We develop and analyze M-estimation methods for divergence functionals and the likelihood ratios of two probability distributions. Our method is based on a non-asymptotic variatio...
XuanLong Nguyen, Martin J. Wainwright, Michael I. ...
Sparse additive models are families of d-variate functions with the additive decomposition f∗ = ∑j∈S f∗ j , where S is an unknown subset of cardinality s d. In this paper,...
This paper describes a Parallel Space Decomposition (PSD) technique for the Mesh Adaptive Direct Search (MADS) algorithm. MADS extends Generalized Pattern Search for constrained n...
We introduce an alternative to the smoothing technique approach for constrained optimization. As it turns out for any given smoothing function there exists a modification with part...
Abstract. A new iterative algorithm for the solution of minimization problems in infinitedimensional Hilbert spaces which involve sparsity constraints in form of p-penalties is pro...