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Relation between Regularization and correlation

I was going through Chapter 3 (page 63 bottom) of Elements of Statistical Learning. While explaining regularization in ridge regression authors make the following statements. "When there are many ...
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1answer
26 views

Solve the following matrix equation $X'X=A$

I have square matrices $X$,$A$ and $X'X-A=0$. $A$ is given and is positive definite and I need to get matrix $X$. I know $X$ is not unique since $TX$ such that $T'T=I$ will satisfy. My problem is ...
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1answer
20 views

How do I set a lower bound to the solution's norm in a QP problem

I know that LASSO-regularization can be used to scale into an $L_1$ upper bound for a solution. But what if I want the norm to be within a specific range $[a,b]$? ie. I also want to set a lower bound? ...
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9 views

Basis functions which allow non-negativity to be enforced?

I'm working on an inverse problem where I am trying to estimate a probability distribution $f(x)$ as a sum of basis functions: $$ f(x) = \sum_{i}^{M} c_i \phi_i(x) $$ Where the $\mathbf{c}$ are ...
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1answer
37 views

Solving L1 regularized Joint Least Squares and Logistic Regression

My objective function that is to be minimized is as follows: $f = -\sum_{n=1}^{N}log~p(y_{n}^{a}|x_{n},w) + \sum_{n=1}^{N}(y_{n}^{b}-w^{T}x_{n})^{2} +\lambda\|w\|_1$ The first term models the ...
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1answer
65 views

When do regularization methods for divergent series disagree?

Sometimes, it is possible to take a divergent series (in the sense of its sequence of partial sums failing to converge) and "regularize" it using one of a variety of methods to assign it a meaningful ...
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0answers
49 views

Tikhonov regularization vs truncated SVD

To find $\mathbf{x}$ such that $$A\mathbf{x}=\mathbf{b}$$ we can use least squares when the problem is not well posed. Further, we can use Tikhonov regularization when $A$ is ill-conditioned. In ...
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13 views

regularization of matrix

I am trying to find a solution for $x$ in the equation $$Ax=y$$ in which $A$ is a underdetermined matrix. After searching on the ineternet I got an idea about regularization using $L_0,L_1$ and ...
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0answers
23 views

sum of divisors function $\sum \tau(n) = \frac{1}{4}$

These notes on multiplicative number theory mention the convolution $ 1 \ast 1 = \tau$ (where $\tau$ is the divisor function not Ramanujan tau function. Therefore $$ \bigg(\sum \frac{1}{n^s} ...
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1answer
66 views

Zeta and Gamma function regularization with $\omega=1/0$

I have recently read about zeta function regularization, a way of ascribing values to functions having simple poles in a point and to divergent series. The values obtained are the same as those ...
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1answer
115 views

Is there a metric in which $1+2+3+4+\cdot$ converges to $-\frac1{12}$?

It is well known that the sum $1+2+3+4+\ldots$, which tends to infinity in the regular sense, can be assigned the value $-\frac{1}{12}$ by different means, e.g., zeta regularization or different ...
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1answer
44 views

Optimization Problem (Linear Algebra)

I am not trying to cheat or anything, so any reference to online literature or MOOCs, that teach this stuff, will be highly appreciated. The problem is to prove that the following optimization ...
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0answers
18 views

Can this divergent integral transform be regularized?

The integral $$\int_0^{\infty} e^u \ K_{i t}(u) du$$ is the adjoint Kontorovich-Lebedev transform of the increasing exponential function, but unfortunately this integral is divergent because $$e^u \ ...
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1answer
13 views

zeta regularization separation of series

in the sense of infinite series and for an integer 'a' is then correct that $$ \sum_{n=1}^{\infty}n^{k} = \sum_{n=1}^{a}n^{k}+ \sum_{n=a+1}^{\infty}n^{k} $$ opther that works only when ยท$ re(k) > ...
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20 views

Regularization of equivalent optimization problems

In portfolio optimization three equivalent optimization problems exist. I am wondering if they are still equivalent when regularized, e.g by ridge regularization. E.g. are the following equivalent ...
2
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0answers
43 views

Fourier transform of an exponentially singular radial function

I am trying to compute the 3D Fourier transform of a spherically symmetric function of the form $$f(r) = e^{\frac{1}{r} e^{-r}} - 1\, ,$$ which entails the integral $$\begin{aligned}F(k) =& \int ...
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1answer
12 views

Support of vector $w$ in graph sparsity

I'm reading about graph sparsity and I have one problem in a paper I'm reading I don't understand, maybe someone can clarify: Graph Sparsity: In graph sparsity, we have a directed acyclic graph ...
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1answer
20 views

Differentiable L-1 Regularization

In machine learning we are often faced with optimization problems where we want to minimize some energy function using L1 regularization over some of the parameters, e.g.: $$ E(a,w) = [\text{sum of ...
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21 views

Differentiability of Moreau-Yosida Regularization? [duplicate]

I'm looking for a proof of the differentiability of the Moreau-Yosida regularization of a proper closed convex function $f(y)$ defined on an n-dimensional Banach space $Y$. namely the function is ...
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1answer
27 views

Regularization of underdetermined system to favour low frequency solutions?

