Principal components analysis (PCA) is a well-known technique for approximating a data set represented by a matrix by a low rank matrix. Here, we extend the idea of PCA to handle arbitrary data sets…
Proponents of robust optimization typically make three claims concerning the value of the robust approach. The first is that robust optimization models lead to solutions whose expected cost is close…
Computing reliable solutions to inverse problems is important in many applications such as biomedical imaging, computer graphics, and security. Regularization by incorporating prior knowledge is…