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The problem of minimizing the least squares functional with a Fr\'echet differentiable, lower semi-continuous, convex penalizer $J$ is considered to be solved. The penalizer maps the functions of Banach space $\mathcal{V}$ into…

最优化与控制 · 数学 2015-11-17 Erdem Altuntac

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

最优化与控制 · 数学 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

统计理论 · 数学 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

We consider the problem of recovering elements of a low-dimensional model from under-determined linear measurements. To perform recovery, we consider the minimization of a convex regularizer subject to a data fit constraint. Given a model,…

信号处理 · 电气工程与系统科学 2024-04-22 Yann Traonmilin , Rémi Gribonval , Samuel Vaiter

We consider a class of infinite-dimensional optimization problems in which a distributed vector-valued variable should pointwise almost everywhere take values from a given finite set $\mathcal{M}\subset\mathbb{R}^m$. Such hybrid…

最优化与控制 · 数学 2021-11-09 Christian Clason , Carla Tameling , Benedikt Wirth

We provide theoretical analysis of the statistical and computational properties of penalized $M$-estimators that can be formulated as the solution to a possibly nonconvex optimization problem. Many important estimators fall in this…

机器学习 · 统计学 2015-01-28 Zhaoran Wang , Han Liu , Tong Zhang

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

统计理论 · 数学 2025-12-02 Naveen Gupta , Sivananthan Sampath

A regularization algorithm allowing random noise in derivatives and inexact function values is proposed for computing approximate local critical points of any order for smooth unconstrained optimization problems. For an objective function…

最优化与控制 · 数学 2021-04-07 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

One of the key assumptions in the stability and convergence analysis of variational regularization is the ability of finding global minimizers. However, such an assumption is often not feasible when the regularizer is a black box or…

最优化与控制 · 数学 2023-07-05 Daniel Obmann , Markus Haltmeier

We introduce the concept of strong high-order approximate minimizers for nonconvex optimization problems. These apply in both standard smooth and composite non-smooth settings, and additionally allow convex or inexpensive constraints. An…

最优化与控制 · 数学 2020-01-30 Coralia Cartis , Nick Gould , Philippe L. Toint

This paper investigates simple bilevel optimization problems where we minimize an upper-level objective over the optimal solution set of a convex lower-level objective. Existing methods for such problems either only guarantee asymptotic…

最优化与控制 · 数学 2024-11-05 Pengyu Chen , Xu Shi , Rujun Jiang , Jiulin Wang

We consider the problem of minimizing an objective function that is the sum of a convex function and a group sparsity-inducing regularizer. Problems that integrate such regularizers arise in modern machine learning applications, often for…

最优化与控制 · 数学 2020-07-30 Frank E. Curtis , Yutong Dai , Daniel P. Robinson

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

机器学习 · 计算机科学 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Inspired by several recent developments in regularization theory, optimization, and signal processing, we present and analyze a numerical approach to multi-penalty regularization in spaces of sparsely represented functions. The sparsity…

数值分析 · 数学 2014-11-25 Valeriya Naumova , Steffen Peter

We study in this paper a smoothness regularization method for functional linear regression and provide a unified treatment for both the prediction and estimation problems. By developing a tool on simultaneous diagonalization of two positive…

统计理论 · 数学 2012-11-13 Ming Yuan , T. Tony Cai

Solving inverse problems \(Ax = y\) is central to a variety of practically important fields such as medical imaging, remote sensing, and non-destructive testing. The most successful and theoretically best-understood method is convex…

数值分析 · 数学 2025-09-23 Daniel Obmann , Gyeongha Hwang , Markus Haltmeier

Sparse approximate solutions to linear equations are classically obtained via L1 norm regularized least squares, but this method often underestimates the true solution. As an alternative to the L1 norm, this paper proposes a class of…

最优化与控制 · 数学 2018-03-20 Ivan Selesnick

In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

数值分析 · 数学 2015-06-18 Qinian Jin , Xiliang Lu

We prove some regularity results for a connected set S in the planar domain O, which minimizes the compliance of its complement O\S, plus its length. This problem, interpreted as to find the best location for attaching a membrane subject to…

最优化与控制 · 数学 2016-04-18 Antonin Chambolle , Jimmy Lamboley , Antoine Lemenant , Eugene Stepanov

For the Tikhonov regularization of ill-posed nonlinear operator equations, convergence is studied in a Hilbert scale setting. We include the case of oversmoothing penalty terms, which means that the exact solution does not belong to the…

数值分析 · 数学 2020-02-03 Bernd Hofmann , Robert Plato
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