Related papers: Linear under-determined systems with sparse soluti…
Motivated by the need to better understand the properties of sparse cutting-planes used in mixed integer programming solvers, the paper [2] studied the idealized problem of how well a polytope is approximated by the use of sparse valid…
Linear system identification and sparse dictionary learning can both be seen as structured matrix factorization problems. However, these two problems have historically been studied in isolation by the systems theory and machine learning…
The inversion of linear systems is a fundamental step in many inverse problems. Computational challenges exist when trying to invert large linear systems, where limited computing resources mean that only part of the system can be kept in…
We survey the state of the art on the algorithmic analysis of discrete linear dynamical systems, focussing in particular on reachability, model-checking, and invariant-generation questions, both unconditionally as well as relative to…
Finding sparse solutions of underdetermined systems of linear equations is a fundamental problem in signal processing and statistics which has become a subject of interest in recent years. In general, these systems have infinitely many…
We survey the problem of deciding the stability or stabilizability of uncertain linear systems whose region of uncertainty is a polytope. This natural setting has applications in many fields of applied science, from Control Theory to…
Partial Differential Equations (PDEs) describe several problems relevant to many fields of applied sciences, and their discrete counterparts typically involve the solution of sparse linear systems. In this context, we focus on the analysis…
We consider optimal design of infinite-dimensional Bayesian linear inverse problems governed by partial differential equations that contain secondary reducible model uncertainties, in addition to the uncertainty in the inversion parameters.…
A number of discrete and continuous optimization problems in machine learning are related to convex minimization problems under submodular constraints. In this paper, we deal with a submodular function with a directed graph structure, and…
Many imaging science tasks can be modeled as a discrete linear inverse problem. Solving linear inverse problems is often challenging, with ill-conditioned operators and potentially non-unique solutions. Embedding prior knowledge, such as…
In this work, we address the problem of identifying sparse continuous-time dynamical systems when the spacing between successive samples (the sampling period) is not constant over time. The proposed approach combines the…
Decision tree optimization is notoriously difficult from a computational perspective but essential for the field of interpretable machine learning. Despite efforts over the past 40 years, only recently have optimization breakthroughs been…
In subset selection we search for the best linear predictor that involves a small subset of variables. From a computational complexity viewpoint, subset selection is NP-hard and few classes are known to be solvable in polynomial time. Using…
Distributionally robust optimization is used to tackle decision making problems under uncertainty where the distribution of the uncertain data is ambiguous. Many ambiguity sets have been proposed for continuous uncertainty that build on…
In this paper we look at a connection between the $\ell_q,0\leq q\leq 1$, optimization and under-determined linear systems of equations with sparse solutions. The case $q=1$, or in other words $\ell_1$ optimization and its a connection with…
This paper investigates the idea of designing data-driven partial estimators for nonlinear systems showing parametric uncertainties using sparse multivariate polynomial relationships. A general framework is first presented and then…
Recently, a class of algorithms combining classical fixed point iterations with repeated random sparsification of approximate solution vectors has been successfully applied to eigenproblems with matrices as large as $10^{108} \times…
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…
Deep neural networks (DNNs) have emerged as key enablers of machine learning. Applying larger DNNs to more diverse applications is an important challenge. The computations performed during DNN training and inference are dominated by…
Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…