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We consider the problem of multivariate regression in a setting where the relevant predictors could be shared among different responses. We propose an algorithm which decomposes the coefficient matrix into the product of a long matrix and a…

Machine Learning · Statistics 2016-03-02 Milad Kharratzadeh , Mark Coates

In a number of tomographic applications, data cannot be fully acquired, resulting in a severely underdetermined image reconstruction. In such cases, conventional methods lead to reconstructions with significant artifacts. To overcome these…

Numerical Analysis · Mathematics 2023-06-21 Simon Göppel , Jürgen Frikel , Markus Haltmeier

The motivation of this paper is the development of an optimisation method for solving optimisation problems appearing in Chebyshev rational and generalised rational approximation problems, where the approximations are constructed as ratios…

Optimization and Control · Mathematics 2020-11-06 R. Díaz Millán , Nadezda Sukhorukova , Julien Ugon

This work studies the multi-task functional linear regression models where both the covariates and the unknown regression coefficients (called slope functions) are curves. For slope function estimation, we employ penalized splines to…

Statistics Theory · Mathematics 2023-08-02 Shiyuan He , Hanxuan Ye , Kejun He

We study minimization of a structured objective function, being the sum of a smooth function and a composition of a weakly convex function with a linear operator. Applications include image reconstruction problems with regularizers that…

Optimization and Control · Mathematics 2021-06-01 Axel Böhm , Stephen J. Wright

We introduce a framework for the reconstruction and representation of functions in a setting where these objects cannot be directly observed, but only indirect and noisy measurements are available, namely an inverse problem setting. The…

Methodology · Statistics 2020-09-15 Eardi Lila , Simon Arridge , John A. D. Aston

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

We present a general variational framework for the training of freeform nonlinearities in layered computational architectures subject to some slope constraints. The regularization that we add to the traditional training loss penalizes the…

Machine Learning · Statistics 2025-03-31 Michael Unser , Alexis Goujon , Stanislas Ducotterd

We establish a general principle which states that regularizing an inverse problem with a convex function yields solutions which are convex combinations of a small number of atoms. These atoms are identified with the extreme points and…

Optimization and Control · Mathematics 2018-11-27 Claire Boyer , Antonin Chambolle , Yohann De Castro , Vincent Duval , Frédéric De Gournay , Pierre Weiss

We consider a convex optimization problem with many linear inequality constraints. To deal with a large number of constraints, we provide a penalty reformulation of the problem, where the penalty is a variant of the one-sided Huber loss…

Optimization and Control · Mathematics 2023-11-03 Angelia Nedich , Tatiana Tatarenko

We explore the use of the recently proposed "total nuclear variation" (TNV) as a regularizer for reconstructing multi-channel, spectral CT images. This convex penalty is a natural extension of the total variation (TV) to vector-valued…

Medical Physics · Physics 2015-06-23 David Rigie , Patrick La Riviere

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

Optimization and Control · Mathematics 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth

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…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Learning a smooth graph signal from partially observed data is a well-studied task in graph-based machine learning. We consider this task from the perspective of optimal recovery, a mathematical framework for learning a function from…

Machine Learning · Computer Science 2023-05-31 Simon Foucart , Chunyang Liao , Nate Veldt

The characterization of a binary function by partial frequency information is considered. We show that it is possible to reconstruct binary signals from incomplete frequency measurements via the solution of a simple linear optimization…

Information Theory · Computer Science 2012-04-19 Yu Mao

This paper develops a convex approach for sparse one-dimensional deconvolution that improves upon L1-norm regularization, the standard convex approach. We propose a sparsity-inducing non-separable non-convex bivariate penalty function for…

Optimization and Control · Mathematics 2016-04-19 Ivan W. Selesnick , Iker Bayram

It is now well understood that (1) it is possible to reconstruct sparse signals exactly from what appear to be highly incomplete sets of linear measurements and (2) that this can be done by constrained L1 minimization. In this paper, we…

Methodology · Statistics 2007-11-13 Emmanuel J. Candes , Michael B. Wakin , Stephen P. Boyd

This paper addresses the problem of sparsity penalized least squares for applications in sparse signal processing, e.g. sparse deconvolution. This paper aims to induce sparsity more strongly than L1 norm regularization, while avoiding…

Machine Learning · Computer Science 2015-06-15 Ivan W. Selesnick , Ilker Bayram

In this paper we study the convex envelopes of a new class of functions. Using this approach, we are able to unify two important classes of regularizers from unbiased non-convex formulations and weighted nuclear norm penalties. This opens…

Optimization and Control · Mathematics 2021-03-18 Marcus Valtonen Örnhag , Carl Olsson , Anders Heyden

This paper proposes a precise signal recovery method with multilayered non-convex regularization, enhancing sparsity/low-rankness for high-dimensional signals including images and videos. In optimization-based signal recovery, multilayered…

Signal Processing · Electrical Eng. & Systems 2024-09-24 Akari Katsuma , Seisuke Kyochi , Shunsuke Ono , Ivan Selesnick
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