IHP just organized a series of talks within what they call the nexus trimester whuch had a focus on Inference Problems -the whole playlist is here-. Here are a few presentations related to the theme of Nuit Blanche.
I somehow had not realized that solver's complexity was not invariant with affine translation. The second part of this talk is about some Compressive Sensing.
An Optimal Affine Invariant Smooth Minimization Algorithm, Alexandre d'Aspremont
Abstract: We formulate an affine invariant implementation of the algorithm in (Nesterov, 1983). We show that the complexity bound is then proportional to an affine invariant regularity constant defined with respect to the Minkowski gauge of the feasible set.
Joint work with Cristóbal Guzmán and Martin Jaggi.
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