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The randomized version of the Kaczmarz method for the solution of linear systems is known to converge linearly in expectation. In this work we extend this result and show that the recently proposed Randomized Sparse Kaczmarz method for…

Optimization and Control · Mathematics 2016-10-11 Frank Schöpfer , Dirk A. Lorenz

This paper deals with the observer design problem for time-varying linear infinite-dimensional systems. We address both the problem of online estimation of the state of the system from the output via an asymptotic observer, and the problem…

Optimization and Control · Mathematics 2020-11-20 Lucas Brivadis , Vincent Andrieu , Ulysse Serres , Jean-Paul Gauthier

In the paper, several concrete examples, as well as their numerical simulations, are given to show that parameter identification based on the so-called adaptive synchronization techniques might be failed if those functions with parameters…

Adaptation and Self-Organizing Systems · Physics 2009-11-13 Wei Lin , Huan-fei Ma

We consider the joint problem of system identification and inverse optimal control for discrete-time stochastic Linear Quadratic Regulators. We analyze finite and infinite time horizons in a partially observed setting, where the state is…

Optimization and Control · Mathematics 2025-02-24 Victor Geadah , Juncal Arbelaiz , Harrison Ritz , Nathaniel D. Daw , Jonathan D. Cohen , Jonathan W. Pillow

Recent advances in digitization have led to the availability of multivariate time series data in various domains, enabling real-time monitoring of operations. Identifying abnormal data patterns and detecting potential failures in these…

Machine Learning · Computer Science 2023-10-10 Fan Wang , Keli Wang , Boyu Yao

We derive and analyse a new variant of the iteratively regularized Landweber iteration, for solving linear and nonlinear ill-posed inverse problems. The method takes into account training data, which are used to estimate the interior of a…

Numerical Analysis · Mathematics 2020-03-19 Andrea Aspri , Sebastian Banert , Ozan Öktem , Otmar Scherzer

We show that an idea, originating initially with a fundamental recursive iteration scheme (usually referred as "the" Kaczmarz algorithm), admits important applications in such infinite-dimensional, and non-commutative, settings as are…

Functional Analysis · Mathematics 2019-04-10 Palle Jorgensen , Myung-Sin Song , Feng Tian

We consider a family of variational regularization functionals for a generic inverse problem, where the data fidelity and regularization term are given by powers of a Hilbert norm and an absolutely one-homogeneous functional, respectively,…

Optimization and Control · Mathematics 2019-10-30 Leon Bungert , Martin Burger

In this paper we provide a new linear sampling method based on the same data but a different definition of the data operator for two inverse problems: the multi-frequency inverse source problem for a fixed observation direction and the Born…

Numerical Analysis · Mathematics 2024-01-22 Lorenzo Audibert , Shixu Meng

A simultaneous input and state interval observer is presented for Lipschitz continuous nonlinear systems with unknown inputs and bounded noise signals for the case when the direct feedthrough matrix has full column rank. The observer…

Systems and Control · Electrical Eng. & Systems 2020-02-13 Mohammad Khajenejad , Sze Zheng Yong

In this paper we propose an extension of the iteratively regularized Gauss--Newton method to the Banach space setting by defining the iterates via convex optimization problems. We consider some a posteriori stopping rules to terminate the…

Numerical Analysis · Mathematics 2013-06-11 Qinian Jin , Min Zhong

The choice of the location of controllers and observations is of great importance for designing control systems and improving the estimations in various practical problems. For time-varying systems in Hilbert spaces, the existence and…

Optimization and Control · Mathematics 2015-04-01 Xueran Wu , Birgit Jacob , Hendrik Elbern

This article describes an approach for parametrizing input and state trajectories in model predictive control. The parametrization is designed to be invariant to time shifts, which enables warm-starting the successive optimization problems…

Systems and Control · Computer Science 2019-03-20 Michael Muehlebach , Raffaello D'Andrea

Linearizability has become the de facto correctness specification for implementations of concurrent data structures. While formally verifying such implementations remains challenging, linearizability monitoring has emerged as a promising…

Programming Languages · Computer Science 2025-09-16 Lee Zheng Han , Umang Mathur

In this paper, the local convergence of Iteratively regularized Landweber iteration method is investigated for solving non-linear inverse problems in Banach spaces. Our analysis mainly relies on the assumption that the inverse mapping…

Numerical Analysis · Mathematics 2020-11-17 Gaurav Mittal , Ankik Kumar Giri

LSTD is a popular algorithm for value function approximation. Whenever the number of features is larger than the number of samples, it must be paired with some form of regularization. In particular, L1-regularization methods tend to perform…

Machine Learning · Computer Science 2012-07-03 Matthieu Geist , Bruno Scherrer , Alessandro Lazaric , Mohammad Ghavamzadeh

The randomized Kaczmarz (RK) method is an iterative method for approximating the least-squares solution of large linear systems of equations. The standard RK method uses sequential updates, making parallel computation difficult. Here, we…

Numerical Analysis · Mathematics 2020-02-12 Jacob D. Moorman , Thomas K. Tu , Denali Molitor , Deanna Needell

We propose a new method for preconditioning Kaczmarz method by sketching. Kaczmarz method is a stochastic method for solving overdetermined linear systems based on a sampling of matrix rows. The standard approach to speed up convergence of…

Numerical Analysis · Computer Science 2019-03-06 Alexandr Katrutsa , Ivan Oseledets

Transformers have achieved state-of-the-art results across a range of domains, but their quadratic attention mechanism poses significant challenges for long-sequence modelling. Recent efforts to design linear-time attention mechanisms have…

Computation and Language · Computer Science 2025-12-03 Rares Dolga , Lucas Maystre , Marius Cobzarenco , David Barber

Detecting regime shifts in chaotic time series is hard because observation-space signals are entangled with intrinsic variability. We propose Parameter--Space Changepoint Detection (Param--CPD), a two--stage framework that first amortizes…

Machine Learning · Computer Science 2025-12-09 Xiangbo Deng , Cheng Chen , Peng Yang