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This paper considers approximate smoothing for discretely observed non-linear stochastic differential equations. The problem is tackled by developing methods for linearising stochastic differential equations with respect to an arbitrary…

Methodology · Statistics 2019-01-21 Filip Tronarp , Simo Särkkä

Methods based on diffusion models (DMs) for solving inverse problems (IPs) have recently achieved remarkable performance. However, DM-based methods typically struggle against outliers, which are common in real-world measurements. In this…

Computer Vision and Pattern Recognition · Computer Science 2026-05-12 Yang Zheng , Jiahua Liu , Tongyao Pang , Wen Li , Zhaoqiang Liu

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

This paper is devoted to the algorithmic development of inverse elastic scattering problems. We focus on reconstructing the locations and shapes of elastic scatterers with known dictionary data for the nearly incompressible materials. The…

Analysis of PDEs · Mathematics 2017-11-02 Li Jingzhi , Liu Hongyu , Sun Hongpeng

The aim of this paper is to provide a variational interpretation of the nonlinear filter in continuous time. A time-stepping procedure is introduced, consisting of successive minimization problems in the space of probability densities. The…

Optimization and Control · Mathematics 2014-12-19 Richard S. Laugesen , Prashant G. Mehta , Sean P. Meyn , Maxim Raginsky

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

In this paper we investigate the problem of identifying the source term in an elliptic system from a single noisy measurement couple of the Neumann and Dirichlet data. A variational method of Tikhonov-type regularization with specific…

Analysis of PDEs · Mathematics 2019-03-15 Michael Hinze , Bernd Hofmann , Tran Nhan Tam Quyen

We introduce a novel algorithm for nonlinear processing of data gathered by an active array of sensors which probes a medium with pulses and measures the resulting waves. The algorithm is motivated by the application of array imaging. We…

Numerical Analysis · Mathematics 2019-02-20 Liliana Borcea , Vladimir Druskin , Alexander V. Mamonov , Mikhail Zaslavsky

In this paper, we propose a new asymptotic expansion approach for nonlinear filtering based on a small parameter in the system noise. This method expresses the filtering distribution as a power series in the noise level, where the…

Signal Processing · Electrical Eng. & Systems 2025-06-18 Masahiro Kurisaki

We consider the reconstruction of a diffusion coefficient in a quasilinear elliptic problem from a single measurement of overspecified Neumann and Dirichlet data. The uniqueness for this parameter identification problem has been established…

Numerical Analysis · Mathematics 2015-06-17 Herbert Egger , Jan-Frederik Pietschmann , Matthias Schlottbom

As the number of processor cores on supercomputers becomes larger and larger, algorithms with high degree of parallelism attract more attention. In this work, we propose a novel space-time coupled algorithm for solving an inverse problem…

Numerical Analysis · Computer Science 2015-08-26 Xiaomao Deng , Xiao-chuan Cai , Jun Zou

Diffusion models have established new state of the art in a multitude of computer vision tasks, including image restoration. Diffusion-based inverse problem solvers generate reconstructions of exceptional visual quality from heavily…

Image and Video Processing · Electrical Eng. & Systems 2024-08-21 Zalan Fabian , Berk Tinaz , Mahdi Soltanolkotabi

We consider the problem of the recovery of a k-sparse vector from compressed linear measurements when data are corrupted by a quantization noise. When the number of measurements is not sufficiently large, different $k$-sparse solutions may…

Optimization and Control · Mathematics 2019-09-10 Vito Cerone , Sophie M. Fosson , Diego Regruto

The observations in many applications consist of counts of discrete events, such as photons hitting a dector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise model.…

Optimization and Control · Mathematics 2016-11-17 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., phase-locked wave systems, standard multimode and random lasers. Using a general model for four-body interacting complex-valued variables we…

Disordered Systems and Neural Networks · Physics 2017-08-01 Alessia Marruzzo , Payal Tyagi , Fabrizio Antenucci , Andrea Pagnani , Luca Leuzzi

For a general formulation of linearised hybrid inverse problems in impedance tomography, the qualitative properties of the solutions are analysed. Using an appropriate scalar pseudo-differential formulation, the problems are shown to permit…

Analysis of PDEs · Mathematics 2017-08-03 Guillaume Bal , Kristoffer Hoffmann , Kim Knudsen

We propose numerical algorithms for recovering parameters in eigenvalue problems for linear elasticity of transversely isotropic materials. Specifically, the algorithms are used to recover the elastic constants of a rotor core. Numerical…

Characterising the noise of an airborne electromagnetic (AEM) system is critical in correctly imaging the earth's subsurface conductivity. Deterministic and probabilistic geophysical inversion algorithms require foreknowledge of the system…

Geophysics · Physics 2026-05-06 Tim Scarr , Anandaroop Ray , Ross C. Brodie

We consider the problem of reconstructing the shape of an impenetrable sound-soft obstacle from scattering measurements. The input data is assumed to be the far-field pattern generated when a plane wave impinges on an unknown obstacle from…

Numerical Analysis · Mathematics 2015-05-28 Carlos Borges , Leslie Greengard

The paper studies inverse problems of determining unknown coefficients in various semi-linear and quasi-linear wave equations. We introduce a method to solve inverse problems for non-linear equations using interaction of three waves, that…

Analysis of PDEs · Mathematics 2023-05-10 Ali Feizmohammadi , Matti Lassas , Lauri Oksanen
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