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In this paper we discuss an application of Stochastic Approximation to statistical estimation of high-dimensional sparse parameters. The proposed solution reduces to resolving a penalized stochastic optimization problem on each stage of a…

Machine Learning · Statistics 2022-10-25 Sasila Ilandarideva , Yannis Bekri , Anatoli Juditsky , Vianney Perchet

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

We propose an algebraic combinatorial method for solving large sparse linear systems of equations locally - that is, a method which can compute single evaluations of the signal without computing the whole signal. The method scales only in…

Statistics Theory · Mathematics 2014-03-05 Franz J Király , Louis Theran

A demanding challenge in Bayesian inversion is to efficiently characterize the posterior distribution. This task is problematic especially in high-dimensional non-Gaussian problems, where the structure of the posterior can be very chaotic…

Statistics Theory · Mathematics 2015-06-04 Tapio Helin , Martin Burger

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

Problems in differentiable rendering often involve optimizing scene parameters that cause motion in image space. The gradients for such parameters tend to be sparse, leading to poor convergence. While existing methods address this sparsity…

Graphics · Computer Science 2025-03-31 Ishit Mehta , Manmohan Chandraker , Ravi Ramamoorthi

We study the inverse problem of estimating a field $u$ from data comprising a finite set of nonlinear functionals of $u$, subject to additive noise; we denote this observed data by $y$. Our interest is in the reconstruction of piecewise…

Numerical Analysis · Mathematics 2016-09-13 Matthew M. Dunlop , Andrew M. Stuart

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

Most modern imaging systems incorporate a computational pipeline to infer the image of interest from acquired measurements. The Bayesian approach to solve such ill-posed inverse problems involves the characterization of the posterior…

Computer Vision and Pattern Recognition · Computer Science 2023-05-26 Pakshal Bohra , Thanh-an Pham , Jonathan Dong , Michael Unser

In this article, we discuss the composite likelihood estimation of sparse Gaussian graphical models. When there are symmetry constraints on the concentration matrix or partial correlation matrix, the likelihood estimation can be…

Computation · Statistics 2012-08-22 Xin Gao , Helene Massam

Using diffusion models to solve inverse problems is a growing field of research. Current methods assume the degradation to be known and provide impressive results in terms of restoration quality and diversity. In this work, we leverage the…

Computer Vision and Pattern Recognition · Computer Science 2025-06-02 Charles Laroche , Andrés Almansa , Eva Coupete

The problem of finding a vector with the fewest nonzero elements that satisfies an underdetermined system of linear equations is an NP-complete problem that is typically solved numerically via convex heuristics or nicely-behaved non convex…

Optimization and Control · Mathematics 2012-05-03 Heinz H. Bauschke , D. Russell Luke , Hung M. Phan , Xianfu Wang

In recent investigations, the problem of detecting edges given non-uniform Fourier data was reformulated as a sparse signal recovery problem with an l1-regularized least squares cost function. This result can also be derived by employing a…

Signal Processing · Electrical Eng. & Systems 2018-11-30 Victor Churchill , Anne Gelb

The Expectation-Maximization (EM) algorithm is a fundamental tool in unsupervised machine learning. It is often used as an efficient way to solve Maximum Likelihood (ML) estimation problems, especially for models with latent variables. It…

Quantum Physics · Physics 2020-07-08 Iordanis Kerenidis , Alessandro Luongo , Anupam Prakash

In this work we propose and analyze a Hessian-based adaptive sparse quadrature to compute infinite-dimensional integrals with respect to the posterior distribution in the context of Bayesian inverse problems with Gaussian prior. Due to the…

Numerical Analysis · Mathematics 2018-02-14 Peng Chen , Umberto Villa , Omar Ghattas

Inverse problems are fundamental to many scientific and engineering disciplines; they arise when one seeks to reconstruct hidden, underlying quantities from noisy measurements. Many applications demand not just point estimates but…

Machine Learning · Computer Science 2026-02-11 Jack Michael Solomon , Rishi Leburu , Matthias Chung

Regularization is a common tool in variational inverse problems to impose assumptions on the parameters of the problem. One such assumption is sparsity, which is commonly promoted using lasso and total variation-like regularization.…

Statistics Theory · Mathematics 2023-02-15 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

The problem of estimating sparse eigenvectors of a symmetric matrix attracts a lot of attention in many applications, especially those with high dimensional data set. While classical eigenvectors can be obtained as the solution of a…

Machine Learning · Statistics 2016-11-03 Konstantinos Benidis , Ying Sun , Prabhu Babu , Daniel P. Palomar

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

We present a novel sparse modeling approach to non-rigid shape matching using only the ability to detect repeatable regions. As the input to our algorithm, we are given only two sets of regions in two shapes; no descriptors are provided so…

Graphics · Computer Science 2012-10-01 J. Pokrass , A. M. Bronstein , M. M. Bronstein , P. Sprechmann , G. Sapiro
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