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We explore estimation and forecast accuracy for sparse linear models, focusing on scenarios where both predictors and errors carry serial correlations. We establish a clear link between predictor serial correlation and the performance of…

Statistics Theory · Mathematics 2026-01-27 Simone Tonini , Francesca Chiaromonte , Alessandro Giovannelli

This paper deals with a source separation strategy based on second-order statistics, namely, on data covariance matrices estimated at several lags. In general, ``blind'' approaches to source separation do not assume any knowledge on the…

Astrophysics · Physics 2009-11-10 L. Bedini , D. Herranz , E. Salerno , C. Baccigalupi , E. E. Kuruouglu , A. Tonazzini

We propose an algorithm-independent framework to equip existing optimization methods with primal-dual certificates. Such certificates and corresponding rate of convergence guarantees are important for practitioners to diagnose progress, in…

Machine Learning · Computer Science 2016-06-06 Celestine Dünner , Simone Forte , Martin Takáč , Martin Jaggi

We consider a separation problem where the observation consists of the sum of a high amplitude smooth signal and a low amplitude transient signal. We propose a method for decomposition that relies on solving instances of a `constrained…

Signal Processing · Electrical Eng. & Systems 2020-07-15 Ilker Bayram

Separating the individual elements in a musical mixture is an essential process for music analysis and practice. While this is generally addressed using neural networks optimized to mask or transform the time-frequency representation of a…

Sound · Computer Science 2025-11-27 Genís Plaja-Roglans , Yun-Ning Hung , Xavier Serra , Igor Pereira

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

Optimization and Control · Mathematics 2020-11-04 Lenaic Chizat

Methods have previously been developed for the approximation of Lyapunov functions using radial basis functions. However these methods assume that the evolution equations are known. We consider the problem of approximating a given Lyapunov…

Dynamical Systems · Mathematics 2016-01-08 Peter Giesl , Boumediene Hamzi , Martin Rasmussen , Kevin N. Webster

In this paper we propose a new class of iterative regularization methods for solving ill-posed linear operator equations. The prototype of these iterative regularization methods is in the form of second order evolution equation with a…

Numerical Analysis · Mathematics 2020-06-24 Rongfang Gong , B. Hofmann , Ye Zhang

This paper proposes an efficient bitwise solution to the single-channel source separation task. Most dictionary-based source separation algorithms rely on iterative update rules during the run time, which becomes computationally costly…

Sound · Computer Science 2017-12-04 Lijiang Guo , Minje Kim

We develop Second Order Asymptotical Regularization (SOAR) methods for solving inverse source problems in elliptic partial differential equations with both Dirichlet and Neumann boundary data. We show the convergence results of SOAR with…

Numerical Analysis · Mathematics 2019-01-23 Ye Zhang , Rongfang Gong

Mapping between discrete and continuous distributions is a difficult task and many have had to resort to heuristical approaches. We propose a tessellation-based approach that directly learns quantization boundaries in a continuous space,…

Machine Learning · Computer Science 2022-12-13 Ricky T. Q. Chen , Brandon Amos , Maximilian Nickel

Synthetic Aperture Radar (SAR) images are widely used in remote sensing due to their all-weather, all-day imaging capabilities. However, SAR images are highly susceptible to noise, particularly speckle noise, caused by the coherent imaging…

Information Theory · Computer Science 2024-12-25 Xuran Hu , Mingzhe Zhu , Djordje Stanković , Zhenpeng Feng , Shouhan Mao , Ljubiša Stanković

A linear Gaussian state-space smoothing algorithm is presented for estimation of derivatives from a sequence of noisy measurements. The algorithm uses numerically stable square-root formulas, can handle simultaneous independent measurements…

Methodology · Statistics 2016-10-17 Robert Piche

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

The shortest path problem is formulated as an $l_1$-regularized regression problem, known as lasso. Based on this formulation, a connection is established between Dijkstra's shortest path algorithm and the least angle regression (LARS) for…

Optimization and Control · Mathematics 2020-05-26 Anqi Dong , Amirhossein Taghvaei , Tryphon T. Georgiou

The adaptive LASSO has been used for consistent variable selection in place of LASSO in the linear regression model. In this article, we propose a modified LARS algorithm to combine adaptive LASSO with some biased estimators, namely the…

Methodology · Statistics 2024-07-02 Manickavasagar Kayanan , Pushpakanthie Wijekoon

Diffusion posterior sampling solves inverse problems by combining a pretrained diffusion prior with measurement-consistency guidance, but it often fails to recover fine details because measurement terms are applied in a manner that is…

Computer Vision and Pattern Recognition · Computer Science 2026-02-03 Feng Tian , Yixuan Li , Weili Zeng , Weitian Zhang , Yichao Yan , Xiaokang Yang

Linear causal disentanglement is a recent method in causal representation learning to describe a collection of observed variables via latent variables with causal dependencies between them. It can be viewed as a generalization of both…

Machine Learning · Statistics 2024-07-08 Paula Leyes Carreno , Chiara Meroni , Anna Seigal

Unveiling meaningful geophysical information from seismic data requires to deal with both random and structured "noises". As their amplitude may be greater than signals of interest (primaries), additional prior information is especially…

Geophysics · Physics 2014-09-25 Mai Quyen Pham , Laurent Duval , Caroline Chaux , Jean-Christophe Pesquet

Deep generative models hold great promise for representing complex physical systems, but their deployment is currently limited by the lack of guarantees on the physical plausibility of the generated outputs. Ensuring that known physical…

Machine Learning · Computer Science 2026-03-13 Matthieu Blanke , Yongquan Qu , Sara Shamekh , Pierre Gentine
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