Publications associées à On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes

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Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

Michaël Unser, Julien René Pierre Fageot, Harshit Gupta

We present a theoretical analysis and comparison of the effect of

ℓ _{ 1 }

versus

ℓ _{ 2 }

regularization for the resolution of ill-posed linear inverse and/or compressed sensing problems. Our formulation covers the most general setting where the s ...

IEEE2016

On quadratic matrix equations with infinite size coefficients encountered in QBD stochastic processes

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MATHICSE Technical Report : Optimal explicit stabilized integrator of weak order one for stiff and ergodic stochastic differential equations

Exact simulation of max-stable processes

Low-rank methods for parameter-dependent eigenvalue problems and matrix equations

Numerical modeling of fluid–structure interaction in arteries with anisotropic polyconvex hyperelastic and anisotropic viscoelastic material models at finite strains

Bilinear Generalized Approximate Message Passing—Part I: Derivation

Finite elements in space and time for the analysis of generalised visco-elastic materials

Representer Theorems for Sparsity-Promoting $ ℓ _{ 1 } $ Regularization

Exponential convergence of the hp version of isogeometric analysis of 1D

Truncated low-rank methods for solving general linear matrix equations

Numerical methods for nanophotonics: standard problems and future challenges