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In this work, we investigate the time series representation learning problem using self-supervised techniques. Contrastive learning is well-known in this area as it is a powerful method for extracting information from the series and…

Machine Learning · Computer Science 2024-10-08 Duy A. Nguyen , Trang H. Tran , Huy Hieu Pham , Phi Le Nguyen , Lam M. Nguyen

A new sampling method for inverse scattering problems is proposed to process far field data of one incident wave. As the linear sampling method, the method sets up ill-posed integral equations and uses the (approximate) solutions to…

Analysis of PDEs · Mathematics 2018-08-01 Juan Liu , Jiguang Sun

Motivated by value function estimation in reinforcement learning, we study statistical linear inverse problems, i.e., problems where the coefficients of a linear system to be solved are observed in noise. We consider penalized estimators,…

Machine Learning · Computer Science 2012-07-03 Bernardo Avila Pires , Csaba Szepesvari

For basic machine learning problems, expected error is used to evaluate model performance. Since the distribution of data is usually unknown, we can make simple hypothesis that the data are sampled independently and identically distributed…

Machine Learning · Computer Science 2022-12-01 Xuli Shen , Qing Xu , Xiangyang Xue

This paper considers the linear inverse problem where we wish to estimate a structured signal $x$ from its corrupted observations. When the problem is ill-posed, it is natural to make use of a convex function $f(\cdot)$ that exploits the…

Information Theory · Computer Science 2013-12-06 Samet Oymak , Christos Thrampoulidis , Babak Hassibi

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

In real-world problems, environmental noise is often idealized as Gaussian white noise, despite potential temporal dependencies. The Linear Inverse Model (LIM) is a class of data-driven methods that extract dynamic and stochastic…

Numerical Analysis · Mathematics 2025-05-01 Justin Lien , Yan-Ning Kuo , Hiroyasu Ando , Shoichiro Kido

In this work we detail the application of a fast convolution algorithm computing high dimensional integrals to the context of multiplicative noise stochastic processes. The algorithm provides a numerical solution to the problem of…

Computational Finance · Quantitative Finance 2015-03-19 Giacomo Bormetti , Sofia Cazzaniga

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

In image processing, solving inverse problems is the task of finding plausible reconstructions of an image that was corrupted by some (usually known) degradation operator. Commonly, this process is done using a generative image model that…

Image and Video Processing · Electrical Eng. & Systems 2025-08-22 Idan Achituve , Hai Victor Habi , Amir Rosenfeld , Arnon Netzer , Idit Diamant , Ethan Fetaya

Many real-world problems in machine learning, signal processing, and communications assume that an unknown vector $x$ is measured by a matrix A, resulting in a vector $y=Ax+z$, where $z$ denotes the noise; we call this a single measurement…

Information Theory · Computer Science 2017-07-13 Junan Zhu

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

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

In the present paper we consider application of overcomplete dictionaries to solution of general ill-posed linear inverse problems. Construction of an adaptive optimal solution for such problems usually relies either on a singular value…

Methodology · Statistics 2015-04-03 Marianna Pensky

We study a new family of inverse problems for recovering representations of corrupted data. We assume access to a pre-trained representation learning network R(x) that operates on clean images, like CLIP. The problem is to recover the…

Machine Learning · Computer Science 2021-10-28 Sriram Ravula , Georgios Smyrnis , Matt Jordan , Alexandros G. Dimakis

A lossy compression algorithm for binary redundant memoryless sources is presented. The proposed scheme is based on sparse graph codes. By introducing a nonlinear function, redundant memoryless sequences can be compressed. We propose a…

Information Theory · Computer Science 2011-08-19 Kazushi Mimura

We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…

Machine Learning · Computer Science 2023-07-04 Litu Rout , Negin Raoof , Giannis Daras , Constantine Caramanis , Alexandros G. Dimakis , Sanjay Shakkottai

It is impossible to recover a vector from $\mathbb{R}^m$ with less than $m$ linear measurements, even if the measurements are chosen adaptively. Recently, it has been shown that one can recover vectors from $\mathbb{R}^m$ with arbitrary…

Numerical Analysis · Mathematics 2025-10-28 David Krieg , Erich Novak , Leszek Plaskota , Mario Ullrich

In the Monte Carlo (MC) method statistical noise is usually present. Statistical noise may become dominant in the calculation of a distribution, usually by iteration, but is less Important in calculating integrals. The subject of the…

Computational Physics · Physics 2013-11-08 Mihály Makai , Zoltán Szatmáry