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We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical…

Machine Learning · Computer Science 2012-07-02 Yi-Hao Kao , Benjamin Van Roy

Marginal Structural Models (MSM) are the most popular models for causal inference from time-series observational data. However, they have two main drawbacks: (a) they do not capture subject heterogeneity, and (b) they only consider fixed…

Machine Learning · Computer Science 2020-10-19 Debmalya Mandal , David Parkes

The need to blend observational data and mathematical models arises in many applications and leads naturally to inverse problems. Parameters appearing in the model, such as constitutive tensors, initial conditions, boundary conditions, and…

Statistics Theory · Mathematics 2010-09-16 J. Nolen , G. A. Pavliotis , A. M. Stuart

We consider the interpolation problem with the inverse multiquadric radial basis function. The problem usually produces a large dense linear system that has to be solved by iterative methods. The efficiency of such methods is strictly…

Numerical Analysis · Mathematics 2022-05-10 Stefano De Marchi , Nadaniela Egidi , Josephin Giacomini , Pierluigi Maponi , Alessia Perticarini

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

We study a new family of inverse problems for recovering representations of corrupted data. We assume access to a pre-trained representation learning network R(x) that operates on clean images, like CLIP. The problem is to recover the…

Machine Learning · Computer Science 2021-10-28 Sriram Ravula , Georgios Smyrnis , Matt Jordan , Alexandros G. Dimakis

Inverse problems are in many cases solved with optimization techniques. When the underlying model is linear, first-order gradient methods are usually sufficient. With nonlinear models, due to nonconvexity, one must often resort to…

Numerical Analysis · Mathematics 2023-05-15 Arttu Arjas , Mikko J. Sillanpää , Andreas Hauptmann

Inverse problems are central to a wide range of fields, including healthcare, climate science, and agriculture. They involve the estimation of inputs, typically via iterative optimization, to some known forward model so that it produces a…

Machine Learning · Computer Science 2025-06-24 Sean Memery , Kevin Denamganai , Anna Kapron-King , Kartic Subr

In this paper, first a great number of inverse problems which arise in instrumentation, in computer imaging systems and in computer vision are presented. Then a common general forward modeling for them is given and the corresponding…

Data Analysis, Statistics and Probability · Physics 2007-05-23 Ali Mohammad-Djafari

The inverse problem method is tested for a class of mean field statistical mechanics models representing a mixture of particles of different species. The robustness of the inversion is investigated for different values of the physical…

Mathematical Physics · Physics 2015-06-12 M. Fedele , C. Vernia , P. Contucci

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

We study repeated multi-player vector-valued games in which a player observes a payoff vector each round and evaluates outcomes through linear scalarizations of those vectors. Different from most prior works, the choice of scalarization is…

Computer Science and Game Theory · Computer Science 2026-05-12 Ehsan Asadollahi , Calvin Hawkins , Matthew Hale

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

Methodology · Statistics 2012-07-04 Darren Homrighausen , Christopher R. Genovese

We empirically evaluate the finite-time performance of several simulation-optimization algorithms on a testbed of problems with the goal of motivating further development of algorithms with strong finite-time performance. We investigate if…

Optimization and Control · Mathematics 2017-05-23 Naijia Dong , David J. Eckman , Matthias Poloczek , Xueqi Zhao , Shane G. Henderson

Studies on simulation input uncertainty often built on the availability of input data. In this paper, we investigate an inverse problem where, given only the availability of output data, we nonparametrically calibrate the input models and…

Optimization and Control · Mathematics 2018-01-09 Aleksandrina Goeva , Henry Lam , Huajie Qian , Bo Zhang

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

Surrogate model-based optimization has been increasingly used in the field of engineering design. It involves creating a surrogate model with objective functions or constraints based on the data obtained from simulations or real-world…

Optimization and Control · Mathematics 2023-08-28 Minyoung Jwa , Jihoon Kim , Seungyeon Shin , Ah-hyeon Jin , Dongju Shin , Namwoo Kang

We propose a prototypical Split Inverse Problem (SIP) and a new variational problem, called the Split Variational Inequality Problem (SVIP), which is a SIP. It entails finding a solution of one inverse problem (e.g., a Variational…

Optimization and Control · Mathematics 2011-08-11 Yair Censor , Aviv Gibali , Simeon Reich

A novel method to solve inverse problems for the wave equation is introduced. The method is a combination of the boundary control method and an iterative time reversal scheme, leading to adaptive imaging of coefficient functions of the wave…

Analysis of PDEs · Mathematics 2007-05-23 Kenrick Bingham , Yaroslav Kurylev , Matti Lassas , Samuli Siltanen