Related papers: Some remarks on regularized Shannon sampling formu…
The paper analyzes and compares some spectral filtering methods as truncated singular/eigen-value decompositions and Tikhonov/Re-blurring regularizations in the case of the recently proposed Reflective [M.K. Ng, R.H. Chan, and W.C. Tang, A…
Many machine learning models depend on solving a large scale optimization problem. Recently, sub-sampled Newton methods have emerged to attract much attention for optimization due to their efficiency at each iteration, rectified a weakness…
This note demonstrates that it is possible to bound the expectation of an arbitrary norm of a random matrix drawn from the Stiefel manifold in terms of the expected norm of a standard Gaussian matrix with the same dimensions. A related…
The classical Shannon sampling theorem states that a signal f with Fourier transform F in L^2(R) having its support contained in (-\pi,\pi) can be recovered from the sequence of samples (f(n))_{n in Z} via f(t)=\sum_{n in Z} f(n) (sin(\pi…
We tensorize the Faber spline system from [14] to prove sequence space isomorphisms for multivariate function spaces with higher mixed regularity. The respective basis coefficients are local linear combinations of discrete function values…
Squared error loss remains the most commonly used loss function for constructing a Bayes estimator of the parameter of interest. However, it can lead to sub-optimal solutions when a parameter is defined in a restricted space. It can also be…
We study Newton type methods for inverse problems described by nonlinear operator equations $F(u)=g$ in Banach spaces where the Newton equations $F'(u_n;u_{n+1}-u_n) = g-F(u_n)$ are regularized variationally using a general data misfit…
In this paper we study the quantization stage that is implicit in any compressed sensing signal acquisition paradigm. We propose using Sigma-Delta quantization and a subsequent reconstruction scheme based on convex optimization. We prove…
This paper develops a slice sampler for Bayesian linear regression models with arbitrary priors. The new sampler has two advantages over current approaches. One, it is faster than many custom implementations that rely on auxiliary latent…
Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…
Sample average approximation (SAA) is a technique for obtaining approximate solutions to stochastic programs that uses the average from a random sample to approximate the expected value that is being optimized. Since the outcome from…
Two-time-scale Stochastic Approximation (SA) is an iterative algorithm with applications in reinforcement learning and optimization. Prior finite time analysis of such algorithms has focused on fixed point iterations with mappings…
We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as a quantile function. The quantile function is approximated…
A theoretical analysis, aimed at characterizing the degradation induced by the resampling and requantization processes applied to band-limited Gaussian signals with flat power spectrum, available through their digitized samples, is…
We study the problem of sampling a random signal with sparse support in frequency domain. Shannon famously considered a scheme that instantaneously samples the signal at equispaced times. He proved that the signal can be reconstructed as…
Optimization on Riemannian manifolds widely arises in eigenvalue computation, density functional theory, Bose-Einstein condensates, low rank nearest correlation, image registration, and signal processing, etc. We propose an adaptive…
Shannon in his 1949 paper suggested the use of derivatives to increase the W*T product of the sampled signal. Use of derivatives enables improved reconstruction particularly in the case of non-uniformly sampled signals. An FM-AM…
Sup-norm curve estimation is a fundamental statistical problem and, in principle, a premise for the construction of confidence bands for infinite-dimensional parameters. In a Bayesian framework, the issue of whether the…
In this paper we remark that Shannon entropy can be expressed as a function of the self-information (i.e. the logarithm) and the inverse of the Lambert $W$ function. It means that we consider that Shannon entropy has the trace form: $-k…
We show that regularizing Bayesian predictive regressions provides a framework for prior sensitivity analysis. We develop a procedure that jointly regularizes expectations and variance-covariance matrices using a pair of shrinkage priors.…