activity
20032022
most citedSparse and stable Markowitz portfolios

502 citations · 1.8k across the 42 of their papers we have counts for

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11 papers · 1 filter

math.NA2020★ 3 cited

Approximating the Riemannian Metric from Point Clouds via Manifold Moving Least Squares

Barak Sober, Robert Ravier, Ingrid Daubechies

The approximation of both geodesic distances and shortest paths on point cloud sampled from an embedded submanifold of Euclidean space has been a long-standing challe…

math.NA2019★ 3 cited

Constructing curvelet-like bases and low-redundancy frames

Wei Zhu, Ingrid Daubechies

We provide a detailed analysis of the obstruction (studied first by S. Durand and later by R. Yin and one of us) in the construction of multidirectional wavelet orthonormal bases c…

math.NA2016★ 4 cited

Recursive Diffeomorphism-Based Regression for Shape Functions

Jieren Xu, Haizhao Yang, Ingrid Daubechies

This paper proposes a recursive diffeomorphism based regression method for one-dimensional generalized mode decomposition problem that aims at extracting generalized modes $α_k(t)s…

math.NA2015★ 5 cited

An Iteratively Reweighted Least Squares Algorithm for Sparse Regularization

Sergey Voronin, Ingrid Daubechies

We present a new algorithm and the corresponding convergence analysis for the regularization of linear inverse problems with sparsity constraints, applied to a new generalized spar…

math.NA2014

Proceedings of the second "international Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST'14)

L. Jacques, C. De Vleeschouwer, Y. Boursier +64

The implicit objective of the biennial "international - Traveling Workshop on Interactions between Sparse models and Technology" (iTWIST) is to foster collaboration between interna…

math.NA2011★ 172 cited

Algorithms to automatically quantify the geometric similarity of anatomical surfaces

D. Boyer, Y. Lipman, E. St. Clair +5

We describe new approaches for distances between pairs of 2-dimensional surfaces (embedded in 3-dimensional space) that use local structures and global information contained in int…

math.NA2011★ 3 cited

Conformal Wasserstein Distance: II. Computational Aspects and Extensions

Yaron Lipman, Jesus Puente, Ingrid Daubechies

This paper is a companion paper to [Lipman and Daubechies 2011]. We provide numerical procedures and algorithms for computing the alignment of and distance between two disk type su…

math.NA2009★ 20 cited

Synchrosqueezed Wavelet Transforms: a Tool for Empirical Mode Decomposition

Ingrid Daubechies, Jianfeng Lu, Hau-Tieng Wu

The EMD algorithm, first proposed in [11], made more robust as well as more versatile in [12], is a technique that aims to decompose into their building blocks functions that are t…

math.NA2009★ 27 cited

Surface Comparison with Mass Transportation

Y. Lipman, I. Daubechies

We use mass-transportation as a tool to compare surfaces (2-manifolds). In particular, we determine the "similarity" of two given surfaces by solving a mass-transportation problem…

math.NA2008

Iteratively re-weighted least squares minimization for sparse recovery

Ingrid Daubechies, Ronald DeVore, Massimo Fornasier +1

We analyze an Iteratively Re-weighted Least Squares (IRLS) algorithm for promoting l1-minimization in sparse and compressible vector recovery. We prove its convergence and we estim…

math.NA2007★ 190 cited

Accelerated Projected Gradient Method for Linear Inverse Problems with Sparsity Constraints

I. Daubechies, M. Fornasier, I. Loris

Regularization of ill-posed linear inverse problems via penalization has been proposed for cases where the solution is known to be (almost) sparse. One way to obtain the m…