Related papers: Sparse domination of sharp variational truncations
The problem of integrated volatility estimation for the solution X of a stochastic differential equation with L{\'e}vy-type jumps is considered under discrete high-frequency observations in both short and long time horizon. We provide an…
We establish analogs of sharp weighted weak-type bounds for $m$-sublinear operators satisfying sparse form domination, including multilinear Calder\'on-Zygmund singular integrals. Our results, which hold for general $\vec{p} \in…
We prove boundedness of Calder\'on-Zygmund operators acting in Banach functions spaces on domains, defined by the $L_1$ Carleson functional and $L_q$ ($1<q<\infty$) Whitney averages. For such bounds to hold, we assume that the operator maps…
This work presents a data-driven approach to the identification of spatial and temporal truncation errors for linear and nonlinear discretization schemes of Partial Differential Equations (PDEs). Motivated by the central role of truncation…
We obtain a weak type $(1,1)$ estimate for a maximal operator associated with the classical rough homogeneous singular integrals $T_{\Omega}$. In particular, this provides a different approach to a sparse domination for $T_{\Omega}$…
Bayesian hierarchical models have been demonstrated to provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models comprise typically a conditionally Gaussian prior model for the unknown, augmented by…
Undirected graphical models are applied in genomics, protein structure prediction, and neuroscience to identify sparse interactions that underlie discrete data. Although Bayesian methods for inference would be favorable in these contexts,…
In this paper, we prove bilinear sparse domination bounds for a wide class of Fourier integral operators of general rank, as well as oscillatory integral operators associated to H\"ormander symbol classes $S^m_{\rho,\delta}$ for all…
We consider a non-convex constrained Lagrangian formulation of a fundamental bi-criteria optimization problem for variable selection in statistical learning; the two criteria are a smooth (possibly) nonconvex loss function, measuring the…
We give a constructive proof of the factorization theorem for the classical Hardy space in terms of fractional integral operator. Moreover, the result is extended to the multilinear case and weighted case. As an application, we obtain the…
Consider a regression model with fixed design and Gaussian noise where the regression function can potentially be well approximated by a function that admits a sparse representation in a given dictionary. This paper resorts to exponential…
Nous poursuivons l'\'etude d'un contr\^ole \'epars d'un op\'erateur singulier. Plus pr\'ecis\'ement nous expliquons comment on peut conserver certaines propri\'et\'es de l'op\'erateur initial \`a travers un tel contr\^ole et d\'ecrivons…
This paper investigates how models of spatiotemporal dynamics in the form of nonlinear partial differential equations can be identified directly from noisy data using a combination of sparse regression and weak formulation. Using the…
In this paper, we estimate the high dimensional precision matrix under the weak sparsity condition where many entries are nearly zero. We revisit the sparse column-wise inverse operator (SCIO) estimator \cite{liu2015fast} and derive its…
We give a short proof of the sharp weighted bound for sparse operators that holds for all $p$, $1<p<\infty$. By recent developments this implies the bounds hold for any Calder\'on-Zygmund operator. The novelty of our approach is that we…
This paper addresses the problem of identifying sparse linear time-invariant (LTI) systems from a single sample trajectory generated by the system dynamics. We introduce a Lasso-like estimator for the parameters of the system, taking into…
Weak lensing convergence maps - upon which higher order statistics can be calculated - can be recovered from observations of the shear field by solving the lensing inverse problem. For typical surveys this inverse problem is ill-posed…
This paper is motivated by structured sparsity for deep neural network training. We study a weighted group L0-norm constraint, and present the projection and normal cone of this set. Using randomized smoothing, we develop zeroth and…
Local polynomial regression of order one or higher often performs poorly in areas with sparse data. In contrast, local constant regression tends to be more robust in these regions, although it is generally the least accurate approach,…
In the context of a linear model with a sparse coefficient vector, exponential weights methods have been shown to be achieve oracle inequalities for prediction. We show that such methods also succeed at variable selection and estimation…