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This paper considers estimation of sparse covariance matrices and establishes the optimal rate of convergence under a range of matrix operator norm and Bregman divergence losses. A major focus is on the derivation of a rate sharp minimax…

Statistics Theory · Mathematics 2013-02-14 T. Tony Cai , Harrison H. Zhou

Here we examine some connections between the notions of generalized arithmetic means, geodesics, Lagrange-Hamilton dynamics and Bregman divergences. In a previous paper we developed a predictive interpretation of generalized arithmetic…

Optimization and Control · Mathematics 2020-07-31 Henryk Gzyl

There is growing body of learning problems for which it is natural to organize the parameters into matrix, so as to appropriately regularize the parameters under some matrix norm (in order to impose some more sophisticated prior knowledge).…

Machine Learning · Computer Science 2010-10-19 Sham M. Kakade , Shai Shalev-Shwartz , Ambuj Tewari

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

Statistics Theory · Mathematics 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

A general deterministic analysis to state the necessary conditions with a coefficient determination for the variational source condition to hold is provided. Of particular interest in terms of the choice of the regularization parameter, it…

Numerical Analysis · Mathematics 2016-07-19 Erdem Altuntac

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

The aim of this paper is to discuss and evaluate total variation based regularization methods for motion estimation, with particular focus on optical flow models. In addition to standard $L^2$ and $L^1$ data fidelities we give an overview…

Numerical Analysis · Mathematics 2015-12-02 Martin Burger , Hendrik Dirks , Lena Frerking

In this paper, we consider the problem of minimizing the average of a large number of nonsmooth and convex functions. Such problems often arise in typical machine learning problems as empirical risk minimization, but are computationally…

Machine Learning · Statistics 2018-05-21 Wenjie Huang

We propose an adaptive regularization scheme in a variational framework where a convex composite energy functional is optimized. We consider a number of imaging problems including denoising, segmentation and motion estimation, which are…

Computer Vision and Pattern Recognition · Computer Science 2017-03-01 Byung-Woo Hong , Ja-Keoung Koo , Hendrik Dirks , Martin Burger

An optical flow variational model is proposed for a sequence of images defined on a domain in $\mathbb{R}^2$. We introduce a regularization term given by the $L^1$ norm of a fractional differential operator. To solve the minimization…

Numerical Analysis · Mathematics 2015-12-07 Somayeh Gh. Bardeji , Isabel N. Figueiredo , Ercília Sousa

Many fundamental machine learning tasks can be formulated as a problem of learning with vector-valued functions, where we learn multiple scalar-valued functions together. Although there is some generalization analysis on different specific…

Machine Learning · Computer Science 2021-04-30 Liang Wu , Antoine Ledent , Yunwen Lei , Marius Kloft

Recovering a function from integrals over conical surfaces recently got significant interest. It is relevant for emission tomography with Compton cameras and other imaging applications. In this paper, we consider the weighted conical Radon…

Numerical Analysis · Mathematics 2018-12-05 Markus Haltmeier , Daniela Schiefeneder

We consider the nonstationary iterated Tikhonov regularization in Banach spaces which defines the iterates via minimization problems with uniformly convex penalty term. The penalty term is allowed to be non-smooth to include $L^1$ and total…

Numerical Analysis · Mathematics 2014-01-21 Qinian Jin , Min Zhong

We give a general method to obtain from the integral restrictions of functions sharp pointwise and uniform estimates of these functions. This scheme is illustrated by the examples for Fock\,--\,Bargmann spaces of entire functions of several…

Complex Variables · Mathematics 2017-10-10 Rustam Baladai , Bulat Khabibullin

Under the strongly convex assumption, several recent works studied the global linear convergence rate of the proximal incremental aggregated gradient (PIAG) method for minimizing the sum of a large number of smooth component functions and a…

Optimization and Control · Mathematics 2017-02-28 Hui Zhang

The popular BFGS quasi-Newton minimization algorithm under reasonable conditions converges globally on smooth convex functions. This result was proved by Powell in 1976: we consider its implications for functions that are not smooth. In…

Optimization and Control · Mathematics 2017-03-21 Jiayi Guo , Adrian Lewis

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

Optimization and Control · Mathematics 2021-03-17 Nguyen Van Dung , Băng Công Vũ

In this paper, we study relative metric regularity of set-valued mappings with emphasis on directional metric regularity. We establish characterizations of relative metric regularity without assuming the completeness of the image spaces, by…

Optimization and Control · Mathematics 2013-04-30 Huynh Van Ngai , Michel A. Théra

We introduce a general framework for the reconstruction of periodic multivariate functions from finitely many and possibly noisy linear measurements. The reconstruction task is formulated as a penalized convex optimization problem, taking…

Optimization and Control · Mathematics 2020-12-02 Julien Fageot , Matthieu Simeoni