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We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…

Statistics Theory · Mathematics 2013-05-30 B. T. Knapik , B. T. Szabó , A. W. van der Vaart , J. H. van Zanten

We study an inverse random obstacle scattering problems in $\mathbb{R}^2$ where the scatterer is formulated by a Gaussian process defined on the angular parameter domain. Equipped with a modified covariance function which is mathematically…

Numerical Analysis · Mathematics 2026-02-02 Zhiqi Sun , Xiang Xu , Yiwen Lin

Parameter estimation is a growing area of interest in statistical signal processing. Some parameters in real-life applications vary in space as opposed to those that are static. Most common methods in estimating parameters involve solving…

Methodology · Statistics 2022-11-02 David Angwenyi

We consider the inverse problem of reconstructing inhomogeneities by performing a finite number of scattering measurements of acoustic type in the time-harmonic setting. We set up the reconstruction as a fully discrete variational problem…

Analysis of PDEs · Mathematics 2026-02-24 Daniela Di Donato , Luca Rondi

Periodic nonuniform sampling has been considered in literature as an effective approach to reduce the sampling rate far below the Nyquist rate for sparse spectrum multiband signals. In the presence of non-ideality the sampling parameters…

Systems and Control · Computer Science 2010-10-12 Moslem Rashidi , Sara Mansouri

Incorporating a non-Euclidean variable metric to first-order algorithms is known to bring enhancement. However, due to the lack of an optimal choice, such an enhancement appears significantly underestimated. In this work, we establish a…

Optimization and Control · Mathematics 2023-11-21 Yifan Ran

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

Seismic full-waveform inversion is a core technology for obtaining high-resolution subsurface model parameters. However, its highly nonlinear characteristics and strong dependence on the initial model often lead to the inversion process…

Machine Learning · Computer Science 2026-03-25 Caiyun Liu , Siyang Pei , Qingfeng Yu , Jie Xiong

Classically, anisotropic surface wave tomography is treated as an optimisation problem where it proceeds through a linearised two-step approach. It involves the construction of 2D group or phase velocity maps for each considered period,…

Geophysics · Physics 2020-12-08 John Keith Magali

We consider the Bayesian approach to the inverse problem of recovering the shape of an object from measurements of its scattered acoustic field. Working in the time-harmonic setting, we focus on a Helmholtz transmission problem and then…

Analysis of PDEs · Mathematics 2024-10-31 Safiere Kuijpers , Laura Scarabosio

We present a novel approach for the problem of frequency estimation in data streams that is based on optimization and machine learning. Contrary to state-of-the-art streaming frequency estimation algorithms, which heavily rely on random…

Data Structures and Algorithms · Computer Science 2022-07-19 Dimitris Bertsimas , Vassilis Digalakis

Elastic full-waveform inversion (EFWI) is a process used to estimate subsurface properties by fitting seismic data while satisfying wave propagation physics. The problem is formulated as a least-squares data fitting minimization problem…

Numerical Analysis · Mathematics 2024-04-12 Kamal Aghazade , Ali Gholami , Hossein S. Aghamiry , Hamid Reza Siahkoohi

The theory behind compressive sampling pre-supposes that a given sequence of observations may be exactly represented by a linear combination of a small number of basis vectors. In practice, however, even small deviations from an exact…

Optimization and Control · Mathematics 2014-06-30 Jonathan M. Nichols , Albert K. Oh , Rebecca M. Willett

Optimal design of experiments for Bayesian inverse problems has recently gained wide popularity and attracted much attention, especially in the computational science and Bayesian inversion communities. An optimal design maximizes a…

Optimization and Control · Mathematics 2023-05-09 Ahmed Attia , Sven Leyffer , Todd Munson

The choice of a suitable regularization parameter is an important part of most regularization methods for inverse problems. In the absence of reliable estimates of the noise level, heuristic parameter choice rules can be used to accomplish…

Numerical Analysis · Mathematics 2022-05-23 Simon Hubmer , Ekaterina Sherina , Stefan Kindermann , Kemal Raik

This paper deals with adaptive radar detection of a subspace signal competing with two sources of interference. The former is Gaussian with unknown covariance matrix and accounts for the joint presence of clutter plus thermal noise. The…

Applications · Statistics 2016-04-20 Antonio De Maio , Danilo Orlando

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

Quantum Physics · Physics 2008-04-01 Robert L. Kosut

The parametrisation method for invariant manifolds is a powerful technique for deriving reduced-order models in the context of nonlinear vibrating systems, allowing accurate computations of nonlinear normal modes. Thanks to arbitrary order…

Numerical Analysis · Mathematics 2026-03-19 André de Figueiredo Stabile , Aurélien Grolet , Alessandra Vizzaccaro , Cyril Touzé

This paper explores a fully discrete approximation for a nonlinear hyperbolic PDE-constrained optimization problem (P) with applications in acoustic full waveform inversion. The optimization problem is primarily complicated by the…

Numerical Analysis · Mathematics 2025-01-22 Luis Ammann , Irwin Yousept

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler