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We present a general framework for uncertainty quantification that is a mosaic of interconnected models. We define global first and second order structural and correlative sensitivity analyses for random counting measures acting on risk…

Probability · Mathematics 2021-01-05 Caleb Deen Bastian , Herschel Rabitz

Causal representation learning aims at identifying high-level causal variables from perceptual data. Most methods assume that all latent causal variables are captured in the high-dimensional observations. We instead consider a partially…

Finding the sparse representation of a signal in an overcomplete dictionary has attracted a lot of attention over the past years. This paper studies ProSparse, a new polynomial complexity algorithm that solves the sparse representation…

Information Theory · Computer Science 2017-07-11 Yue M. Lu , Jon Oñativia , Pier Luigi Dragotti

The past several years have witnessed a surge of research investigating various aspects of sparse representations and compressed sensing. Most of this work has focused on the finite-dimensional setting in which the goal is to decompose a…

Information Theory · Computer Science 2016-11-17 Yonina C. Eldar

Uncertainty quantification of complex technical systems is often based on a computer model of the system. As all models such a computer model is always wrong in the sense that it does not describe the reality perfectly. The purpose of this…

Systems and Control · Electrical Eng. & Systems 2020-12-18 Sebastian Kersting , Michael Kohler

Mixed dictionaries generated by cosine and B-spline functions are considered. It is shown that, by highly nonlinear approaches such as Orthogonal Matching Pursuit, the discrete version of the proposed dictionaries yields a significant gain…

Numerical Analysis · Mathematics 2009-09-08 James Bowley , Laura Rebollo-Neira

We continue our study [Domain Uncertainty Quantification in Computational Electromagnetics, JUQ (2020), 8:301--341] of the numerical approximation of time-harmonic electromagnetic fields for the Maxwell lossy cavity problem for uncertain…

Numerical Analysis · Mathematics 2022-12-15 Rubén Aylwin , Carlos Jerez-Hanckes , Christoph Schwab , Jakob Zech

We present an uncertainty relation for the representation of signals in two different general (possibly redundant or incomplete) signal sets. This uncertainty relation is relevant for the analysis of signals containing two distinct features…

Information Theory · Computer Science 2016-11-17 Patrick Kuppinger , Giuseppe Durisi , Helmut Bölcskei

Model uncertainties and simulation uncertainties occur in mathematical modeling of multiscale complex systems, since some mechanisms or scales are not represented (i.e., "unresolved") due to lack in our understanding of these mechanisms or…

Dynamical Systems · Mathematics 2008-11-25 Jinqiao Duan

Sparsity plays a central role in recent developments in signal processing, linear algebra, statistics, optimization, and other fields. In these developments, sparsity is promoted through the addition of an $L^1$ norm (or related quantity)…

Analysis of PDEs · Mathematics 2014-08-04 Russel E. Caflisch , Stanley J. Osher , Hayden Schaeffer , Giang Tran

Sparse principal component analysis (sparse PCA) is a widely used technique for dimensionality reduction in multivariate analysis, addressing two key limitations of standard PCA. First, sparse PCA can be implemented in high-dimensional low…

Methodology · Statistics 2025-10-07 Jan O. Bauer

A general many quantiles + noise model is studied in the robust formulation (allowing non-normal, non-independent observations), where the identifiability requirement for the noise is formulated in terms of quantiles rather than the…

Statistics Theory · Mathematics 2022-11-21 Eduard Belitser , Paulo Serra , Alexandra Vegelien

We present a novel sparse modeling approach to non-rigid shape matching using only the ability to detect repeatable regions. As the input to our algorithm, we are given only two sets of regions in two shapes; no descriptors are provided so…

Graphics · Computer Science 2012-10-01 J. Pokrass , A. M. Bronstein , M. M. Bronstein , P. Sprechmann , G. Sapiro

Uncertainty quantification is crucial for the deployment of image restoration models in safety-critical domains, like autonomous driving and biological imaging. To date, methods for uncertainty visualization have mainly focused on per-pixel…

Computer Vision and Pattern Recognition · Computer Science 2023-11-07 Elias Nehme , Omer Yair , Tomer Michaeli

Motivated by cutting-edge applications like cryo-electron microscopy (cryo-EM), the Multi-Reference Alignment (MRA) model entails the learning of an unknown signal from repeated measurements of its images under the latent action of a group…

Statistics Theory · Mathematics 2022-03-11 Subhro Ghosh , Philippe Rigollet

We develop a novel application of hybrid information divergences to analyze uncertainty in steady-state subsurface flow problems. These hybrid information divergences are non-intrusive, goal-oriented uncertainty quantification tools that…

Probability · Mathematics 2019-07-05 Eric Joseph Hall , Markos A. Katsoulakis

Many high-dimensional data sets suffer from hidden confounding which affects both the predictors and the response of interest. In such situations, standard regression methods or algorithms lead to biased estimates. This paper substantially…

Methodology · Statistics 2024-12-17 Cyrill Scheidegger , Zijian Guo , Peter Bühlmann

In this study, the problem of computing a sparse representation of multi-dimensional visual data is considered. In general, such data e.g., hyperspectral images, color images or video data consists of signals that exhibit strong local…

Computer Vision and Pattern Recognition · Computer Science 2023-03-16 Alexandros Gkillas , Dimitris Ampeliotis , Kostas Berberidis

Renormalized homotopy continuation on toric varieties is introduced as a tool for solving sparse systems of polynomial equations, or sparse systems of exponential sums. The cost of continuation depends on a renormalized condition length,…

Numerical Analysis · Mathematics 2025-06-23 Gregorio Malajovich

Uncertainty representation and quantification are paramount in machine learning and constitute an important prerequisite for safety-critical applications. In this paper, we propose novel measures for the quantification of aleatoric and…

Machine Learning · Computer Science 2024-04-22 Paul Hofman , Yusuf Sale , Eyke Hüllermeier