Related papers: Total variation multiscale estimators for linear i…
We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…
This paper considers adaptive, minimax estimation of a quadratic functional in a nonparametric instrumental variables (NPIV) model, which is an important problem in optimal estimation of a nonlinear functional of an ill-posed inverse…
We observe $n$ heteroscedastic stochastic processes $\{Y_v(t)\}_{v}$, where for any $v\in\{1,\ldots,n\}$ and $t \in [0,1]$, $Y_v(t)$ is the convolution product of an unknown function $f$ and a known blurring function $g_v$ corrupted by…
In this contribution we introduce weakly locally stationary time series through the local approximation of the non-stationary covariance structure by a stationary one. This allows us to define autoregression coefficients in a non-stationary…
Diverse inverse problems in imaging can be cast as variational problems composed of a task-specific data fidelity term and a regularization term. In this paper, we propose a novel learnable general-purpose regularizer exploiting recent…
We study the solutions of infinite dimensional linear inverse problems over Banach spaces. The regularizer is defined as the total variation of a linear mapping of the function to recover, while the data fitting term is a near arbitrary…
Regularization plays a key role in a variety of optimization formulations of inverse problems. A recurring theme in regularization approaches is the selection of regularization parameters, and their effect on the solution and on the optimal…
The current paper presents a novel machinery for studying non-asymptotic minimax estimation of high-dimensional matrices, which yields tight minimax rates for a large collection of loss functions in a variety of problems. Based on the…
We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where one needs to recover…
This paper provides a detailed theoretical analysis of methods to approximate the solutions of high-dimensional (>10^6) linear Bayesian problems. An optimal low-rank projection that maximizes the information content of the Bayesian…
An adaptive regularization algorithm using inexact function and derivatives evaluations is proposed for the solution of composite nonsmooth nonconvex optimization. It is shown that this algorithm needs at most…
We propose stochastic variance reduced algorithms for solving convex-concave saddle point problems, monotone variational inequalities, and monotone inclusions. Our framework applies to extragradient, forward-backward-forward, and…
Solving inverse problems \(Ax = y\) is central to a variety of practically important fields such as medical imaging, remote sensing, and non-destructive testing. The most successful and theoretically best-understood method is convex…
We consider whether minimizers for total variation regularization of linear inverse problems belong to $L^\infty$ even if the measured data does not. We present a simple proof of boundedness of the minimizer for fixed regularization…
In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…
We provide the first convergence guarantee for full black-box variational inference (BBVI), also known as Monte Carlo variational inference. While preliminary investigations worked on simplified versions of BBVI (e.g., bounded domain,…
We study the variable metric forward-backward splitting algorithm for convex minimization problems without the standard assumption of the Lipschitz continuity of the gradient. In this setting, we prove that, by requiring only mild…
Over the last decades, the total variation (TV) evolved to one of the most broadly-used regularisation functionals for inverse problems, in particular for imaging applications. When first introduced as a regulariser, higher-order…
This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…
We consider high-dimensional measurement errors with high-frequency data. Our objective is on recovering the high-dimensional cross-sectional covariance matrix of the random errors with optimality. In this problem, not all components of the…