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We consider a general statistical linear inverse problem, where the solution is represented via a known (possibly overcomplete) dictionary that allows its sparse representation. We propose two different approaches. A model selection…

Methodology · Statistics 2017-10-31 Felix Abramovich , Daniela De Canditiis , Marianna Pensky

Many inverse problems are concerned with the estimation of non-negative parameter functions. In this paper, in order to obtain non-negative stable approximate solutions to ill-posed linear operator equations in a Hilbert space setting, we…

Numerical Analysis · Mathematics 2020-02-21 Ye Zhang , Bernd Hofmann

We consider the problem of threshold estimation for autoregressive time series with a "space switching" in the situation, when the regression is nonlinear and the innovations have a smooth, possibly non Gaussian, probability density.…

Statistics Theory · Mathematics 2012-07-17 Pavel Chigansky , Yury Kutoyants

Nonlinear function estimation is core to modern machine learning applications. In this paper, to perform nonlinear function estimation, we reduce a nonlinear inverse problem to a linear one using a polynomial kernel expansion. These kernels…

Information Theory · Computer Science 2019-10-02 Hangjin Liu , You , Zhou , Ahmad Beirami , Dror Baron

In this paper, we study inverse boundary problems associated with semilinear parabolic systems in several scenarios where both the nonlinearities and the initial data can be unknown. We establish several simultaneous recovery results…

Analysis of PDEs · Mathematics 2022-10-12 Yi-Hsuan Lin , Hongyu Liu , Xu Liu , Shen Zhang

Most inverse optimization models impute unspecified parameters of an objective function to make an observed solution optimal for a given optimization problem with a fixed feasible set. We propose two approaches to impute unspecified…

Optimization and Control · Mathematics 2019-07-19 Timothy C. Y. Chan , Neal Kaw

This paper concerns the reconstruction of a scalar coefficient of a second-order elliptic equation in divergence form posed on a bounded domain from internal data. This theory finds applications in multi-wave imaging, greedy methods to…

Analysis of PDEs · Mathematics 2020-05-19 Faouzi Triki , Tao Yin

Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…

Numerical Analysis · Mathematics 2020-01-29 Frank Werner , Bernd Hofmann

To extract the approximate solutions in the case of nonlinear fractional order differential equations with the homogeneous and nonhomogeneous boundary conditions, the weighted residual method is embedded here. We exploit three methods such…

Numerical Analysis · Mathematics 2024-04-05 Umme Ruman , Md. Shafiqul Islam

We derive a maximum a posteriori estimator for the linear observation model, where the signal and noise covariance matrices are both uncertain. The uncertainties are treated probabilistically by modeling the covariance matrices with prior…

Statistics Theory · Mathematics 2014-03-12 Dave Zachariah , Nafiseh Shariati , Mats Bengtsson , Magnus Jansson , Saikat Chatterjee

We consider inverse problems for non-linear hyperbolic and elliptic equations and give an introduction to the method based on the multiple linearization, or on the construction of artificial sources, to solve these problems. The method is…

Analysis of PDEs · Mathematics 2025-03-18 Matti Lassas

We provide a new algorithm for the treatment of inverse problems which combines the traditional SVD inversion with an appropriate thresholding technique in a well chosen new basis. Our goal is to devise an inversion procedure which has the…

Statistics Theory · Mathematics 2016-08-14 Gérard Kerkyacharian , Pencho Petrushev , Dominique Picard , Thomas Willer

The Bayesian approach has proved to be a coherent approach to handle ill posed Inverse problems. However, the Bayesian calculations need either an optimization or an integral calculation. The maximum a posteriori (MAP) estimation requires…

Data Analysis, Statistics and Probability · Physics 2007-05-23 A. Mohammad-Djafari

This paper discusses the solution of nonlinear integral equations with noisy integral kernels as they appear in nonparametric instrumental regression. We propose a regularized Newton-type iteration and establish convergence and convergence…

Numerical Analysis · Mathematics 2015-04-01 Fabian Dunker , Jean-Pierre Florens , Thorsten Hohage , Jan Johannes , Enno Mammen

A wide variety of (fixed-point) iterative methods for the solution of nonlinear equations (in Hilbert spaces) exists. In many cases, such schemes can be interpreted as iterative local linearization methods, which, as will be shown, can be…

Numerical Analysis · Mathematics 2019-10-16 Pascal Heid , Thomas P. Wihler

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

Neural networks have emerged as effective tools for solving ill-posed inverse problems. In many scientific applications, however, observational training data are insufficient, and learned inverse operators must instead be trained on…

Numerical Analysis · Mathematics 2026-05-26 Sandra R. Babyale , Jodi Mead

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We consider linear inverse problems in a nonparametric statistical framework. Both the signal and the operator are unknown and subject to error measurements. We establish minimax rates of convergence under squared error loss when the…

Statistics Theory · Mathematics 2012-04-16 S. Delattre , M. Hoffmann , D. Picard , T. Vareschi

The conforming finite element Galerkin method is applied to discretise in the spatial direction for a class of strongly nonlinear parabolic problems. Using elliptic projection of the associated linearised stationary problem with Gronwall…

Numerical Analysis · Mathematics 2021-08-04 Ambit Kumar Pany , Morrakot Khebchareon , Amiya K. Pani