Related papers: Method for Verifying Solutions of Sparse Linear Sy…
In this paper, we propose a method to address the problem of source estimation for Sparse Component Analysis (SCA) in the presence of additive noise. Our method is a generalization of a recently proposed method (SL0), which has the…
A number of recent works have proposed to solve the line spectral estimation problem by applying off-the-grid extensions of sparse estimation techniques. These methods are preferable over classical line spectral estimation algorithms…
This paper addresses the task of estimating a covariance matrix under a patternless sparsity assumption. In contrast to existing approaches based on thresholding or shrinkage penalties, we propose a likelihood-based method that regularizes…
This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…
Multivariate global polynomial approximations - such as polynomial chaos or stochastic collocation methods - are now in widespread use for sensitivity analysis and uncertainty quantification. The pseudospectral variety of these methods uses…
This paper proposes a statistical verification framework using Gaussian processes (GPs) for simulation-based verification of stochastic nonlinear systems with parametric uncertainties. Given a small number of stochastic simulations, the…
Sparse Principal Components Analysis aims to find principal components with few non-zero loadings. We derive such sparse solutions by adding a genuine sparsity requirement to the original Principal Components Analysis (PCA) objective…
The behavior of non-local thermal-equilibrium (NLTE) plasmas plays a central role in many fields of modern-day physics, such as laser-produced plasmas, astrophysics, inertial or magnetic confinement fusion devices, or X-ray sources. The…
A constrained L1 minimization method is proposed for estimating a sparse inverse covariance matrix based on a sample of $n$ iid $p$-variate random variables. The resulting estimator is shown to enjoy a number of desirable properties. In…
High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em…
This paper studies the convergence rate of a continuous-time dynamical system for L1-minimization, known as the Locally Competitive Algorithm (LCA). Solving L1-minimization} problems efficiently and rapidly is of great interest to the…
We deal with interval parametric systems of linear equations and the goal is to solve such systems, which basically comes down to finding an enclosure for a parametric solution set. Obviously we want this enclosure to be as tight as…
One of the fundamental problems of interest for discrete-time linear systems is whether its input sequence may be recovered given its output sequence, a.k.a. the left inversion problem. Many conditions on the state space geometry, dynamics,…
The paper suggests a generalization of the Sign-Perturbed Sums (SPS) finite sample system identification method for the identification of closed-loop observable stochastic linear systems in state-space form. The solution builds on the…
In this paper, the convergence of the solutions for a discretized linear state-based static peridynamic system to the corresponding continuous solution is analytically proven. To obtain an implementable model, we further apply…
Principled nonparametric tests for regression curvature in $\mathbb{R}^{d}$ are often statistically and computationally challenging. This paper introduces the stratified incomplete local simplex (SILS) tests for joint concavity of…
The pseudo-likelihood method is one of the most popular algorithms for learning sparse binary pairwise Markov networks. In this paper, we formulate the $L_1$ regularized pseudo-likelihood problem as a sparse multiple logistic regression…
This paper studies the solution of nonsymmetric linear systems by preconditioned Krylov methods based on the normal equations, LSQR in particular. On some examples, preconditioned LSQR is seen to produce errors many orders of magnitude…
The effectiveness of using model sparsity as a priori information when solving linear inverse problems is studied. We investigate the reconstruction quality of such a method in the non-idealized case and compute some typical recovery errors…
Based on the geometric {\it Triangle Algorithm} for testing membership of a point in a convex set, we present a novel iterative algorithm for testing the solvability of a real linear system $Ax=b$, where $A$ is an $m \times n$ matrix of…