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In this work, we address the solution of both linear and nonlinear ill-posed inverse problems by developing a novel graph-based regularization framework, where the regularization term is formulated through an iteratively updated graph…

Numerical Analysis · Mathematics 2026-01-21 Harshit Bajpai , Ankik Kumar Giri

The present paper investigates theoretical performance of various Bayesian wavelet shrinkage rules in a nonparametric regression model with i.i.d. errors which are not necessarily normally distributed. The main purpose is comparison of…

Statistics Theory · Mathematics 2007-06-13 Marianna Pensky

We consider an unsupervised bilevel optimization strategy for learning regularization parameters in the context of imaging inverse problems in the presence of additive white Gaussian noise. Compared to supervised and semi-supervised metrics…

Optimization and Control · Mathematics 2024-03-13 Carlo Santambrogio , Monica Pragliola , Alessandro Lanza , Marco Donatelli , Luca Calatroni

Additive or multiplicative stationary noise recently became an important issue in applied fields such as microscopy or satellite imaging. Relatively few works address the design of dedicated denoising methods compared to the usual white…

Computer Vision and Pattern Recognition · Computer Science 2013-07-18 Jérôme Fehrenbach , Pierre Weiss

In this work we discuss the impact of nuisance parameters on the effectiveness of machine learning in high-energy physics problems, and provide a review of techniques that allow to include their effect and reduce their impact in the search…

Machine Learning · Statistics 2021-01-19 Tommaso Dorigo , Pablo de Castro

Low rank recovery problems have been a subject of intense study in recent years. While the rank function is useful for regularization it is difficult to optimize due to its non-convexity and discontinuity. The standard remedy for this is to…

Optimization and Control · Mathematics 2021-08-17 Marcus Carlsson , Daniele Gerosa , Carl Olsson

The convergence rates results in $\ell^1$-regularization when the sparsity assumption is narrowly missed, presented by Burger et al. (2013 Inverse Problems 29 025013), are based on a crucial condition which requires that all basis elements…

Numerical Analysis · Mathematics 2015-08-05 Stephan W. Anzengruber , Bernd Hofmann , Ronny Ramlau

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

In this thesis we study adaptive nonparametric regression with noise misspecification and the complexity of approximation of random fields in dependence of the dimension. First, we consider the problem of pointwise estimation in…

Statistics Theory · Mathematics 2012-08-15 Nora Serdyukova

This work addresses the finite-horizon robust covariance control problem for discrete-time, partially observable, linear system affected by random zero mean noise and deterministic but unknown disturbances restricted to lie in what is…

Optimization and Control · Mathematics 2020-07-02 Georgios Kotsalis , Guanghui Lan , Arkadi Nemirovski

In this paper, we develop convergence analysis of a modified line search method for objective functions whose value is computed with noise and whose gradient estimates are inexact and possibly random. The noise is assumed to be bounded in…

Optimization and Control · Mathematics 2021-03-05 Albert S. Berahas , Liyuan Cao , Katya Scheinberg

Variational sparsity regularization based on $\ell^1$-norms and other nonlinear functionals has gained enormous attention recently, both with respect to its applications and its mathematical analysis. A focus in regularization theory has…

Numerical Analysis · Mathematics 2015-06-11 Martin Burger , Jens Flemming , Bernd Hofmann

We propose a sequential quadratic programming (SQP) algorithm for inequality constrained optimization that is robust to the presence of bounded noise in function and derivative evaluations. We cover the case where constraint evaluations…

Optimization and Control · Mathematics 2026-04-17 Figen Oztoprak , Richard Byrd

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

The estimation of parameters in a linear model is considered under the hypothesis that the noise, with finite second order statistics, can be represented in a given deterministic basis by random coefficients. An extended underdetermined…

Statistics Theory · Mathematics 2014-05-06 Piero Barone , Isabella Lari

We develop a computational procedure to estimate the covariance hyperparameters for semiparametric Gaussian process regression models with additive noise. Namely, the presented method can be used to efficiently estimate the variance of the…

Machine Learning · Computer Science 2022-06-22 Siavash Ameli , Shawn C. Shadden

In this work we study high probability bounds for stochastic subgradient methods under heavy tailed noise. In this setting the noise is only assumed to have finite variance as opposed to a sub-Gaussian distribution for which it is known…

Optimization and Control · Mathematics 2024-04-16 Daniela A. Parletta , Andrea Paudice , Massimiliano Pontil , Saverio Salzo

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

The sparse signal processing literature often uses random sensing matrices to obtain performance guarantees. Unfortunately, in the real world, sensing matrices do not always come from random processes. It is therefore desirable to evaluate…

Functional Analysis · Mathematics 2018-03-06 Dustin G. Mixon , Waheed U. Bajwa , Robert Calderbank

We study iterative regularization for linear models, when the bias is convex but not necessarily strongly convex. We characterize the stability properties of a primal-dual gradient based approach, analyzing its convergence in the presence…

Machine Learning · Statistics 2020-10-30 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa