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This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart

This paper proposes a thorough theoretical analysis of Stochastic Gradient Descent (SGD) with non-increasing step sizes. First, we show that the recursion defining SGD can be provably approximated by solutions of a time inhomogeneous…

Optimization and Control · Mathematics 2021-02-02 Xavier Fontaine , Valentin De Bortoli , Alain Durmus

The importance of regularization has been well established in image reconstruction -- which is the computational inversion of imaging forward model -- with applications including deconvolution for microscopy, tomographic reconstruction,…

Image and Video Processing · Electrical Eng. & Systems 2021-06-29 Sanjay Viswanath , Manu Ghulyani , Muthuvel Arigovindan

We propose a new solver for the sparse spikes deconvolution problem over the space of Radon measures. A common approach to off-the-grid deconvolution considers semidefinite (SDP) relaxations of the total variation (the total mass of the…

Optimization and Control · Mathematics 2019-03-12 Paul Catala , Vincent Duval , Gabriel Peyré

In this paper, we study stochastic constrained minimax optimization problems with nonconvex-nonconcave structure, a central problem in modern machine learning, for which reliable and efficient algorithms remain largely unexplored due to its…

Optimization and Control · Mathematics 2026-02-25 Muhammad Khan , Yangyang Xu

In some previous works, two of the authors introduced a technique to design high-order numerical methods for one-dimensional balance laws that preserve all their stationary solutions. The basis of these methods is a well-balanced…

Numerical Analysis · Mathematics 2025-05-06 Irene Gómez-Bueno , Manuel Jesús Castro Díaz , Carlos Parés , Giovanni Russo

We consider the task of image reconstruction while simultaneously decomposing the reconstructed image into components with different features. A commonly used tool for this is a variational approach with an infimal convolution of…

Numerical Analysis · Mathematics 2025-04-16 Tobias Wolf , Derek Driggs , Kostas Papafitsoros , Elena Resmerita , Carola-Bibiane Schönlieb

A method for compression of large graphs and non-negative matrices to a block structure is proposed. Szemer\'edi's regularity lemma is used as heuristic motivation of the significance of stochastic block models. Another ingredient of the…

Information Theory · Computer Science 2019-08-14 Hannu Reittu , Fülöp Bazsó , Ilkka Norros

In this paper, an iterative method for robust deconvolution with positivity constraints is discussed. It is based on the known variational interpretation of the Richardson-Lucy iterative deconvolution as fixed-point iteration for the…

Computer Vision and Pattern Recognition · Computer Science 2017-09-22 Martin Welk

We describe an efficient algorithm for computing the matrix vector products that appear in the numerical resolution of boundary integral equations in 2 space dimension. This work is an extension of the so-called Sparse Cardinal Sine…

Numerical Analysis · Mathematics 2017-11-22 Martin Averseng

We propose a PDE-constrained optimization approach for the determination of noise distribution in total variation (TV) image denoising. An optimization problem for the determination of the weights correspondent to different types of noise…

Optimization and Control · Mathematics 2012-07-17 Juan-Carlos De los Reyes , Carola-Bibiane Schönlieb

We study the average size of shifted convolution summation terms related to the problem of Quantum Unique Ergodicity on ${\rm SL}_2 (\mathbbm{Z})\backslash \mathbbm{H}$. Establishing an upper-bound sieve method for handling such sums, we…

Number Theory · Mathematics 2008-09-11 Roman Holowinsky

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

Smoothed Dissipative Particle Dynamics (SDPD) is a mesoscopic method which allows to select the level of resolution at which a fluid is simulated. In this work, we study the consistency of the resulting thermodynamic properties as a…

Statistical Mechanics · Physics 2016-10-19 G. Faure , J. Roussel , J. -B. Maillet , G. Stoltz

The Muon optimizer has recently demonstrated remarkable empirical success in training large language models. However, the theoretical understanding of its mechanisms remains limited. Current convergence guarantees for Muon rely heavily on…

Machine Learning · Computer Science 2026-05-27 Yixuan Yang , Yuqing He , Song Li

In this paper, we develop a novel contraction framework for stability analysis of discrete-time nonlinear systems with parameters following stochastic processes. For general stochastic processes, we first provide a sufficient condition for…

Systems and Control · Electrical Eng. & Systems 2021-06-11 Yu Kawano , Yohei Hosoe

This paper puts forth several closure models for the proper orthogonal decomposition (POD) reduced order modeling of fluid flows. These new closure models, together with other standard closure models, are investigated in the numerical…

Fluid Dynamics · Physics 2018-01-29 Omer San , Traian Iliescu

We propose a new method for computing the eigenvalue decomposition of a dense real normal matrix $A$ through the decomposition of its skew-symmetric part. The method relies on algorithms that are known to be efficiently implemented, such as…

Numerical Analysis · Mathematics 2026-03-31 Simon Mataigne , Kyle A. Gallivan

The oriented singular value decomposition (O-SVD) proposed by Zeng and Ng provides a hybrid approach to the t-product based third-order tensor singular value decomposition with the transform matrix being a factor matrix of the higher order…

Numerical Analysis · Mathematics 2023-02-28 Minghui Ding , Yimin Wei , Pengpeng Xie

Some prominent discretisation methods such as finite elements provide a way to approximate a function of $d$ variables from $n$ values it takes on the nodes $x_i$ of the corresponding mesh. The accuracy is $n^{-s_a/d}$ in $L^2$-norm, where…

Numerical Analysis · Mathematics 2024-07-19 Camille Pouchol , Marc Hoffmann