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We consider minimizing finite-sum and expectation objective functions via Hessian-averaging based subsampled Newton methods. These methods allow for gradient inexactness and have fixed per-iteration Hessian approximation costs. The recent…

Optimization and Control · Mathematics 2024-08-15 Thomas O'Leary-Roseberry , Raghu Bollapragada

In data assimilation, the model may be subject to uncertainties and errors. The weak-constraint data assimilation framework enables incorporating model uncertainty in the dynamics of the governing equations. We propose a new framework for…

Numerical Analysis · Mathematics 2025-12-23 Alen Alexanderian , Hugo Díaz , Vishwas Rao , Arvind K. Saibaba

Simulation models of critical systems often have parameters that need to be calibrated using observed data. For expensive simulation models, calibration is done using an emulator of the simulation model built on simulation output at…

Methodology · Statistics 2023-08-24 Özge Sürer , Matthew Plumlee , Stefan M. Wild

In this paper we propose computationally efficient and robust methods for estimating the moment tensor and location of micro-seismic event(s) for large search volumes. Our contribution is two-fold. First, we propose a novel joint-complexity…

Geophysics · Physics 2013-09-11 Gregory Ely , Shuchin Aeron

For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…

Machine Learning · Statistics 2021-04-28 Themistoklis P. Sapsis

Sampling the stationary points of a complicated potential energy landscape is a challenging problem. Here we introduce a sampling method based on relaxation from stationary points of the highest index of the Hessian matrix. We illustrate…

Statistical Mechanics · Physics 2014-07-25 Ciaran Hughes , Dhagash Mehta , David J Wales

Global quantum sensing enables parameter estimation across arbitrary ranges with a finite number of measurements. Among the various existing formulations, the Bayesian paradigm stands as a flexible approach for optimal protocol design under…

A number of open problems hinder our present ability to extract scientific information from data that will be gathered by the near-future gravitational-wave mission LISA. Many of these relate to the modeling, detection and characterization…

Instrumentation and Methods for Astrophysics · Physics 2020-02-17 Alvin J. K. Chua , Natalia Korsakova , Christopher J. Moore , Jonathan R. Gair , Stanislav Babak

Sequential Bayesian optimal experimental design (SBOED) for PDE-governed inverse problems is computationally challenging, especially for infinite-dimensional random field parameters. High-fidelity approaches require repeated forward and…

Optimization and Control · Mathematics 2026-01-12 Kaichen Shen , Peng Chen

Noise is one of the primary sources of interference in seismic exploration. Many authors have proposed various methods to remove noise from seismic data; however, in the face of strong noise conditions, satisfactory results are often not…

Geophysics · Physics 2024-04-04 Junheng Peng , Yong Li , Yingtian Liu , Zhangquan Liao

A central problem in analog wireless sensor networks is to design the gain or phase-shifts of the sensor nodes (i.e. the relaying configuration) in order to achieve an accurate estimation of some parameter of interest at a fusion center, or…

Signal Processing · Electrical Eng. & Systems 2019-08-05 Shahin Khobahi , Mojtaba Soltanalian , Feng Jiang , A. Lee Swindlehurst

We address the issue of semiparametric efficiency in the bivariate regression problem with a highly persistent predictor, where the joint distribution of the innovations is regarded an infinite-dimensional nuisance parameter. Using a…

Econometrics · Economics 2020-09-18 Bas Werker , Bo Zhou

Construction of kinetic models has become an indispensable step in the development and scale up of processes in the industry. Model-based design of experiments (MBDoE) has been widely used for the purpose of improving parameter precision in…

Systems and Control · Electrical Eng. & Systems 2021-04-15 Panagiotis Petsagkourakis , Federico Galvanin

Time-lapse seismic full-waveform inversion (FWI) provides estimates of dynamic changes in the subsurface by performing multiple seismic surveys at different times. Since FWI problems are highly non-linear and non-unique, it is important to…

Geophysics · Physics 2023-08-21 Xin Zhang , Andrew Curtis

In this paper, we establish optimal rates of adaptive estimation of a vector in the multi-reference alignment model, a problem with important applications in fields such as signal processing, image processing, and computer vision, among…

Statistics Theory · Mathematics 2018-05-22 Afonso S. Bandeira , Philippe Rigollet , Jonathan Weed

In many instances, the application of approximate Bayesian methods is hampered by two practical features: 1) the requirement to project the data down to low-dimensional summary, including the choice of this projection, which ultimately…

Methodology · Statistics 2020-06-26 David T. Frazier

We propose a probabilistic framework for performing simultaneous estimation of source structure and fringe-fitting parameters in Very Long Baseline Interferometry (VLBI) observations. As a first step, we demonstrate this technique through…

Instrumentation and Methods for Astrophysics · Physics 2020-06-10 Iniyan Natarajan , Roger Deane , Ilse van Bemmel , Huib Jan van Langevelde , Des Small , Mark Kettenis , Zsolt Paragi , Oleg Smirnov , Arpad Szomoru

We consider distributed sensing of non-local quantities. We introduce quantum enhanced protocols to directly measure any (scalar) field with a specific spatial dependence by placing sensors at appropriate positions and preparing a spatially…

Quantum Physics · Physics 2020-04-22 Pavel Sekatski , Sabine Wölk , Wolfgang Dür

Consider the inverse random source scattering problem for the two-dimensional time-harmonic elastic wave equation with an inhomogeneous, anisotropic mass density. The source is modeled as a microlocally isotropic generalized Gaussian random…

Analysis of PDEs · Mathematics 2018-12-27 Jianliang Li , Peijun Li

The design of informatively rich input signals is essential for accurate system identification, yet classical Fisher-information-based methods are inherently local and often inadequate in the presence of significant model uncertainty and…

Statistics Theory · Mathematics 2025-12-15 Piotr Bania , Anna Wójcik