163 citations · 704 across the 74 of their papers we have counts for
12 papers · 1 filter
Basis Pursuit Denoise with Nonsmooth Constraints
Robert Baraldi, Rajiv Kumar, Aleksandr Aravkin
Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations ar…
A Relaxed Optimization Approach for Cardinality-Constrained Portfolio Optimization
Jize Zhang, Tim Leung, Aleksandr Aravkin
A cardinality-constrained portfolio caps the number of stocks to be traded across and within groups or sectors. These limitations arise from real-world scenarios faced by fund mana…
Relaxation algorithms for matrix completion, with applications to seismic travel-time data interpolation
Robert Baraldi, Carl Ulberg, Rajiv Kumar +2
Travel time tomography is used to infer the underlying three-dimensional wavespeed structure of the Earth by fitting seismic travel time data collected at surface stations. Data in…
Computer Assisted Localization of a Heart Arrhythmia
Chris Vogl, Peng Zheng, Stephen P. Seslar +1
We consider the problem of locating a point-source heart arrhythmia using data from a standard diagnostic procedure, where a reference catheter is placed in the heart, and arrival…
Learning Nonlinear Brain Dynamics: van der Pol Meets LSTM
German Abrevaya, Irina Rish, Aleksandr Y. Aravkin +7
Many real-world data sets, especially in biology, are produced by complex nonlinear dynamical systems. In this paper, we focus on brain calcium imaging (CaI) of different organisms…
M-estimation with the Trimmed l1 Penalty
Jihun Yun, Peng Zheng, Eunho Yang +2
We study high-dimensional estimators with the trimmed penalty, which leaves the largest parameter entries penalty-free. While optimization techniques for this nonconve…