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Deconvolving ("unfolding'') detector distortions is a critical step in the comparison of cross section measurements with theoretical predictions in particle and nuclear physics. However, most existing approaches require histogram binning…

High Energy Physics - Phenomenology · Physics 2024-12-19 Krish Desai , Benjamin Nachman , Jesse Thaler

An important challenge in statistical analysis concerns the control of the finite sample bias of estimators. For example, the maximum likelihood estimator has a bias that can result in a significant inferential loss. This problem is…

Statistics Theory · Mathematics 2019-11-04 Stéphane Guerrier , Mucyo Karemera , Samuel Orso , Maria-Pia Victoria-Feser

In this paper we propose a new class of iterative regularization methods for solving ill-posed linear operator equations. The prototype of these iterative regularization methods is in the form of second order evolution equation with a…

Numerical Analysis · Mathematics 2020-06-24 Rongfang Gong , B. Hofmann , Ye Zhang

We introduce a new method for robust beamforming, where the goal is to estimate a signal from array samples when there is uncertainty in the angle of arrival. Our method offers state-of-the-art performance on narrowband signals and is…

Signal Processing · Electrical Eng. & Systems 2024-06-25 Nakul Singh , Coleman DeLude , Mark A. Davenport , Justin Romberg

Deep unfolding is a method of growing popularity that fuses iterative optimization algorithms with tools from neural networks to efficiently solve a range of tasks in machine learning, signal and image processing, and communication systems.…

Signal Processing · Electrical Eng. & Systems 2019-10-09 Alexios Balatsoukas-Stimming , Christoph Studer

In big data analysis, a simple task such as linear regression can become very challenging as the variable dimension $p$ grows. As a result, variable screening is inevitable in many scientific studies. In recent years, randomized algorithms…

Methodology · Statistics 2019-02-13 Yu-Hsiang Cheng , Tzee-Ming Huang , Su-Yun Huang

Iterative refinement (IR) is a popular scheme for solving a linear system of equations based on gradually improving the accuracy of an initial approximation. Originally developed to improve upon the accuracy of Gaussian elimination,…

Numerical Analysis · Mathematics 2025-06-24 Chai Wah Wu , Mark S. Squillante , Vasileios Kalantzis , Lior Horesh

Bayesian inference is applied directly to the problem of unfolding. The outcome is a posterior probability density for the spectrum before smearing, defined in the multi-dimensional space of all possible spectra. Regularization consists in…

Data Analysis, Statistics and Probability · Physics 2012-06-01 Georgios Choudalakis

Probabilistic Manifold Decomposition (PMD)\cite{doi:10.1137/25M1738863}, developed in our earlier work, provides a nonlinear model reduction by embedding high-dimensional dynamics onto low-dimensional probabilistic manifolds. The PMD has…

Numerical Analysis · Mathematics 2026-01-13 Jiaming Guo , Dunhui Xiao

We develop an Euler-type method to predict the evolution of a time-dependent probability measure without explicitly learning an operator that governs its evolution. We use linearized optimal transport theory to prove that the measure-valued…

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 data assimilation, an ensemble provides a way to propagate the probability density of a system described by a nonlinear prediction model. Although a large ensemble size is required for statistical accuracy, the ensemble size is typically…

Numerical Analysis · Mathematics 2024-11-12 Bosu Choi , Yoonsang Lee

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

Iterative numerical algorithms are typically equipped with a stopping criterion, where the iteration process is terminated when some error or misfit measure is deemed to be below a given tolerance. This is a useful setting for comparing…

Numerical Analysis · Computer Science 2014-12-04 Uri Ascher , Farbod Roosta-Khorasani

In many analyses in high energy physics, attempts are made to remove the effects of detector smearing in data by techniques referred to as "unfolding" histograms, thus obtaining estimates of the true values of histogram bin contents. Such…

Data Analysis, Statistics and Probability · Physics 2016-07-26 Robert D. Cousins , Samuel J. May , Yipeng Sun

We propose an iterative method for joint state and parameter estimation using measurements on a time interval [0,T] for systems that are backward output stabilizable. Since this time interval is fixed, errors in initial state may have a big…

Optimization and Control · Mathematics 2016-09-23 Atte Aalto

In [C.W. Gear, T.J. Kaper, I.G. Kevrekidis, and A. Zagaris, Projecting to a Slow Manifold: Singularly Perturbed Systems and Legacy Codes, SIAM J. Appl. Dyn. Syst. 4 (2005) 711-732], we developed a class of iterative algorithms within the…

Dynamical Systems · Mathematics 2010-09-17 A. Zagaris , C. W. Gear , T. J. Kaper , I. G. Kevrekidis

In this paper, we consider the iterative method of subspace corrections with random ordering. We prove identities for the expected convergence rate, which can provide sharp estimates for the error reduction per iteration. We also study the…

Numerical Analysis · Mathematics 2018-10-11 Xiaozhe Hu , Jinchao Xu , Ludmil Zikatanov

Testing processes usually aim at high coverage, but loops severely limit coverage ambitions since the number of iterations is generally not predictable. Most testing teams address this issue by adopting the extreme solution of limiting…

Software Engineering · Computer Science 2025-02-24 Li Huang , Bertrand Meyer , Reto Weber

Orientation estimation for 3D objects is a common problem that is usually tackled with traditional nonlinear filtering techniques such as the extended Kalman filter (EKF) or the unscented Kalman filter (UKF). Most of these techniques assume…

Systems and Control · Computer Science 2016-08-19 Igor Gilitschenski , Gerhard Kurz , Simon J. Julier , Uwe D. Hanebeck
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