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Recent work in signal processing and statistics have focused on defining new regularization functions, which not only induce sparsity of the solution, but also take into account the structure of the problem. We present in this paper a class…

Machine Learning · Computer Science 2011-10-21 Julien Mairal , Rodolphe Jenatton , Guillaume Obozinski , Francis Bach

The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…

Statistics Theory · Mathematics 2013-09-20 Irène Gannaz

Recent efforts to develop trustworthy AI systems have increased interest in learning problems with explicit requirements, or constraints. In deep learning, however, such problems are often handled through fixed weighted-sum penalization:…

Machine Learning · Computer Science 2026-05-08 Juan Ramirez , Meraj Hashemizadeh , Simon Lacoste-Julien

Denoising, detrending, deconvolution: usual restoration tasks, traditionally decoupled. Coupled formulations entail complex ill-posed inverse problems. We propose PENDANTSS for joint trend removal and blind deconvolution of sparse peak-like…

Signal Processing · Electrical Eng. & Systems 2023-03-17 Paul Zheng , Emilie Chouzenoux , Laurent Duval

We propose a novel penalty method framework for the non-self-adjoint topology optimization problems, taking compliant mechanism problems as an example, by incorporating a convex nonlocal perimeter approximation scheme. We rigorously analyze…

Optimization and Control · Mathematics 2026-03-03 Wei Gong , Yuanda Ye

This paper considers stochastic optimization problems with weakly convex objective and constraint functions. We propose Prox-PEP, a proximal method equipped with quadratic subproblems. To handle nonlinear equality constraints, we employ an…

Optimization and Control · Mathematics 2026-05-11 Lixin Tang , Xingyu Wang , Liwei Zhang

The identification of predictive biomarkers from a large scale of covariates for subgroup analysis has attracted fundamental attention in medical research. In this article, we propose a generalized penalized regression method with a novel…

Methodology · Statistics 2019-04-29 Chong Ma , Wenxuan Deng , Shuangge Ma , Ray Liu , Kevin Galinsky

Chance constraints are a valuable tool for the design of safe decisions in uncertain environments; they are used to model satisfaction of a constraint with a target probability. However, because of possible non-convexity and non-smoothness,…

Optimization and Control · Mathematics 2021-03-22 Yassine Laguel , Jérôme Malick , Wim Ackooij

For signals belonging to balls in smoothness classes and noise with enough moments, the asymptotic behavior of the minimax quadratic risk among soft-threshold estimates is investigated. In turn, these results, combined with a median…

Statistics Theory · Mathematics 2016-08-16 R. Averkamp , C. Houdré

We propose an implicit iterative algorithm for an exact penalty method arising from inequality constrained optimization problems. A rapidly convergent fixed point method is developed for a regularized penalty functional. The applicability…

Optimization and Control · Mathematics 2012-10-05 Kazufumi Ito , Tomoya Takeuchi

We propose a new approach, {\it two-dimensional fused binary compressive sensing} (2DFBCS) to recover 2D sparse piece-wise signals from 1-bit measurements, exploiting 2D group sparsity for 1-bit compressive sensing recovery. The proposed…

Computer Vision and Pattern Recognition · Computer Science 2014-02-24 Xiangrong Zeng , Mário A. T. Figueiredo

In this paper, we propose a novel sparse recovery method based on the generalized error function. The penalty function introduced involves both the shape and the scale parameters, making it very flexible. The theoretical analysis results in…

Numerical Analysis · Mathematics 2021-06-04 Zhiyong Zhou

Neural recordings, returns from radars and sonars, images in astronomy and single-molecule microscopy can be modeled as a linear superposition of a small number of scaled and delayed copies of a band-limited or diffraction-limited point…

Information Theory · Computer Science 2016-05-25 Yuejie Chi

The Lasso is biased. Concave penalized least squares estimation (PLSE) takes advantage of signal strength to reduce this bias, leading to sharper error bounds in prediction, coefficient estimation and variable selection. For prediction and…

Statistics Theory · Mathematics 2017-12-29 Long Feng , Cun-Hui Zhang

We consider the problem of sparse estimation in a factor analysis model. A traditional estimation procedure in use is the following two-step approach: the model is estimated by maximum likelihood method and then a rotation technique is…

Methodology · Statistics 2013-03-18 Kei Hirose , Michio Yamamoto

We study a functional linear regression model that deals with functional responses and allows for both functional covariates and high-dimensional vector covariates. The proposed model is flexible and nests several functional regression…

Statistics Theory · Mathematics 2022-08-24 Daren Wang , Zifeng Zhao , Yi Yu , Rebecca Willett

We introduce a novel class of variable selection penalties called TWIN, which provides sensible data-adaptive penalization. Under a linear sparsity regime and random Gaussian designs we show that penalties in the TWIN class have a high…

Methodology · Statistics 2018-06-07 Xiaowu Dai , Jared D. Huling

Most compressed sensing algorithms do not account for the effect of saturation in noisy compressed measurements, though saturation is an important consequence of the limited dynamic range of existing sensors. The few algorithms that handle…

Machine Learning · Computer Science 2021-02-09 Shuvayan Banerjee , Radhe Srivastava , Ajit Rajwade

Location estimation is a central problem in functional data analysis. In this paper, we investigate penalized spline estimators of location for discretely sampled functional data under a broad class of convex loss functions. Our framework…

Methodology · Statistics 2025-08-19 Ioannis Kalogridis

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

Optimization and Control · Mathematics 2020-04-29 Angelia Nedich , Tatiana Tatarenko
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