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In this paper, we derive a novel procedure for set-membership estimation of dynamical systems affected by stochastic noise with unbounded support. Employing a bound on the sample covariance matrix, we are able to provide a finite- sample…
The ever-increasing number of parameters in deep neural networks poses challenges for memory-limited applications. Regularize-and-prune methods aim at meeting these challenges by sparsifying the network weights. In this context we quantify…
We provide a modified augmented Lagrange method coupled with a Tikhonov regularization for solving ill-posed state-constrained elliptic optimal control problems with sparse controls. We consider a linear quadratic optimal control problem…
We propose robust sparse reduced rank regression for analyzing large and complex high-dimensional data with heavy-tailed random noise. The proposed method is based on a convex relaxation of a rank- and sparsity-constrained non-convex…
We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…
Careful tuning of a regularization parameter is indispensable in many machine learning tasks because it has a significant impact on generalization performances. Nevertheless, current practice of regularization parameter tuning is more of an…
In this work we are interested in the problems of supervised learning and variable selection when the input-output dependence is described by a nonlinear function depending on a few variables. Our goal is to consider a sparse nonparametric…
Phase retrieval (PR) is a popular research topic in signal processing and machine learning. However, its performance degrades significantly when the measurements are corrupted by noise or outliers. To address this limitation, we propose a…
In this paper, in the setting of Hilbert spaces, we consider a Tikhonov regularized second-order plus first-order primal-dual dynamical system with asymptotically vanishing damping for a linear equality constrained convex optimization…
For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…
We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…
We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…
This paper introduces a novel variational Bayesian method that integrates Tucker decomposition for efficient high-dimensional inverse problem solving. The method reduces computational complexity by transforming variational inference from a…
Locating a target is key in many applications, namely in high-stakes real-world scenarios, like detecting humans or obstacles in vehicular networks. In scenarios where precise statistics of the measurement noise are unavailable,…
In this work, we consider ill-posed inverse problems in which the forward operator is continuous and weakly closed, and the sought solution belongs to a weakly closed constraint set. We propose a regularization method based on minimizing…
A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…
Prior knowledge on properties of a target model often come as discrete or combinatorial descriptions. This work provides a unified computational framework for defining norms that promote such structures. More specifically, we develop…
In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…
This work deals with a regularization method enforcing solution sparsity of linear ill-posed problems by appropriate discretization in the image space. Namely, we formulate the so called least error method in an $\ell^1$ setting and perform…
This paper investigates the theoretical guarantees of L1-analysis regularization when solving linear inverse problems. Most of previous works in the literature have mainly focused on the sparse synthesis prior where the sparsity is measured…