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We study an inverse problem for the wave equation, concerned with estimating the wave speed, aka velocity, from data gathered by an array of sources and receivers that emit probing signals and measure the resulting waves. The typical…

Numerical Analysis · Mathematics 2025-08-19 Liliana Borcea , Josselin Garnier , Alexander V. Mamonov , Jörn Zimmerling

We consider inverse obstacle and transmission scattering problems where the source of the incident waves is located on a smooth closed surface that is a boundary of a domain located outside of the obstacle/inhomogeneity of the media. The…

Mathematical Physics · Physics 2017-10-12 Evgeny Lakshtanov , Boris Vainberg

We present a novel approach for the inverse problem in electrical impedance tomography based on regularized quadratic regression. Our contribution introduces a new formulation for the forward model in the form of a nonlinear integral…

Geophysics · Physics 2012-05-29 Nick Polydorides , Alireza Aghasi , Eric L. Miller

We consider the problem of imitation learning from a finite set of expert trajectories, without access to reinforcement signals. The classical approach of extracting the expert's reward function via inverse reinforcement learning, followed…

Machine Learning · Computer Science 2019-06-10 Ruohan Wang , Carlo Ciliberto , Pierluigi Amadori , Yiannis Demiris

Value iteration is a fixed point iteration technique utilized to obtain the optimal value function and policy in a discounted reward Markov Decision Process (MDP). Here, a contraction operator is constructed and applied repeatedly to arrive…

Machine Learning · Computer Science 2021-09-21 Chandramouli Kamanchi , Raghuram Bharadwaj Diddigi , Shalabh Bhatnagar

Inverse Reinforcement Learning (IRL) aims to facilitate a learner's ability to imitate expert behavior by acquiring reward functions that explain the expert's decisions. Regularized IRL applies strongly convex regularizers to the learner's…

Machine Learning · Computer Science 2020-12-04 Wonseok Jeon , Chen-Yang Su , Paul Barde , Thang Doan , Derek Nowrouzezahrai , Joelle Pineau

In this paper, we develop algorithms for computing the recurrence coefficients corresponding to multiple orthogonal polynomials on the step-line. We reformulate the problem as an inverse eigenvalue problem, which can be solved using…

Numerical Analysis · Mathematics 2026-03-05 Amin Faghih , Michele Rinelli , Marc Van Barel , Raf Vandebril , Robbe Vermeiren

The main of this work is to use the unit lower triangular matrices for solving inverse eigenvalue problem of nonnegative matrices and present the easier method to solve this problem.

Numerical Analysis · Mathematics 2018-05-22 Alimohammad Nazari , Atiyeh Nezami

The inverse power method is a numerical algorithm to obtain the eigenvectors of a matrix. In this work, we develop an iteration algorithm, based on the inverse power method, to numerically solve the Schr\"odinger equation that couples an…

Computational Physics · Physics 2024-03-06 Jiaxing Zhao , Shuzhe Shi

In this paper we prove the optimal convergence of a standard adaptive scheme based on edge finite elements for the approximation of the solutions of the eigenvalue problem associated with Maxwell's equations. The proof uses the known…

Numerical Analysis · Mathematics 2018-04-09 Daniele Boffi , Lucia Gastaldi

Multimodal image matching is an important prerequisite for multisource image information fusion. Compared with the traditional matching problem, multimodal feature matching is more challenging due to the severe nonlinear radiation…

Computer Vision and Pattern Recognition · Computer Science 2023-03-02 Jiayuan Li , Pengcheng Shi , Qingwu Hu , Yongjun Zhang

This paper presents a modified iterative approach to solve the variational inequality problem using the double inertial technique in the context of a real Hilbert space. Our iterative technique involves a projection onto a generalized…

Functional Analysis · Mathematics 2026-03-19 Watanjeet Singh , Sumit Chandok

A new multivariate stochastic volatility estimation procedure for financial time series is proposed. A Wishart autoregressive process is considered for the volatility precision covariance matrix, for the estimation of which a two step…

Computational Finance · Quantitative Finance 2013-11-05 K. Triantafyllopoulos

The eigenvalue method, suggested by the developer of the extensively used Analytic Hierarchy Process methodology, exhibits right-left asymmetry: the priorities derived from the right eigenvector do not necessarily coincide with the…

Optimization and Control · Mathematics 2023-11-14 László Csató

Analysis of pipe networks involves computing flow rates and pressure differences on pipe segments in the network, given the external inflow/outflow values. This analysis can be conducted using iterative methods, among which the algorithms…

Computational Engineering, Finance, and Science · Computer Science 2023-12-14 Huong Luu , Marek Chrobak

We study the inverse eigenvalue problem for finding doubly stochastic matrices with specified eigenvalues. By making use of a combination of Dykstra's algorithm and an alternating projection process onto a non-convex set, we derive hybrid…

Numerical Analysis · Mathematics 2023-05-31 Kassem Rammal , Bassam Mourad , Hassan Abbas , Hassan Issa

An $\left( n+1\right) -$D coefficient inverse problem for the radiative stationary transport equation is considered for the first time. A globally convergent so-called convexification numerical \ method is developed and its convergence…

Numerical Analysis · Mathematics 2022-06-24 Michael V. Klibanov , Jingzhi Li , Loc H. Nguyen , Zhipeng Yang

In this paper, within scaling invariance theory, we define and apply to the numerical solution of a similarity boundary layer model an iterative transformation method. The boundary value problem to be solved depends on a parameter and is…

Numerical Analysis · Mathematics 2020-11-20 Riccardo Fazio

Sample inefficiency is a long-lasting challenge in deep reinforcement learning (DRL). Despite dramatic improvements have been made, the problem is far from being solved and is especially challenging in environments with sparse or delayed…

Machine Learning · Computer Science 2025-06-17 Federico Malato , Ville Hautamaki

A substantial body of work in machine learning (ML) and randomized numerical linear algebra (RandNLA) has exploited various sorts of random sketching methodologies, including random sampling and random projection, with much of the analysis…

Numerical Analysis · Mathematics 2026-03-04 Chengmei Niu , Zhenyu Liao , Zenan Ling , Michael W. Mahoney