Related papers: Sparse modeling approach to analytical continuatio…
In this paper I present a new approach for regression of time series using their own samples. This is a celebrated problem known as Auto-Regression. Dealing with outlier or missed samples in a time series makes the problem of estimation…
High-throughput characterization often requires estimating parameters and model dimension from experimental data of limited quantity and quality. Such data may result in an ill-posed inverse problem, where multiple sets of parameters and…
Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…
Sparse representations have proven their efficiency in solving a wide class of inverse problems encountered in signal and image processing. Conversely, enforcing the information to be spread uniformly over representation coefficients…
Motivated by various computational applications, we investigate the problem of estimating nested expectations. Building upon recent work by the authors, we propose a novel Monte Carlo estimator for nested expectations, inspired by sparse…
This note considers the unstructured sparse recovery problems in a general form. Examples include rational approximation, spectral function estimation, Fourier inversion, Laplace inversion, and sparse deconvolution. The main challenges are…
Sparsity promoting regularization is an important technique for signal reconstruction and several other ill-posed problems. Theoretical investigation typically bases on the assumption that the unknown solution has a sparse representation…
Measurements are a vital part of any quantum computation, whether as a final step to retrieve results, as an intermediate step to inform subsequent operations, or as part of the computation itself (as in measurement-based quantum…
In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…
We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…
This paper addresses identification of sparse linear and noise-driven continuous-time state-space systems, i.e., the right-hand sides in the dynamical equations depend only on a subset of the states. The key assumption in this study, is…
Assessing data informativity, determining whether the measured data contains sufficient information for a specific control objective, is a fundamental challenge in data-driven control. In noisy scenarios, existing studies deal with system…
A diffusion Monte Carlo algorithm is introduced that can determine the correct nodal structure of the wave function of a few-fermion system and its ground-state energy without an uncontrolled bias. This is achieved by confining signed…
The problem of compressing a real-valued sparse source using compressive sensing techniques is studied. The rate distortion optimality of a coding scheme in which compressively sensed signals are quantized and then reconstructed is…
We address the problem of analytic continuation of imaginary-frequency Green's functions, which is crucial in many-body physics, using machine learning based on a multi-level residual neural network. We specifically address potential biases…
A new diagrammatic quantum Monte Carlo approach is proposed to deal with the imaginary time propagator involving both dynamic disorder (i.e., electron-phonon interactions) and static disorder of local or nonlocal nature in a unified and…
Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to enforce uniqueness and select a meaningful solution is to introduce a regularizer. While for most…
Quantitative long-time entropic convergence and short-time regularization are established for an idealized Hamiltonian Monte Carlo chain which alternatively follows an Hamiltonian dynamics for a fixed time and then partially or totally…
A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…
In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…