In this paper we are interested in regularizing hyperparameter estimation by maximum likelihood in inverse problems with wavelet regularization. One parameter per subband will be estimated by gradient ascent algorithm. We have to face with two main difficulties: i) sampling the a posteriori image distribution to compute the gradient; ii) choosing a suited step-size to ensure good convergence properties. We first show that introducing an auxiliary variable makes the sampling feasible using classical Metropolis-Hastings algorithm and Gibbs sampler. Secondly, we propose an adaptive step-size selection and a line-search strategy to improve the gradient-based method. Good performances of the proposed approach are demonstrated on both synthetic and real data.

Parallel software for solving the quadratic program arising in training support vector machines for classification problems is introduced. The software implements an iterative decomposition technique and exploits both the storage and the computing resources available on multiprocessor systems, by distributing the heaviest computational tasks of each decomposition iteration. Based on a wide range of recent theoretical advances, relevant decomposition issues, such as the quadratic subproblem solution, the gradient updating, the working set selection, are systematically described and their careful combination to get an effective parallel tool is discussed. A comparison with state-of-the-art packages on benchmark problems demonstrates the good accuracy and the remarkable time saving achieved by the proposed software. Furthermore, challenging experiments on real-world data sets with millions training samples highlight how the software makes large scale standard nonlinear support vector machines effectively tractable on common multiprocessor systems. This feature is not shown by any of the available codes.