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In this article a unified approach to iterative soft-thresholding algorithms for the solution of linear operator equations in infinite dimensional Hilbert spaces is presented. We formulate the algorithm in the framework of generalized…

Functional Analysis · Mathematics 2010-10-26 Kristian Bredies , Dirk A. Lorenz

Many applications of generalised linear models (GLMs) can be improved by applying constraints that impose assumptions on the associations or improve consistency of the estimators. Yet, there are still barriers to the implementation and…

Methodology · Statistics 2026-02-19 Pierre Masselot , Devon Nenon , Jacopo Vanoli , Zaid Chalabi , Antonio Gasparrini

Generalization is a central problem in Machine Learning. Most prediction methods require careful calibration of hyperparameters carried out on a hold-out \textit{validation} dataset to achieve generalization. The main goal of this paper is…

Machine Learning · Computer Science 2020-06-15 Karim Lounici , Katia Meziani , Benjamin Riu

The incremental aggregated gradient algorithm is popular in network optimization and machine learning research. However, the current convergence results require the objective function to be strongly convex. And the existing convergence…

Optimization and Control · Mathematics 2019-10-14 Tao Sun , Yuejiao Sun , Dongsheng Li , Qing Liao

Although it is relatively easy to apply, the gradient method often displays a disappointingly slow rate of convergence. Its convergence is specially based on the structure of the matrix of the algebraic linear system, and on the choice of…

Numerical Analysis · Mathematics 2025-06-03 Ibrahima Dione

Estimation of a precision matrix (i.e., inverse covariance matrix) is widely used to exploit conditional independence among continuous variables. The influence of abnormal observations is exacerbated in a high dimensional setting as the…

Methodology · Statistics 2021-05-17 Peng Tang , Huijing Jiang , Heeyoung Kim , Xinwei Deng

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…

Optimization and Control · Mathematics 2023-02-17 Jelena Diakonikolas , Cristóbal Guzmán

We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…

Optimization and Control · Mathematics 2022-09-28 Kristian Bredies , Marcello Carioni , Martin Holler

In this paper, we propose a modified nonlinear conjugate gradient (NCG) method for functions with a non-Lipschitz continuous gradient. First, we present a new formula for the conjugate coefficient \beta_k in NCG, conducting a search…

Numerical Analysis · Mathematics 2022-04-19 Bingjie Li , Tianhao Ni , Zhenyue Zhang

Frequency-domain electromagnetic instruments allow the collection of data in different configurations, that is, varying the intercoil spacing, the frequency, and the height above the ground. Their handy size makes these tools very practical…

Numerical Analysis · Mathematics 2021-09-21 Gian Piero Deidda , Patricia Diaz de Alba , Giuseppe Rodriguez , Giulio Vignoli

In numerous substitution models for the $\l_{0}$-norm minimization problem $(P_{0})$, the $\l_{p}$-norm minimization $(P_{p})$ with $0<p<1$ have been considered as the most natural choice. However, the non-convex optimization problem…

Optimization and Control · Mathematics 2018-04-27 Angang Cui , Jigen Peng , Haiyang Li

A fast algorithm for solving the under-determined 3-D linear gravity inverse problem based on the randomized singular value decomposition (RSVD) is developed. The algorithm combines an iteratively reweighted approach for $L_1$-norm…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A. Renaut , Vahid E. Ardestani

A critical decision process in data acquisition for mineral and energy resource exploration is how to efficiently combine a variety of sensor types and to minimize total cost. We propose a probabilistic framework for multi-objective…

Geophysics · Physics 2020-10-13 Sebastian Haan , Fabio Ramos , Dietmar Müller

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

The joint sparse recovery problem is a generalization of the single measurement vector problem which is widely studied in Compressed Sensing and it aims to recovery a set of jointly sparse vectors. i.e. have nonzero entries concentrated at…

Information Theory · Computer Science 2017-01-10 Changlong Wang , Jigen Peng

Scarcity of hydrocarbon resources and high exploration risks motivate the development of high fidelity algorithms and computationally viable approaches to exploratory geophysics. Whereas early approaches considered least-squares…

Optimization and Control · Mathematics 2015-04-21 Stephen Becker , Lior Horesh , Aleksandr Aravkin , Sergiy Zhuk

A new Lp-norm constraint least mean square (Lp-LMS) algorithm with new strategy of varying p is presented, which is applied to system identification in this letter. The parameter p is iteratively adjusted by the gradient method applied to…

Systems and Control · Computer Science 2016-03-31 Yong Feng , Fei Chen , Jiasong Wu

The concept of Generalized Inverse based Decoding (GID) is introduced, as an algebraic framework for the syndrome decoding problem (SDP) and low weight codeword problem (LWP). The framework has ground on two characterizations by generalized…

Information Theory · Computer Science 2022-02-18 Ferucio Laurentiu Tiplea , Vlad-Florin Dragoi

The graph matching problem is a significant special case of the Quadratic Assignment Problem, with extensive applications in pattern recognition, computer vision, protein alignments and related fields. As the problem is NP-hard, relaxation…

Optimization and Control · Mathematics 2025-04-01 Rongxuan Li

Optimization problems with norm-bounding constraints arise in a variety of applications, including portfolio optimization, machine learning, and feature selection. A common approach to these problems involves relaxing the norm constraint…

Optimization and Control · Mathematics 2025-05-08 Danial Davarnia , Mohammadreza Kiaghadi