Related papers: MAP Estimation with Denoisers: Convergence Rates a…
We sketch an application of proximal algorithms to the deformation of de Rham currents into cycles, which is presented as a convex optimization problem. Emphasis is placed on the use of total variation denoising for differential forms,…
We propose a novel multi-layer neural network architecture that gives a promising neural network empowered optimization approach to the image restoration problem. The proposed architecture is motivated by the recent study of monotone…
Deep neural network models, though very powerful and highly successful, are computationally expensive in terms of space and time. Recently, there have been a number of attempts on binarizing the network weights and activations. This greatly…
Several problems in modeling and control of stochastically-driven dynamical systems can be cast as regularized semi-definite programs. We examine two such representative problems and show that they can be formulated in a similar manner. The…
Dual decomposition is a powerful technique for deriving decomposition schemes for convex optimization problems with separable structure. Although the Augmented Lagrangian is computationally more stable than the ordinary Lagrangian, the…
Seismic deconvolution is an essential step in seismic data processing that aims to extract layer information from noisy observed traces. In general, this is an ill-posed problem with non-unique solutions. Due to the sparse nature of the…
Among the many ways to model signals, a recent approach that draws considerable attention is sparse representation modeling. In this model, the signal is assumed to be generated as a random linear combination of a few atoms from a…
Pre-conditioning is a well-known concept that can significantly improve the convergence of optimization algorithms. For noise-free problems, where good pre-conditioners are not known a priori, iterative linear algebra methods offer one way…
We study the problem of estimating a rank one signal matrix from an observed matrix generated by corrupting the signal with additive rotationally invariant noise. We develop a new class of approximate message-passing algorithms for this…
Many application domains, spanning from computational photography to medical imaging, require recovery of high-fidelity images from noisy, incomplete or partial/compressed measurements. State of the art methods for solving these inverse…
Probabilistic conditioning is concerned with the identification of a distribution of a random variable $X$ given a random variable $Y$. It is a cornerstone of scientific and engineering applications where modeling uncertainty is key. This…
Stochastic approximation techniques have been used in various contexts in data science. We propose a stochastic version of the forward-backward algorithm for minimizing the sum of two convex functions, one of which is not necessarily…
We describe inexact proximal Newton-like methods for solving degenerate regularized optimization problems and for the broader problem of finding a zero of a generalized equation that is the sum of a continuous map and a maximal monotone…
Advances in numerical optimization have supported breakthroughs in several areas of signal processing. This paper focuses on the recent enhanced variants of the proximal gradient numerical optimization algorithm, which combine quasi-Newton…
We introduce and analyze an algorithm for the minimization of convex functions that are the sum of differentiable terms and proximable terms composed with linear operators. The method builds upon the recently developed smoothed gap…
Operator learning offers a robust framework for approximating mappings between infinite-dimensional function spaces. It has also become a powerful tool for solving inverse problems in the computational sciences. This chapter surveys…
In this paper, we study the low-rank matrix minimization problem, where the loss function is convex but nonsmooth and the penalty term is defined by the cardinality function. We first introduce an exact continuous relaxation, that is, both…
We consider the proximal-gradient method for minimizing an objective function that is the sum of a smooth function and a non-smooth convex function. A feature that distinguishes our work from most in the literature is that we assume that…
A broad class of problems at the core of computational imaging, sensing, and low-level computer vision reduces to the inverse problem of extracting latent images that follow a prior distribution, from measurements taken under a known…
In unconstrained maximum a posteriori (MAP) and maximum likelihood estimation, the inverse of minus the merit-function Hessian matrix is an approximation of the estimate covariance matrix. In the Bayesian context of MAP estimation, it is…