TH2.PA3.1

FDR-Controlled Sparse Index Tracking with Autoregressive Stock Dependency Models

Jasin Machkour, Michael Muma, Technische Universität Darmstadt, Germany; Daniel P. Palomar, The Hong Kong University of Science and Technology, China

Session:
TH2.PA3: Compressed Sensing and Sparse Modeling Poster

Track:
TMTSP - Theoretical and Methodological Trends in Signal Processing

Location:
Poster Area 3

Presentation Time:
Thu, 29 Aug, 14:00 - 15:40 France Time (UTC +1)

Session Chair:
Julián Tachella, CNRS, ENS de Lyon
Presentation
Discussion
Resources
No resources available.
Session TH2.PA3
TH2.PA3.1: FDR-Controlled Sparse Index Tracking with Autoregressive Stock Dependency Models
Jasin Machkour, Michael Muma, Technische Universität Darmstadt, Germany; Daniel P. Palomar, The Hong Kong University of Science and Technology, China
TH2.PA3.2: PROJECTED BLOCK COORDINATE DESCENT FOR SPARSE SPIKE ESTIMATION
Pierre-Jean Bénard, Yann Traonmilin, Jean-François Aujol, Université de Bordeaux, France
TH2.PA3.3: ADAPTIVE PARAMETER SELECTION FOR GRADIENT-SPARSE PLUS LOW PATCH-RANK RECOVERY: APPLICATION TO IMAGE DECOMPOSITION
Antoine Guennec, Jean-François Aujol, Yann Traonmilin, University of Bordeaux, France
TH2.PA3.4: Estimation of Instrument Spectral Response Functions in Presence of Radiometric Errors
Jihanne El Haouari, Jean-Yves Tourneret, TéSA laboratory, IRIT-ENSEEIHT, CNRS, Université de Toulouse, France; Herwig Wendt, IRIT-ENSEEIHT, CNRS, Université de Toulouse, France; Jean-Michel Gaucel, Thales Alenia Space Cannes, France; Christelle Pittet, Centre National d’Etudes Spatiales, Centre Spatial de Toulouse, France
TH2.PA3.5: IMPROVING SPARSE DICTIONARY LEARNING WITH REJECTION OF FULLY EXPOSED PATCHES
Matthieu Chancel, Hacheme Ayasso, Michel Desvignes, Univ. Grenoble Alpes, CNRS, Grenoble INP, France; Jean-Michel Vignolle, TRIXELL, France; Eric Lespessailles, Centre Hospitalier Universitaire Régional d'Orléans, France
TH2.PA3.6: GRAM-GUIDED ERROR-CORRECTION FOR HIGHLY-COHERENT DICTIONARIES AND ITS APPLICATION TO CS-TOF IMAGING
Alvaro Lopez Paredes, University of Siegen, Germany; Felipe Gutierrez-Barragan, University of Wiscosin-Madison, United States; Miguel Heredia Conde, University of Wuppertal, Germany
TH2.PA3.7: 1-bit Compressive Radar with Phase Dithering
Thomas Feuillen, University of Luxembourg, Luxembourg; Luc Vandendorpe, Laurent Jacques, UCLouvain, Belgium
TH2.PA3.8: Gridless 2D Recovery of Lines using the Sliding Frank-Wolfe Algorithm
Kévin Polisano, Basile Dubois-Bonnaire, Sylvain Meignen, University Grenoble Alpes, Laboratoire Jean Kuntzmann, France
TH2.PA3.9: A Lower-Correlation Random Demodulator Architecture Using Random Sampling Period Zeroing Integration Method
Yanjun Yan, Chuanrong Liu, Yijiu Zhao, Houjun Wang, Lei Qian, Kai Chen, Yifan Wang, UESTC, China