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We consider a system of diffusion processes that interact through their empirical mean and have a stabilizing force acting on each of them, corresponding to a bistable potential. There are three parameters that characterize the system: the…

Risk Management · Quantitative Finance 2012-08-31 Josselin Garnier , George Papanicolaou , Tzu-Wei Yang

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

In geophysics, inverse modelling can be applied to a wide range of goals, including, for instance, mapping the distribution of rock physical parameters in applied geophysics and calibrating models to forecast the behaviour of natural…

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

In traditional QCD sum rules, the simple hadron spectral density model of ``delta-function-type ground state + theta-function-type continuous spectrum" determines that there is no perfect parameter selection. In recent years, inverse…

High Energy Physics - Phenomenology · Physics 2024-07-16 Zhen-Xing Zhao , Yi-Peng Xing , Run-Hui Li

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span…

Machine Learning · Statistics 2015-11-23 Ilya Soloveychik , Ami Wiesel

An inverse scattering problem is formulated for reconstructing optical properties of biological tissues. A recursive linearization algorithm is used to solve the inverse scattering problem. We employed the idea of finite element boundary…

Numerical Analysis · Mathematics 2014-04-30 Ying Li

We consider estimation of parameters defined as linear functionals of solutions to linear inverse problems. Any such parameter admits a doubly robust representation that depends on the solution to a dual linear inverse problem, where the…

A system of two coupled nonlinear parabolic partial differential equations with two opposite directions of time is considered. In fact, this is the so-called "Mean Field Games System" (MFGS), which is derived in the mean field games (MFG)…

Numerical Analysis · Mathematics 2024-05-20 Michael V. Klibanov , Jingzhi Li , Zhipeng Yang

In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…

Numerical Analysis · Mathematics 2024-04-05 Qinian Jin , Qin Huang

Contrast set consistency is a robustness measurement that evaluates the rate at which a model correctly responds to all instances in a bundle of minimally different examples relying on the same knowledge. To draw additional insights, we…

Computation and Language · Computer Science 2023-10-24 Jacob K. Johnson , Ana Marasović

A statistical test based on the geometric mean is proposed to determine if a predictive model should be rejected or not, when the quantity of interest is a strictly positive continuous random variable. A simulation study is performed to…

Methodology · Statistics 2015-10-27 Arturo Erdely

In this paper, we analyze the properties of invertible neural networks, which provide a way of solving inverse problems. Our main focus lies on investigating and controlling the Lipschitz constants of the corresponding inverse networks.…

Machine Learning · Computer Science 2021-09-01 Paul Hagemann , Sebastian Neumayer

This paper investigates the inverse scattering problems using sampling methods with near field measurements. The near field measurements appear in two classical inverse scattering problems: the inverse scattering for obstacles and the…

Numerical Analysis · Mathematics 2021-07-02 Xiaodong Liu , Shixu Meng , Bo Zhang

We provide a necessary and sufficient condition for a rough control driving a differential equation to be reconstructable, to some order, from observing the resulting controlled evolution. Physical examples and applications in stochastic…

Probability · Mathematics 2014-11-17 I. Bailleul , J. Diehl

This paper is devoted to the investigation of inverse problems related to stationary drift-diffusion equations modeling semiconductor devices. In this context we analyze several identification problems corresponding to different types of…

Analysis of PDEs · Mathematics 2020-11-24 M. Burger , H. W. Engl , A. Leitão , P. A. Markowich

The inverse Ising problem consists in inferring the coupling constants of an Ising model given the correlation matrix. The fastest methods for solving this problem are based on mean-field approximations, but which one performs better in the…

Disordered Systems and Neural Networks · Physics 2012-08-28 Federico Ricci-Tersenghi

A new powerful method to test the stability of the replica symmetric spin glass phase is proposed by introducing a replicon generator function g(v). Exact symmetry arguments are used to prove that its extremum is proportional to the inverse…

Disordered Systems and Neural Networks · Physics 2007-05-23 T. Temesvari

We present a Newton-like method to solve inverse problems and to quantify parameter uncertainties. We apply the method to parameter reconstruction in optical scatterometry, where we take into account a priori information and measurement…

Computational Physics · Physics 2017-07-27 M. Hammerschmidt , M. Weiser , X. Garcia Santiago , L. Zschiedrich , B. Bodermann , S. Burger

This is a survey of the inverse spectral problem on (mainly compact) Riemannian manifolds, with or without boundary. The emphasis is on wave invariants: on how wave invariants have been calculated and how they have been applied to concrete…

Spectral Theory · Mathematics 2011-11-10 Steve Zelditch