Search Results for author: Patrick L. Combettes

Found 10 papers, 4 papers with code

Reconstruction of Functions from Prescribed Proximal Points

no code implementations11 Jan 2021 Patrick L. Combettes, Zev C. Woodstock

Under investigation is the problem of finding the best approximation of a function in a Hilbert space subject to convex constraints and prescribed nonlinear transformations.

Functional Analysis Optimization and Control

c-lasso -- a Python package for constrained sparse and robust regression and classification

1 code implementation2 Nov 2020 Léo Simpson, Patrick L. Combettes, Christian L. Müller

The underlying statistical forward model is assumed to be of the following form: \[ y = X \beta + \sigma \epsilon \qquad \textrm{subject to} \qquad C\beta=0 \] Here, $X \in \mathbb{R}^{n\times d}$is a given design matrix and the vector $y \in \mathbb{R}^{n}$ is a continuous or binary response vector.

General Classification regression

Fixed Point Strategies in Data Science

no code implementations5 Aug 2020 Patrick L. Combettes, Jean-Christophe Pesquet

The goal of this paper is to promote the use of fixed point strategies in data science by showing that they provide a simplifying and unifying framework to model, analyze, and solve a great variety of problems.

Optimization and Control

Regression models for compositional data: General log-contrast formulations, proximal optimization, and microbiome data applications

1 code implementation4 Mar 2019 Patrick L. Combettes, Christian L. Müller

This model describes the response as a linear combination of log-ratios of the original compositions and has been extended to the high-dimensional setting via regularization.

Statistics Theory Statistics Theory

Lipschitz Certificates for Neural Network Structures Driven by Averaged Activation Operators

no code implementations3 Mar 2019 Patrick L. Combettes, Jean-Christophe Pesquet

Deriving sharp Lipschitz constants for feed-forward neural networks is essential to assess their robustness in the face of adversarial inputs.

Optimization and Control

Deep Neural Network Structures Solving Variational Inequalities

no code implementations22 Aug 2018 Patrick L. Combettes, Jean-Christophe Pesquet

Motivated by structures that appear in deep neural networks, we investigate nonlinear composite models alternating proximity and affine operators defined on different spaces.

Optimization and Control

Perspective Maximum Likelihood-Type Estimation via Proximal Decomposition

1 code implementation16 May 2018 Patrick L. Combettes, Christian L. Müller

We introduce an optimization model for maximum likelihood-type estimation (M-estimation) that generalizes a large class of existing statistical models, including Huber's concomitant M-estimator, Owen's Huber/Berhu concomitant estimator, the scaled lasso, support vector machine regression, and penalized estimation with structured sparsity.

Statistics Theory Statistics Theory

Primal-dual splitting algorithm for solving inclusions with mixtures of composite, Lipschitzian, and parallel-sum monotone operators

no code implementations30 Jun 2011 Patrick L. Combettes, Jean-Christophe Pesquet

We propose a primal-dual splitting algorithm for solving monotone inclusions involving a mixture of sums, linear compositions, and parallel sums of set-valued and Lipschitzian operators.

Optimization and Control 47H05, 90C25

Proximal Splitting Methods in Signal Processing

1 code implementation17 Dec 2009 Patrick L. Combettes, Jean-Christophe Pesquet

The proximity operator of a convex function is a natural extension of the notion of a projection operator onto a convex set.

Optimization and Control Numerical Analysis 90C25, 65K05, 90C90, 94A08

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