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We investigate continuous regularization methods for linear inverse problems of static and dynamic type. These methods are based on dynamic programming approaches for linear quadratic optimal control problems. We prove regularization…

Optimization and Control · Mathematics 2021-01-27 S. Kindermann , A. Leitao

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

We look at continuum solutions in optimisation problems associated to linear inverse problems $y = Ax$ with non-negativity constraint $x \geq 0$. We focus on the case where the noise model leads to maximum likelihood estimation through…

Optimization and Control · Mathematics 2023-04-20 Camille Pouchol , Olivier Verdier

This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective involves a convex regularisation function, denoted as $h$, with…

Optimization and Control · Mathematics 2025-08-22 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch , Yufei Zhang

This paper discusses basic results and recent developments on variational regularization methods, as developed for inverse problems. In a typical setup we review basic properties needed to obtain a convergent regularization scheme and…

Machine Learning · Computer Science 2021-12-10 Martin Burger

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

Numerical Analysis · Mathematics 2020-04-28 Kha Van Huynh , Barbara Kaltenbacher

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

In this paper we investigate the non-linear and ill-posed inverse problem of simultaneously identifying the conductivity and the reaction in diffuse optical tomography with noisy measurement data available on an accessible part of the…

Numerical Analysis · Mathematics 2020-07-10 Tran Nhan Tam Quyen

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…

Optimization and Control · Mathematics 2022-04-22 Cristian Vega , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

Using uniform global Carleman estimates for discrete elliptic and semi-discrete hyperbolic equations, we study Lipschitz and logarithmic stability for the inverse problem of recovering a potential in a semi-discrete wave equation,…

Analysis of PDEs · Mathematics 2014-09-29 Lucie Baudouin , Sylvain Ervedoza , Axel Osses

Plug-and-play (PnP) denoising is a popular iterative framework for solving imaging inverse problems using off-the-shelf image denoisers. Their empirical success has motivated a line of research that seeks to understand the convergence of…

Numerical Analysis · Mathematics 2023-07-19 Andreas Hauptmann , Subhadip Mukherjee , Carola-Bibiane Schönlieb , Ferdia Sherry

This paper studies sparse spikes deconvolution over the space of measures. We focus our attention to the recovery properties of the support of the measure, i.e. the location of the Dirac masses. For non-degenerate sums of Diracs, we show…

Optimization and Control · Mathematics 2014-09-16 Vincent Duval , Gabriel Peyré

We address the classical issue of appropriate choice of the regularization and discretization level for the Tikhonov regularization of an inverse problem with imperfectly measured data. We focus on the fact that the proper choice of the…

Numerical Analysis · Mathematics 2014-10-24 Vinicius Albani , Adriano De Cezaro , Jorge P. Zubelli

In this paper, we consider the inverse source problem for the time-fractional diffusion equation, which has been known to be an ill-posed problem. To deal with the ill-posedness of the problem, we propose to transform the problem into a…

Numerical Analysis · Mathematics 2021-08-27 Bin Fan , Chuanju Xu

We study the problem of super-resolution, where we recover the locations and weights of non-negative point sources from a few samples of their convolution with a Gaussian kernel. It has been shown that exact recovery is possible by…

Optimization and Control · Mathematics 2023-07-06 Stéphane Chrétien , Andrew Thompson , Bogdan Toader

Motivated by the need to develop a general framework for performing statistical inference for discretely observed random rough differential equations, our aim is to construct a geometric $p$-rough path ${\bf X}$ whose response $Y$, when…

Classical Analysis and ODEs · Mathematics 2026-03-30 Thomas Morrish , Theodore Papamarkou , Anastasia Papavasiliou , Yang Zhao

In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

Variational regularisation is the primary method for solving inverse problems, and recently there has been considerable work leveraging deeply learned regularisation for enhanced performance. However, few results exist addressing the…

Optimization and Control · Mathematics 2024-06-18 Zakhar Shumaylov , Jeremy Budd , Subhadip Mukherjee , Carola-Bibiane Schönlieb