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Information divergences allow one to assess how close two distributions are from each other. Among the large panel of available measures, a special attention has been paid to convex $\varphi$-divergences, such as Kullback-Leibler,…
The problem of computing $\alpha$-capacity for $\alpha>1$ is equivalent to that of computing the correct decoding exponent. Various algorithms for computing them have been proposed, such as Arimoto and Jitsumatsu--Oohama algorithm. In this…
Estimation procedures based on recursive algorithms are interesting and powerful techniques that are able to deal rapidly with (very) large samples of high dimensional data. The collected data may be contaminated by noise so that robust…
In this paper, we consider nonlinear optimization problems with nonlinear equality constraints and bound constraints on the variables. For the solution of such problems, many augmented Lagrangian methods have been defined in the literature.…
Robust optimization is a popular paradigm for modeling and solving two- and multi-stage decision-making problems affected by uncertainty. In many real-world applications, the time of information discovery is decision-dependent and the…
In many real world problems, optimization decisions have to be made with limited information. The decision maker may have no a priori or posteriori data about the often nonconvex objective function except from on a limited number of points…
We consider determining $\R$-minimizing solutions of linear ill-posed problems $A x = y$, where $A: {\mathscr X} \to {\mathscr Y}$ is a bounded linear operator from a Banach space ${\mathscr X}$ to a Hilbert space ${\mathscr Y}$ and…
We revisit the problem of asymmetric binary hypothesis testing against a composite alternative hypothesis. We introduce a general framework to treat such problems when the alternative hypothesis adheres to certain axioms. In this case we…
The analysis of scientific data and complex multivariate systems requires information quantities that capture relationships among multiple random variables. Recently, new information-theoretic measures have been developed to overcome the…
We consider the problem of solving a large-scale system of linear equations in a distributed or federated manner by a taskmaster and a set of machines, each possessing a subset of the equations. We provide a comprehensive comparison of two…
We propose and analyze an accelerated iterative dual diagonal descent algorithm for the solution of linear inverse problems with general regularization and data-fit functions. In particular, we develop an inertial approach of which we…
In this paper we investigate the problem of estimating the regression function in models with correlated observations. The data is obtained from several experimental units each of them forms a time series. We propose a new estimator based…
Recent advances in Rate-Distortion-Perception (RDP) theory highlight the importance of balancing compression level, reconstruction quality, and perceptual fidelity. While previous work has explored numerical approaches to approximate the…
This paper studies an acceleration technique for incremental aggregated gradient ({\sf IAG}) method through the use of \emph{curvature} information for solving strongly convex finite sum optimization problems. These optimization problems of…
This paper studies the continuous-time dynamics of primal-dual algorithms for linearly constrained convex optimization problems and provides a quantitative convergence analysis using the Lyapunov functions. With the growing prevalence of…
In the considered linear Gaussian sensor scheduling problem, only one sensor out of a set of sensors performs a measurement. To minimize the estimation error over multiple time steps in a computationally tractable fashion, the so-called…
This paper considers the problem of distributed estimation in an incremental network when the measurements taken by the node follow a widely linear model. The proposed algorithm which we refer to it as incremental augmented affine…
Information theoretic measures (entropies, entropy rates, mutual information) are nowadays commonly used in statistical signal processing for real-world data analysis. The present work proposes the use of Auto Mutual Information (Mutual…
We consider the problem of efficiently computing the maximum likelihood estimator in Generalized Linear Models (GLMs) when the number of observations is much larger than the number of coefficients ($n \gg p \gg 1$). In this regime,…
This paper considers a networked system with a finite number of users and supposes that each user tries to minimize its own private objective function over its own private constraint set. It is assumed that each user's constraint set can be…