68 citations · 289 across the 51 of their papers we have counts for
9 papers · 1 filter
How to monitor and mitigate stair-casing in l1 trend filtering
Cristian R. Rojas, Bo Wahlberg
In this paper we study the estimation of changing trends in time-series using trend filtering. This method generalizes 1D Total Variation (TV) denoising for detection of s…
Approximate Regularization Path for Nuclear Norm Based H2 Model Reduction
Niclas Blomberg, Cristian R. Rojas, Bo Wahlberg
This paper concerns model reduction of dynamical systems using the nuclear norm of the Hankel matrix to make a trade-off between model fit and model complexity. This results in a c…
Alternating Strategies Are Good For Low-Rank Matrix Reconstruction
Kezhi Li, Martin Sundin, Cristian R. Rojas +2
This article focuses on the problem of reconstructing low-rank matrices from underdetermined measurements using alternating optimization strategies. We endeavour to combine an alte…
Reduced Complexity Filtering with Stochastic Dominance Bounds: A Convex Optimization Approach
Vikram Krishnamurthy, Cristian Rojas
This paper uses stochastic dominance principles to construct upper and lower sample path bounds for Hidden Markov Model (HMM) filters. Given a HMM, by using convex optimization met…
Relevance Singular Vector Machine for low-rank matrix sensing
Martin Sundin, Saikat Chatterjee, Magnus Jansson +1
In this paper we develop a new Bayesian inference method for low rank matrix reconstruction. We call the new method the Relevance Singular Vector Machine (RSVM) where appropriate p…
Piecewise Toeplitz Matrices-based Sensing for Rank Minimization
Kezhi Li, Cristian R. Rojas, Saikat Chatterjee +1
This paper proposes a set of piecewise Toeplitz matrices as the linear mapping/sensing operator for recovering l…