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The method of maximum entropy has proven to be a rather powerful way to solve the inverse problem consisting of determining a probability density $f_S(s)$ on $[0,\infty)$ from the knowledge of the expected value of a few generalized…

Optimization and Control · Mathematics 2016-04-22 Henryk Gzyl

Hypercomplex Fourier transforms are increasingly used in signal processing for the analysis of higher-dimensional signals such as color images. A main stumbling block for further applications, in particular concerning filter design in the…

Classical Analysis and ODEs · Mathematics 2013-03-08 Roxana Bujack , Hendrik De Bie , Nele De Schepper , Gerik Scheuermann

We introduce another new type of combinations of Bernstein operators in this paper, which can be used to approximate the functions with inner singularities. The direct and inverse results of the weighted approximation of this new type…

Functional Analysis · Mathematics 2011-06-28 Wen-ming Lu , Lin Zhang

This paper develops a probabilistic numerical method for solution of partial differential equations (PDEs) and studies application of that method to PDE-constrained inverse problems. This approach enables the solution of challenging inverse…

Methodology · Statistics 2017-07-12 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

Hessian operators arising in inverse problems governed by partial differential equations (PDEs) play a critical role in delivering efficient, dimension-independent convergence for both Newton solution of deterministic inverse problems, as…

We introduce a new procedure to select the optimal cutoff parameter for Fourier density estimators that leads to adaptive rate optimal estimators, up to a logarithmic factor. This adaptive procedure applies for different inverse problems.…

Statistics Theory · Mathematics 2018-02-15 Céline Duval , Johanna Kappus

Inverse problems arise anywhere we have indirect measurement. As, in general they are ill-posed, to obtain satisfactory solutions for them needs prior knowledge. Classically, different regularization methods and Bayesian inference based…

Machine Learning · Statistics 2023-08-31 Ali Mohammad-Djafari , Ning Chu , Li Wang , Liang Yu

We construct intrinsic on-and off-diagonal upper and lower estimates for the transition probability density of a L\'evy process in small time. By intrinsic we mean that such estimates reflect the structure of the characteristic exponent of…

Probability · Mathematics 2013-08-09 Victoria Knopova , Alexei Kulik

Reciprocal transformations mix the role of the dependent and independent variables to achieve simpler versions or even linearized versions of nonlinear PDEs. These transformations help in the identification of a plethora of PDEs available…

Mathematical Physics · Physics 2016-04-08 C. Sardon

The paper presents transfer functions for limited memory time-invariant linear integral predictors for continuous time processes such that the corresponding predicting kernels have bounded support. It is shown that processes with…

Information Theory · Computer Science 2022-07-07 Nikolai Dokuchaev

We present a framework which enables the analysis of dynamic inverse problems for wave phenomena that are modeled through second-order hyperbolic PDEs. This includes well-posedness and regularity results for the forward operator in an…

Analysis of PDEs · Mathematics 2020-02-19 Thies Gerken

We introduce the concepts of the Fourier transform and convolution generated by an arbitrary restriction of the differentiation operator in the space $L_{2}(0,b).$ In contrast to the classical convolution, the introduced convolution…

Analysis of PDEs · Mathematics 2013-02-07 Baltabek Kanguzhin , Niyaz Tokmagambetov

The main object of this paper is to construct new Durrmeyer type operators which have better features than the classical one. Some results concerning the rate of convergence and asymptotic formulas of the new operator are given. Finally,…

Numerical Analysis · Mathematics 2018-10-17 Ana Maria Acu , Vijay Gupta , Gancho Tachev

In metric of spaces $L_{s}, \ 1< s\leq\infty$, we obtain exact order estimates of best approximations and approximations by Fourier sums of classes of convolutions the periodic functions that belong to unit ball of space $L_{1}$, with…

Classical Analysis and ODEs · Mathematics 2014-10-16 T. A. Stepaniuk

We provide a rigorous convergence proof demonstrating that the well-known semi-analytical Fourier cosine (COS) formula for the inverse Fourier transform of continuous probability distributions can be extended to discrete probability…

Numerical Analysis · Mathematics 2024-10-10 Xiaoyu Shen , Fang Fang , Chengguang Liu

We use the method of similar operators to study a mixed problem for a differential equation with an involution and an operator-valued potential function. The differential operator defined by the equation is transformed into a similar…

Spectral Theory · Mathematics 2018-06-12 Anatoly G. Baskakov , Ilya A. Krishtal , Natalia B. Uskova

The inverse of a large matrix can often be accurately approximated by a polynomial of degree significantly lower than the order of the matrix. The iteration polynomial generated by a run of the GMRES algorithm is a good candidate, and its…

Numerical Analysis · Mathematics 2025-02-26 Mark Embree , Joel A. Henningsen , Jordan Jackson , Ronald B. Morgan

Inverse problems involving systems of partial differential equations (PDEs) with many measurements or experiments can be very expensive to solve numerically. In a recent paper we examined dimensionality reduction methods, both stochastic…

Numerical Analysis · Computer Science 2014-12-02 Farbod Roosta-Khorasani , Kees van den Doel , Uri Ascher

This paper introduces a computationally efficient algorithm in system theory for solving inverse problems governed by linear partial differential equations (PDEs). We model solutions of linear PDEs using Gaussian processes with priors…

Machine Learning · Statistics 2025-06-16 Xin Li , Markus Lange-Hegermann , Bogdan Raiţă

Diffusion models have emerged as powerful generative tools with applications in computer vision and scientific machine learning (SciML), where they have been used to solve large-scale probabilistic inverse problems. Traditionally, these…