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In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Recent work established that rank overparameterization eliminates spurious local minima in nonconvex low-rank matrix recovery under the restricted isometry property (RIP). But this does not fully explain the practical success of…

Optimization and Control · Mathematics 2025-05-07 Richard Y. Zhang

We propose a new estimator for the high-dimensional linear regression model with observation error in the design where the number of coefficients is potentially larger than the sample size. The main novelty of our procedure is that the…

Methodology · Statistics 2019-09-09 Alexandre Belloni , Abhishek Kaul , Mathieu Rosenbaum

Sparse regularization such as $\ell_1$ regularization is a quite powerful and widely used strategy for high dimensional learning problems. The effectiveness of sparse regularization has been supported practically and theoretically by…

Machine Learning · Statistics 2018-02-23 Masaaki Takada , Taiji Suzuki , Hironori Fujisawa

Designing computational experiments involving $\ell_1$ minimization with linear constraints in a finite-dimensional, real-valued space for receiving a sparse solution with a precise number $k$ of nonzero entries is, in general, difficult.…

Optimization and Control · Mathematics 2013-09-11 Christian Kruschel , Dirk A. Lorenz

We consider the inverse problem of recovering a continuous-domain function from a finite number of noisy linear measurements. The unknown signal is modeled as the sum of a slowly varying trend and a periodic or quasi-periodic seasonal…

Functional Analysis · Mathematics 2025-05-16 Julien Fageot

Non-convex functional constrained optimization problems have gained substantial attention in machine learning and data science, addressing broad requirements that typically go beyond the often performance-centric objectives. An influential…

Optimization and Control · Mathematics 2025-10-29 Sang Bin Moon , Jong Gwang Kim , Ashish Chandra , Christopher Brinton , Abolfazl Hashemi

$\ell_1$-penalized quantile regression is widely used for analyzing high-dimensional data with heterogeneity. It is now recognized that the $\ell_1$-penalty introduces non-negligible estimation bias, while a proper use of concave…

Methodology · Statistics 2021-09-14 Kean Ming Tan , Lan Wang , Wen-Xin Zhou

In this paper, we consider a class of non-convex and non-smooth sparse optimization problems, which encompass most existing nonconvex sparsity-inducing terms. We show the second-order optimality conditions only depend on the nonzeros of the…

Optimization and Control · Mathematics 2024-12-13 Luwei Bai , Yaohua Hu , Hao Wang , Xiaoqi Yang

Regularized empirical risk minimization including support vector machines plays an important role in machine learning theory. In this paper regularized pairwise learning (RPL) methods based on kernels will be investigated. One example is…

Statistics Theory · Mathematics 2015-10-13 Andreas Christmann , Ding-Xuan Zhou

We compute precise asymptotic expressions for the learning curves of least squares random feature (RF) models with either a separable strongly convex regularization or the $\ell_1$ regularization. We propose a novel multi-level application…

Machine Learning · Statistics 2023-03-02 David Bosch , Ashkan Panahi , Ayca Özcelikkale , Devdatt Dubhash

We examine the duality theory for a class of non-convex functions obtained by composing a convex function with a continuous one. Using Fenchel duality, we derive a dual problem that satisfies weak duality under general assumptions. To…

Optimization and Control · Mathematics 2025-10-08 Vittorio Latorre

In this paper we explore the role of duality principles within the problem of rotation averaging, a fundamental task in a wide range of computer vision applications. In its conventional form, rotation averaging is stated as a minimization…

Computer Vision and Pattern Recognition · Computer Science 2017-11-30 Anders Eriksson , Carl Olsson , Fredrik Kahl , Tat-Jun Chin

We consider estimating a compact set from finite data by approximating the support function of that set via sublinear regression. Support functions uniquely characterize a compact set up to closure of convexification, and are sublinear…

Systems and Control · Electrical Eng. & Systems 2023-03-24 Shadi Haddad , Abhishek Halder

We study the robustness properties of $\ell_1$ norm minimization for the classical linear regression problem with a given design matrix and contamination restricted to the dependent variable. We perform a fine error analysis of the $\ell_1$…

Optimization and Control · Mathematics 2014-02-26 Salvador Flores , Luis M. Briceno-Arias

We formulate sparse support recovery as a salient set identification problem and use information-theoretic analyses to characterize the recovery performance and sample complexity. We consider a very general model where we are not restricted…

Information Theory · Computer Science 2014-03-14 Cem Aksoylar , Venkatesh Saligrama

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

The curse of dimensionality is a recognized challenge in nonparametric estimation. This paper develops a new L0-norm regularization approach to the convex quantile and expectile regressions for subset variable selection. We show how to use…

Methodology · Statistics 2021-07-08 Sheng Dai

Sparse modeling has been widely and successfully used in many applications such as computer vision, machine learning, and pattern recognition. Accompanied with those applications, significant research has studied the theoretical limits and…

Information Theory · Computer Science 2016-10-04 Yuki Itoh , Marco F. Duarte , Mario Parente

Under the linear regression framework, we study the variable selection problem when the underlying model is assumed to have a small number of nonzero coefficients (i.e., the underlying linear model is sparse). Non-convex penalties in…

Statistics Theory · Mathematics 2018-12-19 Shanshan Cao , Xiaoming Huo , Jong-Shi Pang