69 citations · 138 across the 26 of their papers we have counts for
4 papers · 1 filter
Safe rules for the identification of zeros in the solutions of the SLOPE problem
Clément Elvira, Cédric Herzet
In this paper we propose a methodology to accelerate the resolution of the so-called "Sorted L-One Penalized Estimation" (SLOPE) problem. Our method leverages the concept of "safe…
Node-screening tests for L0-penalized least-squares problem with supplementary material
Théo Guyard, Cédric Herzet, Clément Elvira
We present a novel screening methodology to safely discard irrelevant nodes within a generic branch-and-bound (BnB) algorithm solving the l0-penalized least-squares problem. Our co…
Screen & Relax: Accelerating the resolution of Elastic-net by safe identification of the solution support
Théo Guyard, Cédric Herzet, Clément Elvira
In this paper, we propose a procedure to accelerate the resolution of the well-known "Elastic-Net" problem. Our procedure is based on the (partial) identification of the solution s…
State-Of-The-Art Algorithms For Low-Rank Dynamic Mode Decomposition
Patrick Heas, Cedric Herzet
This technical note reviews sate-of-the-art algorithms for linear approximation of high-dimensional dynamical systems using low-rank dynamic mode decomposition (DMD). While repeati…