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We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast

The goal of this work is to obtain optimal rates for the convergence problem in mean field control. Our analysis covers cases where the solutions to the limiting problem may not be unique nor stable. Equivalently the value function of the…

Optimization and Control · Mathematics 2023-05-16 Samuel Daudin , François Delarue , Joe Jackson

In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…

Numerical Analysis · Mathematics 2024-06-25 Qinian Jin , Yanjun Liu

A recognized trend of research investigates generalizations of the Hadamard's inversion theorem to functions that may fail to be differentiable. In this vein, the present paper explores some consequences of a recent result about the…

Optimization and Control · Mathematics 2023-09-22 Amos Uderzo

We consider an incremental approximation method for solving variational problems in infinite-dimensional Hilbert spaces, where in each step a randomly and independently selected subproblem from an infinite collection of subproblems is…

Numerical Analysis · Mathematics 2018-03-06 Michael Griebel , Peter Oswald

We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…

Statistics Theory · Mathematics 2023-11-21 Natalia Bochkina , Jenovah Rodrigues

In this paper, we investigate the inverse problem on determining the spatial component of the source term in a hyperbolic equation with time-dependent principal part. Based on a newly established Carleman estimate for general hyperbolic…

Analysis of PDEs · Mathematics 2019-04-12 Daijun Jiang , Yikan Liu , Masahiro Yamamoto

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

In this paper, we study the strong convergence of an algorithm to solve the variational inequality problem which extends(Thong et al, Numerical Algorithms. 78, 1045-1060 (2018)). We have reduced and refined some of their algorithm's…

Numerical Analysis · Mathematics 2021-05-11 Mostafa Ghadampour , Donal O'Regan , Ebrahim Soori , Ravi. p. Agarwal

A new numerical method to solve an inverse source problem for the Helmholtz equation in inhomogenous media is proposed. This method reduces the original inverse problem to a boundary value problem for a coupled system of elliptic PDEs, in…

Analysis of PDEs · Mathematics 2020-10-13 Loc H. Nguyen , Qitong Li , Michael V. Klibanov

Consider a stationary, linear Hilbert space valued process. We establish Berry-Essen type results with optimal convergence rates under sharp dependence conditions on the underlying coefficient sequence of the linear operators. The case of…

Probability · Mathematics 2017-08-01 Moritz Jirak

Many recent theoretical works on \emph{meta-learning} aim to achieve guarantees in leveraging similar representational structures from related tasks towards simplifying a target task. The main aim of theoretical guarantees on the subject is…

Machine Learning · Statistics 2025-05-21 Dimitri Meunier , Zhu Li , Arthur Gretton , Samory Kpotufe

We introduce a simple, general, and convergent scheme to compute generalized eigenfunctions of self-adjoint operators with continuous spectra on rigged Hilbert spaces. Our approach does not require prior knowledge about the eigenfunctions,…

Numerical Analysis · Mathematics 2024-10-14 Matthew J. Colbrook , Andrew Horning , Tianyiwa Xie

We study Bayesian inference in statistical linear inverse problems with Gaussian noise and priors in Hilbert space. We focus our interest on the posterior contraction rate in the small noise limit. Existing results suffer from a certain…

Statistics Theory · Mathematics 2014-09-24 Sergios Agapiou , Peter Mathé

We study randomized variants of two classical algorithms: coordinate descent for systems of linear equations and iterated projections for systems of linear inequalities. Expanding on a recent randomized iterated projection algorithm of…

Optimization and Control · Mathematics 2008-06-19 D. Leventhal , A. S. Lewis

We consider a mixed variational problem in real Hilbert spaces, defined on on the unbounded interval of time and governed by a history-dependent operator. We state the unique solvability of the problem, which follows from a general…

Analysis of PDEs · Mathematics 2019-12-25 Mircea Sofonea , Andaluzia Matei

Point source localisation is generally modelled as a Lasso-type problem on measures. However, optimisation methods in non-Hilbert spaces, such as the space of Radon measures, are much less developed than in Hilbert spaces. Most numerical…

Optimization and Control · Mathematics 2024-02-14 Tuomo Valkonen

The characteristic feature of inverse problems is their instability with respect to data perturbations. In order to stabilize the inversion process, regularization methods have to be developed and applied. In this work we introduce and…

Numerical Analysis · Mathematics 2022-08-22 Andrea Ebner , Jürgen Frikel , Dirk Lorenz , Johannes Schwab , Markus Haltmeier

For the first time, we develop in this paper the globally convergent convexification numerical method for a Coefficient Inverse Problem for the 3D Helmholtz equation for the case when the backscattering data are generated by a point source…

Numerical Analysis · Mathematics 2020-02-14 Vo Anh Khoa , Michael Victor Klibanov , Loc Hoang Nguyen

This paper pursues a twofold goal. First, we introduce and study in detail a new notion of variational analysis called generalized metric subregularity, which is a far-going extension of the conventional metric subregularity conditions. Our…

Optimization and Control · Mathematics 2024-06-21 Guoyin Li , Boris Mordukhovich , Jiangxing Zhu