrea Silvestrini

Optimization over the Stiefel manifold is a fundamental computational problem in many scientific and engineering applications. Despite considerable research effort, high-dimensional optimization problems over the Stiefel manifold remain…

Optimization and Control · Mathematics 2025-05-16 Andy Yat-Ming Cheung , Jinxin Wang , Man-Chung Yue , Anthony Man-Cho So

Previous super-resolution reconstruction (SR) works are always designed on the assumption that the degradation operation is fixed, such as bicubic downsampling. However, as for remote sensing images, some unexpected factors can cause the…

Image and Video Processing · Electrical Eng. & Systems 2023-05-23 Mengze Xu , Jie Ma , Yuanyuan Zhu

In this paper, we propose a convex optimization-based estimation of sparse and smooth power spectral densities (PSDs) of complex-valued random processes from mixtures of realizations. While the PSDs are related to the magnitude of the…

Signal Processing · Electrical Eng. & Systems 2024-01-23 Hiroki Kuroda , Daichi Kitahara , Eiichi Yoshikawa , Hiroshi Kikuchi , Tomoo Ushio

The mathematical theory of super-resolution developed recently by Cand\`{e}s and Fernandes-Granda states that a continuous, sparse frequency spectrum can be recovered with infinite precision via a (convex) atomic norm technique given a set…

Information Theory · Computer Science 2015-10-19 Zai Yang , Lihua Xie

We study average-reward Markov decision processes (AMDPs) and develop novel first-order methods with strong theoretical guarantees for both policy optimization and policy evaluation. Compared with intensive research efforts in finite sample…

Machine Learning · Computer Science 2024-10-01 Tianjiao Li , Feiyang Wu , Guanghui Lan

This paper studies the mismatch removal problem, which may serve as the subsequent step of feature matching. Non-rigid deformation makes it difficult to remove mismatches because no parametric transformation can be found. To solve this…

Computer Vision and Pattern Recognition · Computer Science 2020-07-20 Haoyin Zhou , Jagadeesan Jayender

The randomized singular value decomposition (SVD) has become a popular approach to computing cheap, yet accurate, low-rank approximations to matrices due to its efficiency and strong theoretical guarantees. Recent work by Boull\'e and…

Numerical Analysis · Mathematics 2024-12-10 David Persson , Nicolas Boullé , Daniel Kressner

Kinetic transport equations are notoriously difficult to simulate because of their complex multiscale behaviors and the need to numerically resolve a high dimensional probability density function. Past literature has focused on building…

Numerical Analysis · Mathematics 2022-11-10 Zhichao Peng , Yanlai Chen , Yingda Cheng , Fengyan Li

In this paper, we propose a Riemannian steepest descent method for solving a blind deconvolution problem. We prove that the proposed algorithm with an appropriate initialization will recover the exact solution with high probability when the…

Information Theory · Computer Science 2018-04-17 Wen Huang , Paul Hand

We propose a new constrained optimization approach to hyperspectral (HS) image restoration. Most existing methods restore a desirable HS image by solving some optimization problem, which consists of a regularization term(s) and a…

Signal Processing · Electrical Eng. & Systems 2020-09-09 Saori Takeyama , Shunsuke Ono , Itsuo Kumazawa

A fast algorithm for solving the under-determined 3-D linear gravity inverse problem based on the randomized singular value decomposition (RSVD) is developed. The algorithm combines an iteratively reweighted approach for $L_1$-norm…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A. Renaut , Vahid E. Ardestani

This paper presents an efficient optimization technique for gridless {2-D} line spectrum estimation, named decoupled atomic norm minimization (D-ANM). The framework of atomic norm minimization (ANM) is considered, which has been…

Signal Processing · Electrical Eng. & Systems 2022-04-27 Zhe Zhang , Yue Wang , Zhi Tian

In this paper, we investigate tensor recovery problems within the tensor singular value decomposition (t-SVD) framework. We propose the partial sum of the tubal nuclear norm (PSTNN) of a tensor. The PSTNN is a surrogate of the tensor tubal…

Numerical Analysis · Computer Science 2020-01-24 Tai-Xiang Jiang , Ting-Zhu Huang , Xi-Le Zhao , Liang-Jian Deng

Security proof methods for quantum key distribution, QKD, that are based on the numerical key rate calculation problem, are powerful in principle. However, the practicality of the methods are limited by computational resources and the…

Quantum Physics · Physics 2022-09-14 Hao Hu , Jiyoung Im , Jie Lin , Norbert Lütkenhaus , Henry Wolkowicz

Truncated Singular Value Decomposition (SVD) calculates the closest rank-$k$ approximation of a given input matrix. Selecting the appropriate rank $k$ defines a critical model order choice in most applications of SVD. To obtain a principled…

Information Theory · Computer Science 2013-01-08 Mario Frank , Joachim M. Buhmann

The higher-order tensor renormalization group (HOTRG) is a fundamental method to calculate the physical quantities by using a tensor network representation. This method is based on the singular value decomposition (SVD) to take the…

Statistical Mechanics · Physics 2023-07-27 Katsumasa Nakayama