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This paper presents an inverse reinforcement learning~(IRL) framework for Bayesian stopping time problems. By observing the actions of a Bayesian decision maker, we provide a necessary and sufficient condition to identify if these actions…

Machine Learning · Computer Science 2023-03-29 Kunal Pattanayak , Vikram Krishnamurthy

This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We focus on $B^0_{p,1}$ penalty terms which yield estimators that are sparse with respect to a wavelet…

Numerical Analysis · Mathematics 2019-09-04 Thorsten Hohage , Philip Miller

We address the inverse problem of cosmic large-scale structure reconstruction from a Bayesian perspective. For a linear data model, a number of known and novel reconstruction schemes, which differ in terms of the underlying signal prior,…

Astrophysics · Physics 2009-11-06 F. S. Kitaura , T. A. Ensslin

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

Fractional Tikhonov regularization methods have been recently proposed to reduce the oversmoothing property of the Tikhonov regularization in standard form, in order to preserve the details of the approximated solution. Their regularization…

Numerical Analysis · Mathematics 2020-09-07 Davide Bianchi , Alessandro Buccini , Marco Donatelli , Stefano Serra-Capizzano

From the viewpoint of inverse problem, the optimization of drug release based on the multi-laminated drug controlled release devices has been regarded as the solution problem of the diffusion equation initial value inverse problem. In view…

Numerical Analysis · Mathematics 2019-04-15 Xinming Zhang , Ling Ma

This paper introduces a novel approach to learning sparsity-promoting regularizers for solving linear inverse problems. We develop a bilevel optimization framework to select an optimal synthesis operator, denoted as $B$, which regularizes…

Machine Learning · Statistics 2026-03-03 Giovanni S. Alberti , Ernesto De Vito , Tapio Helin , Matti Lassas , Luca Ratti , Matteo Santacesaria

We study Tikhonov regularization for possibly nonlinear inverse problems with weighted $\ell^1$-penalization. The forward operator, mapping from a sequence space to an arbitrary Banach space, typically an $L^2$-space, is assumed to satisfy…

Numerical Analysis · Mathematics 2021-10-19 Philip Miller , Thorsten Hohage

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

We consider the monotone inclusion problems in real Hilbert spaces. Proximal splitting algorithms are very popular technique to solve it and generally achieve weak convergence under mild assumptions. Researchers assume the strong conditions…

Optimization and Control · Mathematics 2022-05-05 Avinash Dixit , D. R. Sahu , Pankaj Gautam , T. Som

This paper is concerned with the numerical solution of nonlinear ill-posed operator equations involving convex constraints. We study a Newton-type method which consists in applying linear Tikhonov regularization with convex constraints to…

Functional Analysis · Mathematics 2015-04-01 Robert Stück , Martin Burger , Thorsten Hohage

This paper explores the incorporation of Tikhonov regularization into the least squares approximation scheme using trigonometric polynomials on the unit circle. This approach encompasses interpolation and hyperinterpolation as specific…

Numerical Analysis · Mathematics 2025-05-26 Congpei An , Mou Cai

$\ell_1$ regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the Split Bregman and the Majorization-Minimization iterative methods that turn this non-smooth minimization problem…

Numerical Analysis · Mathematics 2024-12-16 Brian Sweeney , Rosemary Renaut , Malena Español

Tikhonov regularization is a popular approach to obtain a meaningful solution for ill-conditioned linear least squares problems. A relatively simple way of choosing a good regularization parameter is given by Morozov's discrepancy…

Numerical Analysis · Mathematics 2020-06-24 Jeffrey Cornelis , Nick Schenkels , Wim Vanroose

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

Optimization and Control · Mathematics 2012-10-10 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov…

Machine Learning · Statistics 2019-05-30 Ernesto de Vito , Zeljko Kereta , Valeria Naumova

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

We consider a modified Tikhonov-type functional for the solution of ill-posed nonlinear inverse problems. Motivated by applications in the field of production engineering, we allow small deviations in the solution, which are modeled through…

Numerical Analysis · Mathematics 2020-07-14 Iwona Piotrowska-Kurczewski , Georgia Sfakianaki

In this paper we consider the training of single hidden layer neural networks by pseudoinversion, which, in spite of its popularity, is sometimes affected by numerical instability issues. Regularization is known to be effective in such…

Neural and Evolutionary Computing · Computer Science 2015-08-26 Rossella Cancelliere , Mario Gai , Patrick Gallinari , Luca Rubini
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