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This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Numerical Analysis · Mathematics 2023-06-21 Jonathan Wittmer , C. G. Krishnanunni , Hai V. Nguyen , Tan Bui-Thanh

Penalized least squares estimation is a popular technique in high-dimensional statistics. It includes such methods as the LASSO, the group LASSO, and the nuclear norm penalized least squares. The existing theory of these methods is not…

Statistics Theory · Mathematics 2017-07-10 Pierre C. Bellec , Guillaume Lecué , Alexandre B. Tsybakov

Tomographic imaging is in general an ill-posed inverse problem. Typically, a single regularized image estimate of the sought-after object is obtained from tomographic measurements. However, there may be multiple objects that are all…

Image and Video Processing · Electrical Eng. & Systems 2022-07-28 Sayantan Bhadra , Umberto Villa , Mark A. Anastasio

For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…

Numerical Analysis · Mathematics 2010-09-29 Claude Brezinski , Paolo Novati , Michela Redivo-Zaglia

The trace $\tr(q(\ma{L} + q\ma{I})^{-1})$, where $\ma{L}$ is a symmetric diagonally dominant matrix, is the quantity of interest in some machine learning problems. However, its direct computation is impractical if the matrix size is large.…

Signal Processing · Electrical Eng. & Systems 2022-09-14 Yusuf Yigit Pilavci , Pierre-Olivier Amblard , Simon Barthelme , Nicolas Tremblay

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

We develop a generalized inverse optimization framework for fitting the cost vector of a single linear optimization problem given multiple observed decisions. This setting is motivated by ensemble learning, where building consensus from…

Optimization and Control · Mathematics 2020-06-08 Aaron Babier , Timothy C. Y. Chan , Taewoo Lee , Rafid Mahmood , Daria Terekhov

In this article, we dwell into the class of so-called ill-posed Linear Inverse Problems (LIP) which simply refers to the task of recovering the entire signal from its relatively few random linear measurements. Such problems arise in a…

Optimization and Control · Mathematics 2022-12-05 Mohammed Rayyan Sheriff , Debasish Chatterjee

We consider the problem of estimating the mean $f$ of a Gaussian vector $Y$ with independent components of common unknown variance $\sigma^{2}$. Our estimation procedure is based on estimator selection. More precisely, we start with an…

Statistics Theory · Mathematics 2011-06-24 Yannick Baraud , Christophe Giraud , Sylvie Huet

Estimating nonlinear functionals of probability distributions from samples is a fundamental statistical problem. The "plug-in" estimator obtained by applying the target functional to the empirical distribution of samples is biased.…

Statistics Theory · Mathematics 2026-02-20 Florian Schäfer

We consider the minimization of a sum of a smooth function with a nonsmooth composite function, where the composition is applied on a random linear mapping. This random composite model encompasses many problems, and can especially capture…

Optimization and Control · Mathematics 2024-12-02 Dan Greenstein , Nadav Hallak

We propose an estimation procedure for linear functionals based on Gaussian model selection techniques. We show that the procedure is adaptive, and we give a non asymptotic oracle inequality for the risk of the selected estimator with…

Statistics Theory · Mathematics 2008-10-27 Béatrice Laurent , Carenne Ludeña , Clémentine Prieur

In a recent paper Birke and Bissantz (2008) considered the problem of nonparametric estimation in inverse regression models with convolution-type operators. For multivariate predictors nonparametric methods suffer from the curse of…

Statistics Theory · Mathematics 2013-03-19 T. Hildebrandt , N. Bissantz , H. Dette

This paper studies a fundamental mechanism of how to detect a conflict between arguments given sentiments regarding acceptability of the arguments. We introduce a concept of the inverse problem of the abstract argumentation to tackle the…

Artificial Intelligence · Computer Science 2021-01-28 Hiroyuki Kido , Beishui Liao

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

In this brief paper, we present a naive aggregation algorithm for a typical learning problem with expert advice setting, in which the task of improving generalization, i.e., model validation, is embedded in the learning process as a…

Machine Learning · Computer Science 2024-09-09 Getachew K Befekadu

In this paper, we establish universal approximation theorems for neural networks applied to general nonlinear ill-posed operator equations. In addition to the approximation error, the measurement error is also taken into account in our…

Numerical Analysis · Mathematics 2025-11-21 Lan Wang , Qiao Zhu , Bangti Jin , Ye Zhang

Traditionally model averaging has been viewed as an alternative to model selection with the ultimate goal to incorporate the uncertainty associated with the model selection process in standard errors and confidence intervals by using a…

Methodology · Statistics 2021-03-05 Michael Schomaker , Christian Heumann

Recent efforts on solving inverse problems in imaging via deep neural networks use architectures inspired by a fixed number of iterations of an optimization method. The number of iterations is typically quite small due to difficulties in…

Image and Video Processing · Electrical Eng. & Systems 2021-06-04 Davis Gilton , Gregory Ongie , Rebecca Willett

Inverse imaging problems that are ill-posed can be encountered across multiple domains of science and technology, ranging from medical diagnosis to astronomical studies. To reconstruct images from incomplete and distorted data, it is…

Image and Video Processing · Electrical Eng. & Systems 2023-11-30 Cesar F. Caiafa , Ramiro M. Irastorza