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» The Power of Linear Functions
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CORR
2011
Springer
167views Education» more  CORR 2011»
15 years 1 months ago
Fast global convergence of gradient methods for high-dimensional statistical recovery
Many statistical M-estimators are based on convex optimization problems formed by the weighted sum of a loss function with a norm-based regularizer. We analyze the convergence rat...
Alekh Agarwal, Sahand Negahban, Martin J. Wainwrig...
TSMC
2011
228views more  TSMC 2011»
15 years 1 months ago
Privacy-Preserving Outlier Detection Through Random Nonlinear Data Distortion
— Consider a scenario in which the data owner has some private/sensitive data and wants a data miner to access it for studying important patterns without revealing the sensitive ...
Kanishka Bhaduri, Mark D. Stefanski, Ashok N. Sriv...
SIAMJO
2010
155views more  SIAMJO 2010»
15 years 1 months ago
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
SIAMMAX
2010
116views more  SIAMMAX 2010»
15 years 1 months ago
Structured Total Maximum Likelihood: An Alternative to Structured Total Least Squares
Abstract. Linear inverse problems with uncertain measurement matrices appear in many different applications. One of the standard techniques for solving such problems is the total l...
Amir Beck, Yonina C. Eldar
TIT
2010
128views Education» more  TIT 2010»
15 years 1 months ago
Shannon-theoretic limits on noisy compressive sampling
In this paper, we study the number of measurements required to recover a sparse signal in M with L nonzero coefficients from compressed samples in the presence of noise. We conside...
Mehmet Akçakaya, Vahid Tarokh