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The problem of estimating a random vector x from noisy linear measurements y = A x + w with unknown parameters on the distributions of x and w, which must also be learned, arises in a wide range of statistical learning and linear inverse…

Information Theory · Computer Science 2017-06-20 Alyson K. Fletcher , Mojtaba Sahraee-Ardakan , Philip Schniter , Sundeep Rangan

For many nonlinear Bayesian state estimation problems, the posterior recursion is not analytically tractable, leading to algorithms that are influenced by numerical approximation errors. These algorithms depend on parameters that affect the…

Systems and Control · Electrical Eng. & Systems 2026-05-14 Ondrej Straka , Felipe Giraldo-Grueso , Renato Zanetti

For many tasks of data analysis, we may only have the information of the explanatory variable and the evaluation of the response values are quite expensive. While it is impractical or too costly to obtain the responses of all units, a…

Computation · Statistics 2023-04-07 Wei Zheng , Ting Tian , Xueqin Wang

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

This paper presents an iterative method suitable for inverting semilinear problems which are important kernels in many numerical applications. The primary idea is to employ a parametrization that is able to reduce semilinear problems into…

Numerical Analysis · Mathematics 2019-08-02 Prosper Torsu

Regularisation is commonly used in iterative methods for solving imaging inverse problems. Many algorithms involve the evaluation of the proximal operator of the regularisation term in every iteration, leading to a significant computational…

Numerical Analysis · Mathematics 2024-11-04 Evangelos Papoutsellis , Zeljko Kereta , Kostas Papafitsoros

We aim at computing the derivative of the solution to a parametric optimization problem with respect to the involved parameters. For a class broader than that of strongly convex functions, this can be achieved by automatic differentiation…

Optimization and Control · Mathematics 2019-10-15 Sheheryar Mehmood , Peter Ochs

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

Sparse neural networks are highly desirable in deep learning in reducing its complexity. The goal of this paper is to study how choices of regularization parameters influence the sparsity level of learned neural networks. We first derive…

Machine Learning · Computer Science 2024-08-07 Lixin Shen , Rui Wang , Yuesheng Xu , Mingsong Yan

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

Optimization and Control · Mathematics 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

We study the choice of the regularisation parameter for linear ill-posed problems in the presence of noise that is possibly unbounded but only finite in a weaker norm, and when the noise-level is unknown. For this task, we analyse several…

Numerical Analysis · Mathematics 2021-04-14 Stefan Kindermann , Kemal Raik

We consider the statistical inverse problem to recover $f$ from noisy measurements $Y = Tf + \sigma \xi$ where $\xi$ is Gaussian white noise and $T$ a compact operator between Hilbert spaces. Considering general reconstruction methods of…

Numerical Analysis · Mathematics 2026-05-10 Housen Li , Frank Werner

The computation of 2-D optical flow by means of regularized pel-recursive algorithms raises a host of issues, which include the treatment of outliers, motion discontinuities and occlusion among other problems. We propose a new approach…

Computer Vision and Pattern Recognition · Computer Science 2016-11-07 Vania V. Estrela , Luis A. Rivera , Paulo C. Beggio , Ricardo T. Lopes

A simulation is useful when the phenomenon of interest is either expensive to regenerate or irreproducible with the same context. Recently, Bayesian inference on the distribution of the simulation input parameter has been implemented…

Machine Learning · Computer Science 2022-11-07 Dongjun Kim , Kyungwoo Song , Seungjae Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

We present an interval-based approach for parameter identification in structural static inverse problems. The proposed inverse formulation exploits the Interval Finite Element Method (IFEM) combined with adjoint-based optimization. The…

Numerical Analysis · Mathematics 2014-09-08 Naijia Xiao , Francesco Fedele , Rafi Muhanna

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

We investigate implicit regularization schemes for gradient descent methods applied to unpenalized least squares regression to solve the problem of reconstructing a sparse signal from an underdetermined system of linear measurements under…

Machine Learning · Statistics 2019-09-12 Tomas Vaškevičius , Varun Kanade , Patrick Rebeschini

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

Inverse Problems in medical imaging and computer vision are traditionally solved using purely model-based methods. Among those variational regularization models are one of the most popular approaches. We propose a new framework for applying…

Computer Vision and Pattern Recognition · Computer Science 2019-01-14 Sebastian Lunz , Ozan Öktem , Carola-Bibiane Schönlieb

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith