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The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in…

Information Theory · Computer Science 2017-11-21 Danny Barash , Matan Gavish

Spectral unmixing methods incorporating spatial regularizations have demonstrated increasing interest. Although spatial regularizers which promote smoothness of the abundance maps have been widely used, they may overly smooth these maps…

Image and Video Processing · Electrical Eng. & Systems 2018-08-01 Tatsumi Uezato , Mathieu Fauvel , Nicolas Dobigeon

We have devised a simple numerical technique to treat rugged data points that arise due to the insufficient gain setting error (or quantization error) of a digital instrument. This is a very wide spread problem that all experimentalists…

Data Analysis, Statistics and Probability · Physics 2010-12-30 Ayan Paul , P. K. Mukhopadhyay

The problem of object restoration in the case of spatially incoherent illumination is considered. A regularized solution to the inverse problem is obtained through a probabilistic approach, and a numerical algorithm based on the statistical…

Optics · Physics 2009-11-13 Enrico De Micheli , Giovanni Alberto Viano

In the regression model with errors in variables, we observe $n$ i.i.d. copies of $(Y,Z)$ satisfying $Y=f_{\theta^0}(X)+\xi$ and $Z=X+\epsilon$ involving independent and unobserved random variables $X,\xi,\epsilon$ plus a regression…

Statistics Theory · Mathematics 2009-09-29 Cristina Butucea , Marie-Luce Taupin

High-dimensional sparse modeling via regularization provides a powerful tool for analyzing large-scale data sets and obtaining meaningful, interpretable models. The use of nonconvex penalty functions shows advantage in selecting important…

Methodology · Statistics 2016-05-12 Zemin Zheng , Yingying Fan , Jinchi Lv

We consider the inverse problem of determining the fragmentation rate from noisy measurements in the growth-fragmentation equation. We use Fourier transform theory on locally compact groups to treat this problem for general fragmentation…

Numerical Analysis · Mathematics 2024-02-20 Alvaro Almeida Gomez , Jorge Zubelli

We examine the problem of estimating the trace of a matrix $A$ when given access to an oracle which computes $x^\dagger A x$ for an input vector $x$. We make use of the basis vectors from a set of mutually unbiased bases, widely studied in…

Numerical Analysis · Computer Science 2016-08-02 J. K. Fitzsimons , M. A. Osborne , S. J. Roberts , J. F. Fitzsimons

Standard regularization methods typically favor solutions which are in, or close to, the orthogonal complement of the null space of the forward operator/matrix $\mathsf{A}$. This particular biasedness might not be desirable in applications…

Numerical Analysis · Mathematics 2025-09-05 Ole Løseth Elvetun , Bjørn Fredrik Nielsen , Niranjana Sudheer

We consider estimation models of the form $Y=X^*+N$, where $X^*$ is some $m$-dimensional signal we wish to recover, and $N$ is symmetrically distributed noise that may be unbounded in all but a small $\alpha$ fraction of the entries. We…

Machine Learning · Computer Science 2022-11-15 Tommaso d'Orsi , Rajai Nasser , Gleb Novikov , David Steurer

In this paper we consider the trace regression model where $n$ entries or linear combinations of entries of an unknown $m_1\times m_2$ matrix $A_0$ corrupted by noise are observed. We establish for the nuclear-norm penalized estimator of…

Statistics Theory · Mathematics 2011-10-26 Karim Lounici

We consider parameter estimation of ordinary differential equation (ODE) models from noisy observations. For this problem, one conventional approach is to fit numerical solutions (e.g., Euler, Runge--Kutta) of ODEs to data. However, such a…

Methodology · Statistics 2021-09-01 Takeru Matsuda , Yuto Miyatake

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

In many imaging applications where segmented features (e.g. blood vessels) are further used for other numerical simulations (e.g. finite element analysis), the obtained surfaces do not have fine resolutions suitable for the task. Increasing…

Analysis of PDEs · Mathematics 2023-09-19 Yiyao Zhang , Ke Chen , Shang-Hua Yang

In model-free deep reinforcement learning (RL) algorithms, using noisy value estimates to supervise policy evaluation and optimization is detrimental to the sample efficiency. As this noise is heteroscedastic, its effects can be mitigated…

Machine Learning · Computer Science 2022-05-04 Vincent Mai , Kaustubh Mani , Liam Paull

Analyzing dynamical data often requires information of the temporal labels, but such information is unavailable in many applications. Recovery of these temporal labels, closely related to the seriation or sequencing problem, becomes crucial…

Methodology · Statistics 2024-06-21 Yuehaw Khoo , Xin T. Tong , Wanjie Wang , Yuguan Wang

We consider the problem of estimating a rank-one nonsymmetric matrix under additive white Gaussian noise. The matrix to estimate can be written as the outer product of two vectors and we look at the special case in which both vectors are…

Probability · Mathematics 2020-10-12 Clément Luneau , Nicolas Macris , Jean Barbier

Regularization is a powerful technique for extracting useful information from noisy data. Typically, it is implemented by adding some sort of norm constraint to an objective function and then exactly optimizing the modified objective…

Data Structures and Algorithms · Computer Science 2011-04-28 Michael W. Mahoney , Lorenzo Orecchia

We study variational regularisation methods for inverse problems with imperfect forward operators whose errors can be modelled by order intervals in a partial order of a Banach lattice. We carry out analysis with respect to existence and…

Numerical Analysis · Mathematics 2020-12-25 Leon Bungert , Martin Burger , Yury Korolev , Carola-Bibiane Schoenlieb
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