Publications related to ‪Stochastic Control-A Moment Approach to Sparse Control Design‬

Variational Methods For Continuous-Domain Inverse Problems: the Quest for the Sparsest Solution

The goal of this thesis is to study continuous-domain inverse problems for the reconstruction of sparse signals and to develop efficient algorithms to solve such problems computationally. The task is to recover a signal of interest as a continuous function ...

EPFL2022

MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Fabio Nobile, Francesca Bonizzoni

We study the Darcy boundary value problem with log-normal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of the coefficient, and approximating the expected value of the stochastic solu ...

MATHICSE2020

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Fabio Nobile, Francesca Bonizzoni

We study the Darcy boundary value problem with lognormal permeability field. We adopt a perturbation approach, expanding the solution in Taylor series around the nominal value of the coefficient, and approximating the expected value of the stochastic solut ...

2020

Phaseless Diffraction Tomography With Regularized Beam Propagation

Michaël Unser, Demetri Psaltis, Thanh-An Michel Pham, Emmanuel Emilien Louis Soubies, Ferréol Arnaud Marie Soulez, Alexandre Goy, Joowon Lim

In recent years, researchers have obtained impressive reconstructions of the refractive index (RI) of biological objects through the combined use of advanced physics (nonlinear forward model) and regularization. Here, we propose an adaptation of these tech ...

IEEE2018

Gaussian versus Sparse Stochastic Processes

Julien René Pierre Fageot

Although our work lies in the field of random processes, this thesis was originally motivated by signal processing applications, mainly the stochastic modeling of sparse signals. We develop a mathematical study of the innovation model, under which a signal ...

EPFL2017

Multi-index Monte Carlo: when sparsity meets sampling

Fabio Nobile

We propose and analyze a novel Multi Index Monte Carlo (MIMC) method for weak approximation of stochastic models that are described in terms of differential equations either driven by random measures or with random coefficients. The MIMC method is both a s ...

2016

Sparse molecular image representation

Pascal Frossard, Sofia Karygianni

Sparsity-based models have proven to be very effective in most image processing applications. The notion of sparsity has recently been extended to structured sparsity models where not only the number of components but also their support is important. This ...

Elsevier2016

Estimation Error of the Constrained Lasso

Volkan Cevher, Yen-Huan Li, Ya-Ping Hsieh, Nissim Zerbib

This paper presents a non-asymptotic upper bound for the estimation error of the constrained lasso, under the high-dimensional (

n \ll p

) setting. In contrast to existing results, the error bound in this paper is sharp, is valid when the parameter to be e ...

2016

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

2015

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Afsaneh Asaei, Mohammadjavad Taghizadeh, Saeid Haghighatshoar

In this paper, we prove a new identity for the least-square solution of an over-determined set of linear equation

Ax=b

, where

A

is an

m\times n

full-rank matrix,

b

is a column-vector of dimension

m

, and

m

(the number of equations) is larger tha ...

Idiap2015

‪Stochastic Control-A Moment Approach to Sparse Control Design‬

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Variational Methods For Continuous-Domain Inverse Problems: the Quest for the Sparsest Solution

MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Phaseless Diffraction Tomography With Regularized Beam Propagation

Gaussian versus Sparse Stochastic Processes

Multi-index Monte Carlo: when sparsity meets sampling

Sparse molecular image representation

Estimation Error of the Constrained Lasso

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Variational Methods For Continuous-Domain Inverse Problems: the Quest for the Sparsest Solution

MATHICSE Technical Report : Regularity and sparse approximation of the recursive first moment equations for the lognormal Darcy problem

Multi-index Monte Carlo: when sparsity meets sampling

Sparse molecular image representation

Estimation Error of the Constrained Lasso

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

A New Identity for the Least-square Solution of Overdetermined Set of Linear Equations

Phaseless Diffraction Tomography With Regularized Beam Propagation

Gaussian versus Sparse Stochastic Processes