English
Related papers

Related papers: Convergence and error propagation results on a lin…

200 papers

For a variant of the algorithm in [Pit19] (arXiv:1903.10816) to compute the approximate density or distribution function of a linear mixture of independent random variables known by a finite sample, it is presented a proof of the functional…

Statistics Theory · Mathematics 2019-06-19 Thomas Pitschel

The unadjusted Langevin algorithm is commonly used to sample probability distributions in extremely high-dimensional settings. However, existing analyses of the algorithm for strongly log-concave distributions suggest that, as the dimension…

Machine Learning · Statistics 2025-09-05 Yifan Chen , Xiaoou Cheng , Jonathan Niles-Weed , Jonathan Weare

This work extends the results of [Garde and Hyv\"onen, Math. Comp. 91:1925-1953] on series reversion for Calder\'on's problem to the case of realistic electrode measurements, with both the internal admittivity of the investigated body and…

Numerical Analysis · Mathematics 2023-07-19 Henrik Garde , Nuutti Hyvönen , Topi Kuutela

Recursive stochastic algorithms have gained significant attention in the recent past due to data driven applications. Examples include stochastic gradient descent for solving large-scale optimization problems and empirical dynamic…

Machine Learning · Computer Science 2020-07-27 Abhishek Gupta , Hao Chen , Jianzong Pi , Gaurav Tendolkar

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

This paper discusses the problem of adaptive estimation of a univariate object like the value of a regression function at a given point or a linear functional in a linear inverse problem. We consider an adaptive procedure originated from…

Statistics Theory · Mathematics 2009-08-26 Vladimir Spokoiny , Céline Vial

As a problem in data science the inverse Ising (or Potts) problem is to infer the parameters of a Gibbs-Boltzmann distributions of an Ising (or Potts) model from samples drawn from that distribution. The algorithmic and computational…

Other Statistics · Statistics 2020-02-14 Hong-Li Zeng , Erik Aurell

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath

Distributional regression aims at estimating the conditional distribution of a targetvariable given explanatory co-variates. It is a crucial tool for forecasting whena precise uncertainty quantification is required. A popular methodology…

Statistics Theory · Mathematics 2024-11-22 Clément Dombry , Ahmed Zaoui

We propose a new iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence…

Data Analysis, Statistics and Probability · Physics 2009-07-23 Bogdan Malaescu

This work investigates both direct and inverse problems of the variable-exponent sub-diffusion model, which attracts increasing attentions in both practical applications and theoretical aspects. Based on the perturbation method, which…

Numerical Analysis · Mathematics 2025-01-31 Zhiyuan Li , Chunlong Sun , Xiangcheng Zheng

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

Proper splittings of operators are commonly used to study the convergence of iterative processes. In order to approximate solutions of operator equations, in this article we deal with proper splittings of closed range bounded linear…

Functional Analysis · Mathematics 2024-03-18 Guillermina Fongi , María Celeste Gonzalez

Packing and covering linear programs belong to the narrow class of linear programs that are efficiently solvable in parallel and distributed models of computation, yet are a powerful modeling tool for a wide range of fundamental problems in…

Data Structures and Algorithms · Computer Science 2017-10-26 Jelena Diakonikolas , Lorenzo Orecchia

In this paper, we establish sublinear and linear convergence of fixed point iterations generated by averaged operators in a Hilbert space. Our results are achieved under a bounded H\"older regularity assumption which generalizes the…

Optimization and Control · Mathematics 2018-08-16 Jonathan M. Borwein , Guoyin Li , Matthew K. Tam

We consider linear models with scalar responses and covariates from a separable Hilbert space. The aim is to detect change points in the error distribution, based on sequential residual empirical distribution functions. Expansions for those…

Statistics Theory · Mathematics 2024-11-08 Natalie Neumeyer , Leonie Selk

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

We introduce a new iterative method to recover a real compact supported potential of the Schr\"odinger operator from their fixed angle scattering data. The method combines a fixed point argument with a suitable approximation of the…

Analysis of PDEs · Mathematics 2018-07-16 Juan A. Barceló , Carlos Castro , Teresa Luque , Mari Cruz Vilela

Covering ill-posed problems with compact and non-compact operators regarding the degree of ill-posedness is a never ending story written by many authors in the inverse problems literature. This paper tries to add a new narrative and some…

Numerical Analysis · Mathematics 2024-11-27 Frank Werner , Bernd Hofmann
‹ Prev 1 3 4 5 6 7 10 Next ›