Consider the ill-posed system $$ \mathbf A \mathbf x= \mathbf b.$$ One method to regularize the solution is the Tikhonov method which effectively minimizes $ ||\mathbf A \mathbf x - \mathbf b ||^2 + ...
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58 views

Function smoothing using convolution

I have a function $\hat f$ which is an estimator of an unknown function $f$. The estimator $\hat f$ looks pretty irregular (see the red line). I would like to smooth it with some kernel function ...
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1answer
29 views

Integral in regularization involving exp of a parameter in the denominator

Can someone please point me a way to compute $$\int_0^\infty\frac1{s+t}\exp\left(-\alpha t+\frac{t^2\beta}{s+t}\right)dt$$ ? How about the following one? $$\int_0^\infty ds\int_0^\infty ...
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1answer
80 views

Is it possible to sum the divergent series with prime coefficients?

This is a follow-up of this question. It is known that the divergent series $$ P := \sum_{n=1}^\infty p_n \qquad \text{where } p_n \text{ is the $n$th prime} $$ cannot be summed by means of (prime) ...
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1answer
82 views

Why use regularization to reduce over-fitting

I'm having trouble understanding why should we use regularization for over-fitting when we can simply reduce the number of order to our polynomial function? Is it because it saves us time from having ...
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174 views

Connection between integral expression and the factorial of infinity

Does the fact that $$\int_{-\infty}^{\infty}\exp\left(-\frac{1}{2}x^2\right)\mathrm{d}x=\sqrt{2\pi}$$ Have something to do with the fact that the regularized factorial of infinity is also ...
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38 views

When does l1 regularisation give a sparse solution?

I was maximising a likelihood function, which is convex. I know that the system has a K-sparse solution. I wanted to know the conditions (or some sufficient conditions) on the likelihood function ...
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0answers
56 views

Regularity of semilinear heat equation

I'm facing following regularity issue and i wonder if anyone of you guys is able to help me. I'd like to show that the solution of a semilinear heat equation is classical, i.e. $C^2$ in space and ...
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1answer
121 views

Playing fast and loose with divergent series [closed]

I have been playing around recently with the regularization of infinite divergent sums and products, e.g. $$1+1+1+1+1+\ldots=\zeta(0)=-\frac{1}{2}$$ $$1+2+3+4+5+\ldots=\zeta(-1)=-\frac{1}{12}$$ ...
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1answer
85 views

Assigning values to divergent integrals

I'm interested in the (obviously divergent) integral $$ \int_{-\infty}^\infty dx e^{-x f}\ ,$$ where $f$ is real. Is there any way to meaningfully assign a value to this integral? I was thinking of ...
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68 views

Implementation of Total Variation Regularization Algorithm (Lagged Diffusivity Algorithm)

I am trying to compute the derivative of an experimentally-measured quantity as a function of time. The data are fairly noisy, which causes problems. For instance, using finite differences (central ...
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61 views

Laplacian Regularization with Sparse group Lasso

I have an optimization problem that is of the form: $\{\textbf{A}\} = argmin \{tr(\textbf{A}^\top L \textbf{A}) + \lambda_1||\textbf{A}||_1 + \lambda_2||\textbf{A}||_{2,1}\}$ where $\textbf{A}$ is a ...
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1answer
49 views

Eigenvalues and Eigenvectors of a singular Covariance matrix

I am working on a research in which my data matrix $\bf X$ has dimension of $N\times P$ where $P>>>>N$.ie. its a small sample size problem. I need to compute the covariance of $\bf X$, ...
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0answers
20 views

integration of a multiple Laurent series

let be an multiple integral given by $$ \int_{0}^{\infty}dx_{1}\dots\int_{0}^{\infty}dx_{n}F(x_{1} ,x_{2},...x_{n}) $$ i have a question can i solve this integral equation by exapnding the integrand ...
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1answer
115 views

a doubt with the series $ \sum_{n=0}^{\infty}e^{-nx} $

I know that the series is equal to $$ \sum_{n=0}^{\infty}e^{-nx}= \frac{1}{1-e^{-x}}$$ However, if I expand each exponential term into a Taylor series I get $$ \sum_{n=0}^{\infty}e^{-nx}= ...
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0answers
46 views

regu tools l_curve regularization stanford ee 263

I am trying to solve one of the famous stanford EE263 problems, which gives me matrix A representing blurring of an image and y, representing the blurred image. For that I have been trying to use ...
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0answers
38 views

