Related papers: On Representer Theorems and Convex Regularization
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…
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).…
The divergence minimization problem plays an important role in various fields. In this note, we focus on differentiable and strictly convex divergences. For some minimization problems, we show the minimizer conditions and the uniqueness of…
An adaptive regularization algorithm for unconstrained nonconvex optimization is proposed that is capable of handling inexact objective-function and derivative values, and also of providing approximate minimizer of arbitrary order. In…
Composite minimization is a powerful framework in large-scale convex optimization, based on decoupling of the objective function into terms with structurally different properties and allowing for more flexible algorithmic design. We…
We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…
We provide estimators for a large class of inverse problems, including nonlinear inverse problems. Using complexity regularization technics we provide adaptive estimators achieving the best rate over the collection of models.
We prove an abstract criterion that a surjective convolution operator in spaces of analytic functions on convex subsets of the complex plane has a continuous linear right inverse. Considered convex sets have a countable neighborhood basis…
Regularization is a core component of modern inverse problems, as it helps establish the well-posedness of the solution of interest. Popular regularization approaches include variational regularization and iterative regularization. The…
We analyze the performance of a variant of Newton method with quadratic regularization for solving composite convex minimization problems. At each step of our method, we choose regularization parameter proportional to a certain power of the…
A Coefficient Inverse Problem for the radiative transport equation is considered. The globally convergent numerical method, the so-called convexification, is developed. For the first time, the viscosity solution is considered for a boundary…
The affine inverse eigenvalue problem consists of identifying a real symmetric matrix with a prescribed set of eigenvalues in an affine space. Due to its ubiquity in applications, various instances of the problem have been widely studied in…
These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…
We propose a regularization scheme for image reconstruction that leverages the power of deep learning while hinging on classic sparsity-promoting models. Many deep-learning-based models are hard to interpret and cumbersome to analyze…
To compute the spatially distributed dielectric constant from the backscattering data, we study a coefficient inverse problem for a 1D hyperbolic equation. To solve the inverse problem, we establish a new version of Carleman estimate and…
Invex programs are a special kind of non-convex problems which attain global minima at every stationary point. While classical first-order gradient descent methods can solve them, they converge very slowly. In this paper, we propose new…
We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…
To alleviate the bias generated by the l1-norm in the low-rank tensor completion problem, nonconvex surrogates/regularizers have been suggested to replace the tensor nuclear norm, although both can achieve sparsity. However, the…
Composite minimization involves a collection of smooth functions which are aggregated in a nonsmooth manner. In the convex setting, we design an algorithm by linearizing each smooth component in accordance with its main curvature. The…
We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…