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We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…

Statistics Theory · Mathematics 2008-07-31 Jean-Michel Loubes , Carenne Ludeña

We construct an adaptive asymptotically optimal in the classical norm of the space L(2,\Omega) of square integrable random variables the Energy estimation of a signal (function) observed in some points (plan of experiment) on the background…

Data Analysis, Statistics and Probability · Physics 2010-04-28 Eugene Ostrovsky , Eugene Rogover , Leonid Sirota

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

We find a criterion for correct solvability in L_p(R) of a linear differential equation of a first order with non-negative locally integrated coefficient and study the asymptotic properties of its solutions.

Classical Analysis and ODEs · Mathematics 2007-05-23 M. Lukachev , L. Shuster

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

A numerical method is developed to solve linear semi-infinite programming problem (LSIP) in which the iterates produced by the algorithm are feasible for the original problem. This is achieved by constructing a sequence of standard linear…

Optimization and Control · Mathematics 2021-01-26 Shuxiong Wang

We construct an adaptive asymptotically optimal in the classical norm of the space L(2) of square integrable functions non - parametrical multidimensional time defined signal regaining (adaptive filtration, noise canceller) on the…

Data Analysis, Statistics and Probability · Physics 2008-09-19 Eugene Ostrovsky , Leonid Sirota

We consider adaptive finite element methods for second-order elliptic PDEs, where the arising discrete systems are not solved exactly. For contractive iterative solvers, we formulate an adaptive algorithm which monitors and steers the…

Numerical Analysis · Mathematics 2021-07-14 Gregor Gantner , Alexander Haberl , Dirk Praetorius , Stefan Schimanko

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

A nonlinear optimization method is proposed for the solution of inverse medium problems with spatially varying properties. To avoid the prohibitively large number of unknown control variables resulting from standard grid-based…

Numerical Analysis · Mathematics 2023-07-28 Yannik G. Gleichmann , Marcus J. Grote

In this paper, we discuss adaptive approximations of an elliptic eigenvalue optimization problem in a phase-field setting by a conforming finite element method. An adaptive algorithm is proposed and implemented in several two dimensional…

Numerical Analysis · Mathematics 2025-03-10 Jing Li , Yifeng Xu , Shengfeng Zhu

Adaptive cubic regularization methods have emerged as a credible alternative to linesearch and trust-region for smooth nonconvex optimization, with optimal complexity amongst second-order methods. Here we consider a general/new class of…

Optimization and Control · Mathematics 2018-11-20 Coralia Cartis , Nicholas I. M. Gould , Philippe L. Toint

The optimal adaptive control of a linear system in a signal-plus-noise setting with infinite horizon LQ regulator cost is studied. The class of partially observed linear systems for which the certainty equivalence property holds is…

Optimization and Control · Mathematics 2019-03-15 Omar Hijab

We provide general adaptive upper bounds for estimating nonparametric functionals based on second order U-statistics arising from finite dimensional approximation of the infinite dimensional models. We then provide examples of functionals…

Statistics Theory · Mathematics 2021-06-07 Lin Liu , Rajarshi Mukherjee , James Robins , Eric Tchetgen Tchetgen

Sequential data collection has emerged as a widely adopted technique for enhancing the efficiency of data gathering processes. Despite its advantages, such data collection mechanism often introduces complexities to the statistical inference…

Statistics Theory · Mathematics 2023-11-09 Mufang Ying , Koulik Khamaru , Cun-Hui Zhang

We suggest an approach for description of integrable cases of the Abel equations. It is based on increasing of the order of equations up to the second one and using equivalence transformations for the corresponding second-order ordinary…

Exactly Solvable and Integrable Systems · Physics 2007-05-23 Vyacheslav M. Boyko

For first order differential equations of the form $y'=\sum_{p=0}^P F_p(x)y^p$ and second order homogeneous linear differential equations $y''+a(x)y'+b(x)y=0$ with locally integrable coefficients having asymptotic (possibly divergent) power…

Classical Analysis and ODEs · Mathematics 2007-05-23 O. Costin , M. D. Kruskal

We propose an iterative estimating equations procedure for analysis of longitudinal data. We show that, under very mild conditions, the probability that the procedure converges at an exponential rate tends to one as the sample size…

Statistics Theory · Mathematics 2007-12-18 Jiming Jiang , Yihui Luan , You-Gan Wang

Adaptive estimation of linear functionals over a collection of parameter spaces is considered. A between-class modulus of continuity, a geometric quantity, is shown to be instrumental in characterizing the degree of adaptability over two…

Statistics Theory · Mathematics 2007-06-13 T. Tony Cai , Mark G. Low

In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…

Numerical Analysis · Mathematics 2023-10-31 Fabian Parzer , Otmar Scherzer
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