Related papers: A Study of the Matrix Carleson Embedding Theorem w…
We propose a new method of learning a sparse nonnegative-definite target matrix. Our primary example of the target matrix is the inverse of a population covariance or correlation matrix. The algorithm first estimates each column of the…
It is well known that the minimum $\ell_2$-norm solution of the convex LASSO model, say $\mathbf{x}_{\star}$, is a continuous piecewise linear function of the regularization parameter $\lambda$, and its signed sparsity pattern is constant…
In this paper, several versions of the Kolmogorov-Riesz compactness theorem in weighted Lebesgue spaces with matrix weights are obtained. In particular, when the matrix weight $W$ is in the known $A_p$ class, a characterization of totally…
Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…
Neural networks are usually not the tool of choice for nonparametric high-dimensional problems where the number of input features is much larger than the number of observations. Though neural networks can approximate complex multivariate…
The paper proposes a new covariance estimator for large covariance matrices when the variables have a natural ordering. Using the Cholesky decomposition of the inverse, we impose a banded structure on the Cholesky factor, and select the…
We propose to optimize the activation functions of a deep neural network by adding a corresponding functional regularization to the cost function. We justify the use of a second-order total-variation criterion. This allows us to derive a…
This work presents a new approach to solve the sparse linear regression problem, i.e., to determine a k-sparse vector w in R^d that minimizes the cost ||y - Aw||^2_2. In contrast to the existing methods, our proposed approach splits this…
We investigate the relation between Carleson sequence and balayage, and use this to give an easy proof of the equivalence of the L1-norms of the maximal function and the square function in non-honogeneous martingale settings.
We present for the first time a model-independent anatomy of the ratio $\varepsilon'/\varepsilon$ in the context of the $\Delta S = 1$ effective theory with operators invariant under QCD and QED and in the context of the Standard Model…
Compressive sensing claims that the sparse signals can be reconstructed exactly from many fewer measurements than traditionally believed necessary. One of issues ensuring the successful compressive sensing is to deal with the…
Given two unital C*-algebras equipped with states and a positive operator in the enveloping von Neumann algebra of their minimal tensor product, we define three parameters that measure the capacity of the operator to align with a coupling…
Model sparsification in deep learning promotes simpler, more interpretable models with fewer parameters. This not only reduces the model's memory footprint and computational needs but also shortens inference time. This work focuses on…
We propose a unified framework to solve general low-rank plus sparse matrix recovery problems based on matrix factorization, which covers a broad family of objective functions satisfying the restricted strong convexity and smoothness…
In this paper, new equivalence theorems for the boundedness of the composition of a quasilinear operator $T$ with the Hardy and Copson operators in weighted Lebesgue spaces are proved. The usefulness of the obtained results is illustrated…
Recently, in a series of papers [32,38,39,41], the ratio of $\ell_1$ and $\ell_2$ norms was proposed as a sparsity inducing function for noiseless compressed sensing. In this paper, we further study properties of such model in the noiseless…
We prove an extension of the Walsh-analog of the Carleson-Hunt theorem, where the $L^\infty$ norm defining the Carleson maximal operator has been replaced by an $L^q$ maximal-multiplier-norm. Additionally, we consider certain associated…
We propose a sparse algebra for samplet compressed kernel matrices, to enable efficient scattered data analysis. We show the compression of kernel matrices by means of samplets produces optimally sparse matrices in a certain S-format. It…
We develop new solvability methods for divergence form second order, real and complex, elliptic systems above Lipschitz graphs, with $L_2$ boundary data. The coefficients $A$ may depend on all variables, but are assumed to be close to…
The Lasso is an attractive technique for regularization and variable selection for high-dimensional data, where the number of predictor variables $p_n$ is potentially much larger than the number of samples $n$. However, it was recently…