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Subspace learning and matrix factorization problems have great many applications in science and engineering, and efficient algorithms are critical as dataset sizes continue to grow. Many relevant problem formulations are non-convex, and in…

Numerical Analysis · Computer Science 2022-02-22 Dejiao Zhang , Laura Balzano

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

It is well known that the class of rotation invariant algorithms are suboptimal even for learning sparse linear problems when the number of examples is below the "dimension" of the problem. This class includes any gradient descent trained…

Machine Learning · Statistics 2024-03-06 Manfred K. Warmuth , Wojciech Kotłowski , Matt Jones , Ehsan Amid

Seismic full waveform inversion (FWI) is a powerful technique to generate high resolution images of the Earth's interior. However, significant uncertainty exists in all FWI solutions due to imperfect acquisition geometries, inherent noise…

Geophysics · Physics 2026-03-13 Xuebin Zhao , Andrew Curtis

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

We consider nonparametric Bayesian estimation inference using a rescaled smooth Gaussian field as a prior for a multidimensional function. The rescaling is achieved using a Gamma variable and the procedure can be viewed as choosing an…

Statistics Theory · Mathematics 2009-08-26 A. W. van der Vaart , J. H. van Zanten

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

This paper proposes a non-centered parameterization based infinite-dimensional mean-field variational inference (NCP-iMFVI) approach for solving the hierarchical Bayesian inverse problems. This method can generate available estimates from…

Numerical Analysis · Mathematics 2026-02-09 Jiaming Sui , Junxiong Jia

The analysis of scattering from complex objects using surface integral equations is a challenging problem. Its resolution has wide ranging applications- from crack propagation to diagnostic medicine. The two ingredients of any integral…

Computational Physics · Physics 2016-11-25 Naveen Nair , Balasubramaniam Shanker , Leo Kempel

Coherent wide parameter-space searches for continuous gravitational waves are typically limited in sensitivity by their prohibitive computing cost. Therefore semi-coherent methods (such as StackSlide) can often achieve a better sensitivity.…

General Relativity and Quantum Cosmology · Physics 2015-06-03 Reinhard Prix , Miroslav Shaltev

We investigate the problem of scanning and prediction ("scandiction", for short) of multidimensional data arrays. This problem arises in several aspects of image and video processing, such as predictive coding, for example, where an image…

Information Theory · Computer Science 2007-07-13 Asaf Cohen , Neri Merhav , Tsachy Weissman

We study Tikhonov regularization for certain classes of non-linear ill-posed operator equations in Hilbert space. Emphasis is on the case where the solution smoothness fails to have a finite penalty value, as in the preceding study…

Numerical Analysis · Mathematics 2019-04-04 Bernd Hofmann , Peter Mathé

In a broad and fundamental type of ''inverse problems'' in science, one infers a spatially distributed physical attribute based on observations of processes that are controlled by the spatial attribute in question. The data-generating field…

Methodology · Statistics 2014-09-09 Zepu Zhang

An inverse problem of wave propagation into a weakly laterally inhomogeneous medium occupying a half-space is considered in the acoustic approximation. The half-space consists of an upper layer and a semi-infinite bottom separated with an…

Mathematical Physics · Physics 2007-05-23 A. S. Blagovestchenskii , Y. Kurylev , V. Zalipaev

Compressed Sensing suggests that the required number of samples for reconstructing a signal can be greatly reduced if it is sparse in a known discrete basis, yet many real-world signals are sparse in a continuous dictionary. One example is…

Information Theory · Computer Science 2015-07-24 Yuanxin Li , Yuejie Chi

We propose a Bayesian inference framework to estimate uncertainties in inverse scattering problems. Given the observed data, the forward model and their uncertainties, we find the posterior distribution over a finite parameter field…

Numerical Analysis · Mathematics 2020-11-17 Ana Carpio , Sergei Iakunin , Georg Stadler

Full Waveform Inversion can be made immune to cycle skipping by matching the recorded data arbitrarily well from inaccurate subsurface models. To achieve this goal, the simulated wavefields can be computed in an extended search space as the…

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

This paper presents a general description of a parameter estimation inverse problem for systems governed by nonlinear differential equations. The inverse problem is presented using optimal control tools with state constraints, where the…

Numerical Analysis · Mathematics 2018-06-28 Mohamed Kamel Riahi , Issam Al Qattan

We consider the problem of parameter estimation in a high-dimensional generalized linear model. Spectral methods obtained via the principal eigenvector of a suitable data-dependent matrix provide a simple yet surprisingly effective…

Statistics Theory · Mathematics 2025-07-11 Yihan Zhang , Hong Chang Ji , Ramji Venkataramanan , Marco Mondelli