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Solving ill-posed inverse problems requires careful formulation of prior beliefs over the signals of interest and an accurate description of their manifestation into noisy measurements. Handcrafted signal priors based on e.g. sparsity are…

Machine Learning · Computer Science 2025-08-14 Tristan S. W. Stevens , Hans van Gorp , Faik C. Meral , Junseob Shin , Jason Yu , Jean-Luc Robert , Ruud J. G. van Sloun

Estimation of Gaussian graphical models is important in natural science when modeling the statistical relationships between variables in the form of a graph. The sparsity and clustering structure of the concentration matrix is enforced to…

Optimization and Control · Mathematics 2020-04-20 Meixia Lin , Defeng Sun , Kim-Chuan Toh , Chengjing Wang

In statistical machine learning, kernel methods allow to consider infinite dimensional feature spaces with a computational cost that only depends on the number of observations. This is usually done by solving an optimization problem…

Optimization and Control · Mathematics 2019-01-17 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

In the context of optical interferometry, only undersampled power spectrum and bispectrum data are accessible. It poses an ill-posed inverse problem for image recovery. Recently, a tri-linear model was proposed for monochromatic imaging,…

Instrumentation and Methods for Astrophysics · Physics 2017-07-11 Jasleen Birdi , Audrey Repetti , Yves Wiaux

The time-evolving precision matrix of a piecewise-constant Gaussian graphical model encodes the dynamic conditional dependency structure of a multivariate time-series. Traditionally, graphical models are estimated under the assumption that…

Methodology · Statistics 2017-11-01 Alexander J. Gibberd , James D. B. Nelson

We consider the problem of estimating a sparse precision matrix of a multivariate Gaussian distribution, including the case where the dimension $p$ is large. Gaussian graphical models provide an important tool in describing conditional…

Statistics Theory · Mathematics 2014-04-08 Sayantan Banerjee , Subhashis Ghosal

We consider linear sparse recovery problems where additional structure regarding the support of the solution is known. The form of the structure considered is non-overlapping sets of indices that each contain part of the support. An…

Numerical Analysis · Mathematics 2021-10-05 Joseph S. Donato , Howard W. Levinson

This paper presents a new Expectation Propagation (EP) framework for image restoration using patch-based prior distributions. While Monte Carlo techniques are classically used to sample from intractable posterior distributions, they can…

Computer Vision and Pattern Recognition · Computer Science 2021-11-11 Dan Yao , Stephen McLaughlin , Yoann Altmann

The incorporation of generative models as regularisers within variational formulations for inverse problems has proven effective across numerous image reconstruction tasks. However, the resulting optimisation problem is often non-convex and…

Machine Learning · Computer Science 2024-08-14 Pascal Fernsel , Željko Kereta , Alexander Denker

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

Mixture proportion estimation (MPE) is the problem of estimating the weight of a component distribution in a mixture, given samples from the mixture and component. This problem constitutes a key part in many "weakly supervised learning"…

Machine Learning · Computer Science 2016-06-01 Harish G. Ramaswamy , Clayton Scott , Ambuj Tewari

We present a novel algorithm based on the ensemble Kalman filter to solve inverse problems involving multiscale elliptic partial differential equations. Our method is based on numerical homogenization and finite element discretization and…

Numerical Analysis · Mathematics 2020-12-16 Assyr Abdulle , Giacomo Garegnani , Andrea Zanoni

A pre-trained unconditional diffusion model, combined with posterior sampling or maximum a posteriori (MAP) estimation techniques, can solve arbitrary inverse problems without task-specific training or fine-tuning. However, existing…

Machine Learning · Computer Science 2026-02-09 Sai Bharath Chandra Gutha , Ricardo Vinuesa , Hossein Azizpour

This paper presents novel cascaded channel estimation techniques for an intelligent reflecting surface-aided multiple-input multiple-output system. Motivated by the channel angular sparsity at higher frequency bands, the channel estimation…

Signal Processing · Electrical Eng. & Systems 2023-10-17 Yanbin He , Geethu Joseph

This paper presents a new Bayesian model and algorithm for nonlinear unmixing of hyperspectral images. The model proposed represents the pixel reflectances as linear combinations of the endmembers, corrupted by nonlinear (with respect to…

Methodology · Statistics 2015-10-06 Yoann Altmann , Marcelo Pereyra , Stephen McLaughlin

This paper addresses the challenge of classifying polarimetric SAR images by leveraging the peculiar characteristics of the polarimetric covariance matrix (PCM). To this end, a general framework to solve a multiple hypothesis test is…

Signal Processing · Electrical Eng. & Systems 2021-06-22 Pia Addabbo , Filippo Biondi , Carmine Clemente , Sudan Han , Danilo Orlando , Giuseppe Ricci

In this paper, we propose a model's sparse representation based on reduced mixed generalized multiscale finite element (GMsFE) basis methods for elliptic PDEs with random inputs. Mixed generalized multiscale finite element method (GMsFEM)…

Numerical Analysis · Mathematics 2017-04-05 Lijian Jiang , Qiuqi Li

This paper presents a new Bayesian collaborative sparse regression method for linear unmixing of hyperspectral images. Our contribution is twofold; first, we propose a new Bayesian model for structured sparse regression in which the…

Computation · Statistics 2023-07-19 Yoann Altmann , Marcelo Pereyra , Jose Bioucas-Dias

We present a method for estimating sparse high-dimensional inverse covariance and partial correlation matrices, which exploits the connection between the inverse covariance matrix and linear regression. The method is a two-stage estimation…

Machine Learning · Statistics 2025-05-13 Samuel Erickson , Tobias Rydén