Research Seminar in Mathematics - Unbiased approaches to compressive sensing and low rank matrix estimation
27 February 2025 13:15 T133, Teknikhuset
Please contact Magnus Ögren if you have any questions regarding this seminar series.
Speaker
Marcus Carlsson, Matematikcentrum, Lunds universitet.
Abstract
It is well known that the standard compressive sensing techniques, LASSO for the scalar case and nuclear norm minimization for the matrix case, come with a significant "shrinking bias". I will introduce a toolbox of techniques to construct non-convex penalties with a number of desirable features, in particular that they provably do not suffer from the "shrinking bias". The types of penalties that one may construct can be tailor-made to the application at hand, and works both for vectors and matrices.
Welcome!