Regularized least squares

In Image Restoration, a true image $f$ (in vector form) can be related to degraded data $y$ through a linear model of the form $$y = Hf + n$$ where $H$ is a 2D blurring matrix and $n$ is a noise ...
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18 views

$C^\infty$ approximations of $f(r) = |r|^{m-1}r$ [duplicate]

Consider $f(r) = |r|^{m-1}r$ where $m \geq 1$. Is it possible to find $C^\infty$ functions $f_n$, such that $f_n \to f$ uniformly on compact subsets of $\mathbb{R}$, $f_n' \to f'$ uniformly on ...
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4answers
200 views

Find the regularized sum $\frac{1}{\ln(2)}+\frac{1}{\ln(3)}+\frac{1}{\ln(4)}+…$

By considering the integral Zeta function $$F(s)=s+\frac{1}{2^s\ln(2)}+\frac{1}{3^s\ln(3)}+\frac{1}{4^s\ln(4)}+...$$ Evaluate $$\frac{1}{\ln(2)}+\frac{1}{\ln(3)}+\frac{1}{\ln(4)}+...$$ EDIT: ...
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0answers
22 views

Regularization for unordered vectors

Let suppose we have two vectors u, v $\in \mathbb{R}^n$ and we want a function that returns $0$ if the ordering of the elements of both vectors are the same or a positive number otherwise, where the ...
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30 views

Why do the following regularisations of a function in Sobolev space exist?

Suppose $v_1, v_2$ satisfy $\mu \leq v_1(x,t), v_2(x,t) \leq M$ a.e. in $Q:=\Omega\times(0,T)$ and $$(v_1, \eta_1) \quad\text{and} \quad (v_2, \eta_2) \in L^2(0,T;H^1(\Omega)) \cap L^2(Q).$$ Define ...
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0answers
14 views

regularization parameters

Could someone out here kindly help me to state whether or not I am wrong on how to compute the tuning parameter for penalized neural network training problem... Given the objective function, I ...
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1answer
244 views

Understanding Regularization parameters in Machine Learning/Statistics

Suppose I have the following $k$ degree polynomial regression model with a data set of size $n$ which includes a $k$-dimensional feature vector $x$ and an outcome denoted $t_i$ for each vector in the ...
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2answers
74 views

Regex for strings with at least three unique characters

I'm trying to represent some string conditions in terms of regex. One of those conditions I find hard to transform is that the string must have at least three different characters. So is there any ...
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0answers
25 views

Regularising a function that is constant on an interval (related to Heaviside)

Define the function $f:\mathbb R \to \mathbb R$ by $$f(x) = \begin{cases} x &\text{for $x < 0$}\\ 0 &\text{for $x \in [0,1]$}\\ x-1 &\text{for $x > 1$}& \end{cases} $$ Note that ...
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34 views

proving that the series $ 1+2^{s}+3^{s}++ $ is divergent but borel summable

suppose that in the sense of distribution $ \int_{0}^{\infty}dxx^{n}T(x,s) =n^{s} $ for some distribution $ T(x) $ i do not know :( so if we apply borel generalized resummation $$ ...
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1answer
95 views

Euler-Maclarurin summation formula and regularization

let be $ f(x)= x^{a} $ with $ -1<a<0 $ if i use Euler Maclaurin summation formula $$ \int_{1}^{\infty}dxx^{a}= \frac{1}{2}+ ...
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1answer
34 views

determinant property of an operator

for a matrix we know that $$\det(aA)=a^n \det(A) $$ but what happens for an INFINITE dimensional operator ?? should we have $$\det(aA)=a^{Z(0)}\det(A) $$ $$ Z(s)= \sum_{n=0}^\infty \lambda_n^{-s} ...
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118 views

Second-Order Tikhonov Regularization

In the second-order Tikhonov regularization approach $\min\left\|Gm - d \right\|_2^2 + \alpha\ ^2 \left\|\Gamma x\right\|_2^2$ (1) given that $\Gamma\ $ contains second order derivatives, ...
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1answer
151 views

The gradient of the standard mollifier

Please check my proof for the following result: I want to prove a result for $D\eta_{\epsilon}$ the gradient of the standard mollifier $\eta$. The function $\eta$ is defined as follows: Let ...
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1answer
189 views

Uniform convergence with Lp functions

I have a convergence question: Say we have a sequence of functions $\{u_{m}\}_{m=1}^{\infty}$ where $\{u_{m}\}_{1}^{\infty} \subset L^{p}(U)$ and where $U$ is bounded. Consider $u^{\epsilon} := ...