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Sparse and stable Markowitz portfolios
- Joshua Brodie, I. Daubechies, C. De Mol, D. Giannone, I. Loris
- Economics, Computer ScienceProceedings of the National Academy of Sciences
- 31 July 2007
TLDR
Accelerated Projected Gradient Method for Linear Inverse Problems with Sparsity Constraints
- I. Daubechies, M. Fornasier, I. Loris
- Mathematics, Computer Science
- 28 June 2007
TLDR
Variable Metric Inexact Line-Search-Based Methods for Nonsmooth Optimization
- S. Bonettini, I. Loris, F. Porta, M. Prato
- Mathematics, Computer ScienceSIAM J. Optim.
- 1 June 2015
TLDR
On a generalization of the iterative soft-thresholding algorithm for the case of non-separable penalty
- I. Loris, C. Verhoeven
- Mathematics, Computer Science
- 6 April 2011
TLDR
On the performance of algorithms for the minimization of l1-penalized functionals
- I. Loris
- Computer Science
- 22 October 2007
The problem of assessing the performance of algorithms used for the minimization of an ?1-penalized least-squares functional, for a range of penalty parameters, is investigated. A criterion that uses…
Symmetry reductions of the BKP hierarchy
TLDR
L1Packv2: A Mathematica package for minimizing an l1-penalized functional
- I. Loris
- Computer ScienceComput. Phys. Commun.
- 19 October 2007
A generalized quantile regression model
- V. Nassiri, I. Loris
- Mathematics
- 29 April 2013
A new class of probability distributions, the so-called connected double truncated gamma distribution, is introduced. We show that using this class as the error distribution of a linear model leads…
On a direct bilinearization method : Kaup's higher-order water wave equation as a modified nonlocal Boussinesq equation
- F. Lambert, I. Loris, J. Springael, R. Willer
- Mathematics
- 7 August 1994
A systematic procedure for the bilinearization of classes of soliton equations is developed with the help of a generalization of Bell's exponential polynomials (1934). Application of this procedure…
Tomographic inversion using L1-norm regularization of wavelet coefficients
- I. Loris, G. Nolet, I. Daubechies, F. Dahlen
- Geology, Mathematics
- 8 August 2006
We propose the use of $ell_1$ regularization in a wavelet basis for the solution of linearized seismic tomography problems $Am=data$, allowing for the possibility of sharp discontinuities…
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