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We consider the problem of minimizing a sum of non-convex functions over a compact domain, subject to linear inequality and equality constraints. Approximate solutions can be found by solving a convexified version of the problem, in which…

Optimization and Control · Mathematics 2016-01-12 Madeleine Udell , Stephen Boyd

In this manuscript, we analyze the expansions of functions in orthogonal polynomials associated with a general weight function in a multidimensional setting. Such orthogonal polynomials can be obtained by Gram-Schmidt orthogonalization.…

Numerical Analysis · Mathematics 2017-08-01 Adi Ditkowski , Rami Kats

We rigorously prove that deep Gaussian process priors can outperform Gaussian process priors if the target function has a compositional structure. To this end, we study information-theoretic lower bounds for posterior contraction rates for…

Machine Learning · Statistics 2022-09-28 Matteo Giordano , Kolyan Ray , Johannes Schmidt-Hieber

A finite sum of exponential functions may be expressed by a linear combination of powers of the independent variable and by successive integrals of the sum. This is proved for the general case and the connection between the parameters in…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Bernhard Kaufmann

It is of particular interest to reconstruct or estimate bandlimited graph signals, which are smoothly varying signals defined over graphs, from partial noisy measurements. However, choosing an optimal subset of nodes to sample is NP-hard.…

Signal Processing · Electrical Eng. & Systems 2017-11-21 Xuan Xie , Hui Feng , Junlian Jia , Bo Hu

We consider the problem of reconstructing a wide sense stationary band-limited process from its local averages taken either at the Nyquist rate or above. As a result, we obtain a sufficient condition under which average sampling expansions…

Information Theory · Computer Science 2012-11-29 Gilles Faÿ , Sinuk Kang

Conventional approaches of sampling signals follow the celebrated theorem of Nyquist and Shannon. Compressive sampling, introduced by Donoho, Romberg and Tao, is a new paradigm that goes against the conventional methods in data acquisition…

Methodology · Statistics 2014-05-22 Atanu Kumar Ghosh , Arnab Chakraborty

We present a novel approach for the reconstruction of spectra from Euclidean correlator data that makes close contact to modern Bayesian concepts. It is based upon an axiomatically justified dimensionless prior distribution, which in the…

High Energy Physics - Lattice · Physics 2013-10-03 Yannis Burnier , Alexander Rothkopf

Infinite-dimensional compressed sensing deals with the recovery of analog signals (functions) from linear measurements, often in the form of integral transforms such as the Fourier transform. This framework is well-suited to many real-world…

Information Theory · Computer Science 2021-05-25 Ben Adcock , Vegard Antun , Anders C. Hansen

Analysis $\ell_1$-recovery refers to a technique of recovering a signal that is sparse in some transform domain from incomplete corrupted measurements. This includes total variation minimization as an important special case when the…

Information Theory · Computer Science 2015-10-28 Maryia Kabanava , Holger Rauhut , Hui Zhang

We propose an estimator for the mean of random variables in separable real Banach spaces using the empirical characteristic function. Assuming that the covariance operator of the random variable is bounded in a precise sense, we show that…

Statistics Theory · Mathematics 2020-11-04 Sohail Bahmani

This work introduces a sampling method capable of solving Bayesian inverse problems in function space. It does not assume the log-concavity of the likelihood, meaning that it is compatible with nonlinear inverse problems. The method…

Machine Learning · Statistics 2024-05-27 Lorenzo Baldassari , Ali Siahkoohi , Josselin Garnier , Knut Solna , Maarten V. de Hoop

Compressed sensing allows perfect recovery of sparse signals (or signals sparse in some basis) using only a small number of random measurements. Existing results in compressed sensing literature have focused on characterizing the achievable…

Information Theory · Computer Science 2015-05-18 Dmitry Malioutov , Sujay Sanghavi , Alan Willsky

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

Signals are generally modeled as a superposition of exponential functions in spectroscopy of chemistry, biology and medical imaging. For fast data acquisition or other inevitable reasons, however, only a small amount of samples may be…

Machine Learning · Statistics 2020-01-31 Jiaxi Ying , Hengfa Lu , Qingtao Wei , Jian-Feng Cai , Di Guo , Jihui Wu , Zhong Chen , Xiaobo Qu

We consider approximating analytic functions on the interval $[-1,1]$ from their values at a set of $m+1$ equispaced nodes. A result of Platte, Trefethen \& Kuijlaars states that fast and stable approximation from equispaced samples is…

Numerical Analysis · Mathematics 2022-03-08 Ben Adcock , Alexei Shadrin

We consider the estimation of quadratic functionals in a Gaussian sequence model where the eigenvalues are supposed to be unknown and accessible through noisy observations only. Imposing smoothness assumptions both on the signal and the…

Statistics Theory · Mathematics 2019-07-16 Martin Kroll

The joint problem of reconstruction / feature extraction is a challenging task in image processing. It consists in performing, in a joint manner, the restoration of an image and the extraction of its features. In this work, we firstly…

Computer Vision and Pattern Recognition · Computer Science 2024-03-06 Emilie Chouzenoux , Marie-Caroline Corbineau , Jean-Christophe Pesquet , Gabriele Scrivanti

We consider the minimization of non-convex functions that typically arise in machine learning. Specifically, we focus our attention on a variant of trust region methods known as cubic regularization. This approach is particularly attractive…

Machine Learning · Computer Science 2017-07-04 Jonas Moritz Kohler , Aurelien Lucchi

In a previous paper [Adcock & Huybrechs, 2019] we described the numerical approximation of functions using redundant sets and frames. Redundancy in the function representation offers enormous flexibility compared to using a basis, but…

Numerical Analysis · Mathematics 2020-07-13 Ben Adcock , Daan Huybrechs