Outlier-robust additive matrix decomposition
A spectral least-squares-type method for heavy-tailed corrupted regression with unknown covariance & heterogeneous noise (with R.I. Oliveira and Z.F. Rico).
Outlier-robust sparse/low-rank least-squares regression and robust matrix completion
Restricted eigenvalue property for corrupted Gaussian designs (with A. Dalalyan).
Sample average approximation with heavier tails II: localization in stochastic convex optimization and persistence results for the Lasso, Mathematical Programming (with R.I. Oliveira).
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints, Mathematical Programming (with R.I. Oliveira).
Stochastic line-search for stochastic approximation: adaptation to Lipschitz constant, Stochastic Programming Society Newsletter.
Outlier-robust estimation of a sparse linear model using l1-penalized Huber's M-estimator, NeurIPS2019 (with A. Dalalyan).
Variance-based extragradient method with line search for stochastic variational inequalities, SIAM Journal on Optimization (with A. Iusem, A. Jofre and R.I. Oliveira).
Incremental constraint projection methods for monotone stochastic variational inequalities, Mathematics of Operations Research (with A. Iusem, A. Jofre).
On variance reduction for stochastic smooth convex optimization with multiplicative noise, Mathematical Programming (with A. Jofre).
Extragradient method with variance reduction for stochastic variational inequalities, SIAM Journal on Optimization, (with A. Iusem, A. Jofre and R.I. Oliveira).
Algorithms for stochastic variational inequalities: convergence and complexity analysis, PhD Thesis IMPA, Dec. 2015.
Estimador MUSIC: resolvendo um problema de Probabilidade com Álgebra Linear, Matemática Universitária.
Target separation in SAR image with the MUSIC algorithm, Proceedings of the IEEE International Geoscience and Remote Sensing Symposium (with M. Nannini and R. Scheiber).