Related papers: Nonlinear reconciliation: Error reduction theorems
Numerical tools for constraints solving are a cornerstone to control verification problems. This is evident by the plethora of research that uses tools like linear and convex programming for the design of control systems. Nevertheless, the…
Nonconvex regularization has been popularly used in low-rank matrix learning. However, extending it for low-rank tensor learning is still computationally expensive. To address this problem, we develop an efficient solver for use with a…
While mixture of linear regressions (MLR) is a well-studied topic, prior works usually do not analyze such models for prediction error. In fact, {\em prediction} and {\em loss} are not well-defined in the context of mixtures. In this paper,…
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…
This paper concerns the problem of recovering an unknown but structured signal $x \in R^n$ from $m$ quadratic measurements of the form $y_r=|<a_r,x>|^2$ for $r=1,2,...,m$. We focus on the under-determined setting where the number of…
The great advances of learning-based approaches in image processing and computer vision are largely based on deeply nested networks that compose linear transfer functions with suitable non-linearities. Interestingly, the most frequently…
Joint matching over a collection of objects aims at aggregating information from a large collection of similar instances (e.g. images, graphs, shapes) to improve maps between pairs of them. Given multiple matches computed between a few…
Linear regression is a fundamental modeling tool in statistics and related fields. In this paper, we study an important variant of linear regression in which the predictor-response pairs are partially mismatched. We use an optimization…
Estimating high-dimensional precision matrices is a fundamental problem in modern statistics, with the graphical lasso and its $\ell_1$-penalty being a standard approach for recovering sparsity patterns. However, many statistical models,…
We developed a Nonlinear Level-set Learning (NLL) method for dimensionality reduction in high-dimensional function approximation with small data. This work is motivated by a variety of design tasks in real-world engineering applications,…
We study uniform consistency in nonparametric mixture models as well as closely related mixture of regression (also known as mixed regression) models, where the regression functions are allowed to be nonparametric and the error…
This work presents a novel deep-learning-based pipeline for the inverse problem of image deblurring, leveraging augmentation and pre-training with synthetic data. Our results build on our winning submission to the recent Helsinki Deblur…
A convergence theorem is proved for a class of Nystrom methods for weakly singular integral equations on surfaces in three dimensions. Fredholm equations of the second kind as arise in connection with linear elliptic boundary value problems…
This paper proposes an efficient algorithm (HOLRR) to handle regression tasks where the outputs have a tensor structure. We formulate the regression problem as the minimization of a least square criterion under a multilinear rank…
Incorporating spatial information into hyperspectral unmixing procedures has been shown to have positive effects, due to the inherent spatial-spectral duality in hyperspectral scenes. Current research works that consider spatial information…
We introduce a dynamic approach to probabilistic forecast reconciliation at scale. Our model differs from the existing literature in this area in several important ways. Firstly we explicitly allow the weights allocated to the base…
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…
Constrained non-convex optimization is fundamentally challenging, as global solutions are generally intractable and constraint qualifications may not hold. However, in many applications, including safe policy optimization in control and…
We propose a formulation for nonlinear recurrent models that includes simple parametric models of recurrent neural networks as a special case. The proposed formulation leads to a natural estimator in the form of a convex program. We provide…
Forecast reconciliation of multivariate time series is the process of mapping a set of incoherent forecasts into coherent forecasts to satisfy a given set of linear constraints. Commonly used projection matrix based approaches for point…