208 citations · 1.7k across the 69 of their papers we have counts for
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A Stochastic Majorize-Minimize Subspace Algorithm for Online Penalized Least Squares Estimation
Chouzenoux Emilie, Pesquet Jean-Christophe
Stochastic approximation techniques play an important role in solving many problems encountered in machine learning or adaptive signal processing. In these contexts, the statistics…
Stochastic Approximations and Perturbations in Forward-Backward Splitting for Monotone Operators
Patrick L. Combettes, Jean-Christophe Pesquet
We investigate the asymptotic behavior of a stochastic version of the forward-backward splitting algorithm for finding a zero of the sum of a maximally monotone set-valued operator…
A Survey of Stochastic Simulation and Optimization Methods in Signal Processing
Marcelo Pereyra, Philip Schniter, Emilie Chouzenoux +4
Modern signal processing (SP) methods rely very heavily on probability and statistics to solve challenging SP problems. SP methods are now expected to deal with ever more complex m…
A Proximal Approach for Sparse Multiclass SVM
G. Chierchia, Nelly Pustelnik, Jean-Christophe Pesquet +1
Sparsity-inducing penalties are useful tools to design multiclass support vector machines (SVMs). In this paper, we propose a convex optimization approach for efficiently and exact…