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The problem of parameter estimation by the continuous time observations of a deterministic signal in white gaussian noise is considered. The asymptotic properties of the maximul likelihood estimator are described in the asymptotics of small…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Yury Kutoyants , Andrei Trifonov

We study the application of Tikhonov regularization to ill-posed nonlinear operator equations. The objective of this work is to prove low order convergence rates for the discrepancy principle under low order source conditions of logarithmic…

Numerical Analysis · Mathematics 2023-05-02 Chantal Klinkhammer , Robert Plato

We provide a novel computer-assisted technique for systematically analyzing first-order methods for optimization. In contrast with previous works, the approach is particularly suited for handling sublinear convergence rates and stochastic…

Optimization and Control · Mathematics 2021-12-22 Adrien Taylor , Francis Bach

In this paper, we perform registration of noisy curves. We provide an appropriate model in estimating the rotation and scaling parameters to adjust a set of curves through a M-estimation procedure. We prove the consistency and the…

Applications · Statistics 2018-11-16 Edouard Fournier , Stéphane Grihon , Thierry Klein

We develop a family of reformulations of an arbitrary consistent linear system into a stochastic problem. The reformulations are governed by two user-defined parameters: a positive definite matrix defining a norm, and an arbitrary discrete…

Numerical Analysis · Mathematics 2020-01-27 Peter Richtárik , Martin Takáč

The modelling of small-scale processes is a major source of error in climate models, hindering the accuracy of low-cost models which must approximate such processes through parameterization. Red noise is essential to many operational…

Machine Learning · Computer Science 2022-09-13 Raghul Parthipan , Hannah M. Christensen , J. Scott Hosking , Damon J. Wischik

The ever-increasing number of parameters in deep neural networks poses challenges for memory-limited applications. Regularize-and-prune methods aim at meeting these challenges by sparsifying the network weights. In this context we quantify…

Machine Learning · Computer Science 2018-10-30 Enzo Tartaglione , Skjalg Lepsøy , Attilio Fiandrotti , Gianluca Francini

In several different applications, including data transformation and entity resolution, rules are used to capture aspects of knowledge about the application at hand. Often, a large set of such rules is generated automatically or…

Artificial Intelligence · Computer Science 2020-11-03 Phokion G. Kolaitis , Lucian Popa , Kun Qian

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

Numerical Analysis · Mathematics 2020-04-15 Abinash Nayak

This paper provides a unified framework for analyzing tensor estimation problems that allow for nonlinear observations, heteroskedastic noise, and covariate information. We study a general class of high-dimensional models where each…

Information Theory · Computer Science 2025-06-10 Riccardo Rossetti , Galen Reeves

Under mild assumptions on the kernel, we obtain the best known error rates in a regularized learning scenario taking place in the corresponding reproducing kernel Hilbert space (RKHS). The main novelty in the analysis is a proof that one…

Statistics Theory · Mathematics 2010-01-14 Shahar Mendelson , Joseph Neeman

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

To deal with the ill-posed nature of the inverse heat conduction problem (IHCP), the regularization parameter alpha can be incorporated into a minimization problem, which is known as Tikhonov regularization method, a popular technique to…

Numerical Analysis · Mathematics 2021-10-05 C. Ahn , C. Park , DI. Park , JG. Kim

This paper focuses on scattered data fitting problems on spheres. We study the approximation performance of a class of weighted spectral filter algorithms, including Tikhonov regularization, Landaweber iteration, spectral cut-off, and…

Numerical Analysis · Mathematics 2024-10-24 Shao-Bo Lin

During the inversion of discrete linear systems noise in data can be amplified and result in meaningless solutions. To combat this effect, characteristics of solutions that are considered desirable are mathematically implemented during…

Numerical Analysis · Mathematics 2023-02-07 Michael J. Byrne , Rosemary A. Renaut

We consider the problem of stabilization of a linear system, under state and control constraints, and subject to bounded disturbances and unknown parameters in the state matrix. First, using a simple least square solution and available…

Systems and Control · Electrical Eng. & Systems 2020-07-22 Edouard Leurent , Denis Efimov , Odalric-Ambrym Maillard

We present algorithms for efficiently learning regularizers that improve generalization. Our approach is based on the insight that regularizers can be viewed as upper bounds on the generalization gap, and that reducing the slack in the…

Machine Learning · Computer Science 2019-02-25 Matthew Streeter

Machine learning algorithms have been used widely in various applications and areas. To fit a machine learning model into different problems, its hyper-parameters must be tuned. Selecting the best hyper-parameter configuration for machine…

Machine Learning · Computer Science 2022-10-06 Li Yang , Abdallah Shami

This paper addresses the problem of robust stabilization for linear hyperbolic Partial Differential Equations (PDEs) with Markov-jumping parameter uncertainty. We consider a 2 x 2 heterogeneous hyperbolic PDE and propose a control law using…

Systems and Control · Electrical Eng. & Systems 2026-03-13 Yihuai Zhang , Jean Auriol , Huan Yu

In Optimal Recovery, the task of learning a function from observational data is tackled deterministically by adopting a worst-case perspective tied to an explicit model assumption made on the functions to be learned. Working in the…

Optimization and Control · Mathematics 2021-11-05 Simon Foucart , Chunyang Liao