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math.PR2024
Constructive approaches to concentration inequalities with independent random variables
Celine Moucer, Adrien Taylor, Francis Bach
Concentration inequalities, a major tool in probability theory, quantify how much a random variable deviates from a certain quantity. This paper proposes a systematic convex optimi…
math.OC2024
Geometry-dependent matching pursuit: a transition phase for convergence on linear regression and LASSO
Céline Moucer, Adrien Taylor, Francis Bach
Greedy first-order methods, such as coordinate descent with Gauss-Southwell rule or matching pursuit, have become popular in optimization due to their natural tendency to propose s…