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math.OC2024
On Continuous Terminal Embeddings of Sets of Positive Reach
Simone Brugiapaglia, Rafael Chiclana, Tim Hoheisel +1
In this paper we prove the existence of Hölder continuous terminal embeddings of any desired into with $m=\mathcal{O}(\varepsilon^{-2}ω(…
math.OC2023
Square Root LASSO: Well-posedness, Lipschitz stability and the tuning trade off
Aaron Berk, Simone Brugiapaglia, Tim Hoheisel
This paper studies well-posedness and parameter sensitivity of the Square Root LASSO (SR-LASSO), an optimization model for recovering sparse solutions to linear inverse problems in…
math.OC2022
LASSO reloaded: a variational analysis perspective with applications to compressed sensing
Aaron Berk, Simone Brugiapaglia, Tim Hoheisel
This paper provides a variational analysis of the unconstrained formulation of the LASSO problem, ubiquitous in statistical learning, signal processing, and inverse problems. In pa…