Related papers: Probabilistic Segmentation via Total Variation Reg…
Partition-wise models offer a flexible approach for modeling complex and multidimensional data that are capable of producing interpretable results. They are based on partitioning the observed data into regions, each of which is modeled with…
In this paper, we propose new sequential randomized algorithms for convex optimization problems in the presence of uncertainty. A rigorous analysis of the theoretical properties of the solutions obtained by these algorithms, for full…
The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…
Our work focuses on stochastic gradient methods for optimizing a smooth non-convex loss function with a non-smooth non-convex regularizer. Research on this class of problem is quite limited, and until recently no non-asymptotic convergence…
We look at a stochastic time-varying optimization problem and we formulate online algorithms to find and track its optimizers in expectation. The algorithms are derived from the intuition that standard prediction and correction steps can be…
Semantic segmentation with fine-grained pixel-level accuracy is a fundamental component of a variety of computer vision applications. However, despite the large improvements provided by recent advances in the architectures of convolutional…
Time series are difficult to monitor, summarize and predict. Segmentation organizes time series into few intervals having uniform characteristics (flatness, linearity, modality, monotonicity and so on). For scalability, we require fast…
We present a probabilistic forecasting framework based on convolutional neural network for multiple related time series forecasting. The framework can be applied to estimate probability density under both parametric and non-parametric…
We consider the problem of learning the inhomogeneous intensity of a counting process, under a sparse segmentation assumption. We introduce a weighted total-variation penalization, using data-driven weights that correctly scale the…
We present an alternating augmented Lagrangian method for convex optimization problems where the cost function is the sum of two terms, one that is separable in the variable blocks, and a second that is separable in the difference between…
We present a novel approach to learn a kernel-based regression function. It is based on the useof conical combinations of data-based parameterized kernels and on a new stochastic convex optimization procedure of which we establish…
We propose a distributionally robust approach to learning hyperparameters for first-order methods in convex optimization. Given a dataset of problem instances, we minimize a Wasserstein distributionally robust version of the performance…
All imaging modalities such as computed tomography (CT), emission tomography and magnetic resonance imaging (MRI) require a reconstruction approach to produce an image. A common image processing task for applications that utilise those…
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…
Higher-order Markov chains are frequently used to model categorical time series. However, a major problem with fitting such models is the exponentially growing number of parameters in the model order. A popular approach to parsimonious…
In this paper we study the convex problem of optimizing the sum of a smooth function and a compactly supported non-smooth term with a specific separable form. We analyze the block version of the generalized conditional gradient method when…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
Graph-based variational methods have recently shown to be highly competitive for various classification problems of high-dimensional data, but are inherently difficult to handle from an optimization perspective. This paper proposes a convex…
We analyze the clustering problem through a flexible probabilistic model that aims to identify an optimal partition on the sample X 1 , ..., X n. We perform exact clustering with high probability using a convex semidefinite estimator that…
The problem of searching for a model-based scene interpretation is analyzed within a probabilistic framework. Object models are formulated as generative models for range data of the scene. A new statistical criterion, the truncated object…