相关论文: Distance-sparsity transference for vertices of cor…
We study sparse principal components analysis in the high-dimensional setting, where $p$ (the number of variables) can be much larger than $n$ (the number of observations). We prove optimal, non-asymptotic lower and upper bounds on the…
The problem of minimizing a polynomial over a set of polynomial inequalities is an NP-hard non-convex problem. Thanks to powerful results from real algebraic geometry, one can convert this problem into a nested sequence of…
We propose and analyze a variant of Sparse Polyak for high dimensional M-estimation problems. Sparse Polyak proposes a novel adaptive step-size rule tailored to suitably estimate the problem's curvature in the high-dimensional setting,…
For arbitrary two probability measures on real d-space with given means and variances (covariance matrices), we provide lower bounds for their total variation distance. In the one-dimensional case, a tight bound is given.
Minimum distance constraints (minDCs) appear in many geometric optimization problems. They pose major challenges for mixed-integer nonlinear programming (MINLP) due to their reverse-convexity. We develop new algorithms for tightening…
The constrained minimization (respectively maximization) of directed distances and of related generalized entropies is a fundamental task in information theory as well as in the adjacent fields of statistics, machine learning, artificial…
In a complete metric space that is equipped with a doubling measure and supports a Poincar\'e inequality, we study strict subsets, i.e. sets whose variational capacity with respect to a larger reference set is finite, in the case $p=1$.…
Expectations of multivariate functions with missing labels occur in various fields such as transfer learning and average treatment effects. Although non-parametric estimators based on nearest-neighbour matching are frequently used in this…
In exact sparse optimization problems on Rd (also known as sparsity constrained problems), one looks for solution that have few nonzero components. In this paper, we consider problems where sparsity is exactly measured either by the…
This paper focuses on defining a measure, appropriate for obtaining optimally sparse solutions to underdetermined systems of linear equations.* The general idea is the extension of metrics in n-dimensional spaces via the Cartesian product…
Deep neural networks have emerged as powerful tools for learning operators defined over infinite-dimensional function spaces. However, existing theories frequently encounter difficulties related to dimensionality and limited…
Initially developed for the min-knapsack problem, the knapsack cover inequalities are used in the current best relaxations for numerous combinatorial optimization problems of covering type. In spite of their widespread use, these…
The field of compressed sensing has shown that a sparse but otherwise arbitrary vector can be recovered exactly from a small number of randomly constructed linear projections (or samples). The question addressed in this paper is whether an…
Specific data compression techniques, formalized by the concept of coresets, proved to be powerful for many optimization problems. In fact, while tightly controlling the approximation error, coresets may lead to significant speed up of the…
The quadratically regularized optimal transport problem is empirically known to have sparse solutions: its optimal coupling $\pi_{\varepsilon}$ has sparse support for small regularization parameter $\varepsilon$, in contrast to entropic…
We present a comprehensive analysis of an algorithm for evaluating high-dimensional polynomials that are invariant under permutations and rotations. The key bottleneck is the contraction of a high-dimensional symmetric and sparse tensor…
A Coefficient Inverse Problem for the radiative transport equation is considered. The globally convergent numerical method, the so-called convexification, is developed. For the first time, the viscosity solution is considered for a boundary…
This paper reports an effort to consolidate numerous coherence-based sparse signal recovery results available in the literature. We present a single theory that applies to general Hilbert spaces with the sparsity of a signal defined as the…
We address the inverse problem of identifying nonlocal interaction potentials in nonlinear aggregation-diffusion equations from noisy discrete trajectory data. Our approach involves formulating and solving a regularized variational problem,…
Recent research indicates that many convex optimization problems with random constraints exhibit a phase transition as the number of constraints increases. For example, this phenomenon emerges in the $\ell_1$ minimization method for…