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In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

In computational physics, machine learning has now emerged as a powerful complementary tool to explore efficiently candidate designs in engineering studies. Outputs in such supervised problems are signals defined on meshes, and a natural…

Machine Learning · Statistics 2025-03-11 Raphaël Carpintero Perez , Sébastien da Veiga , Josselin Garnier , Brian Staber

This paper introduces a novel approach to learning sparsity-promoting regularizers for solving linear inverse problems. We develop a bilevel optimization framework to select an optimal synthesis operator, denoted as $B$, which regularizes…

Machine Learning · Statistics 2026-03-03 Giovanni S. Alberti , Ernesto De Vito , Tapio Helin , Matti Lassas , Luca Ratti , Matteo Santacesaria

We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…

Machine Learning · Statistics 2016-04-15 Gilles Blanchard , Nicole Mücke

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

In this work we introduce a novel stochastic algorithm dubbed SNIPS, which draws samples from the posterior distribution of any linear inverse problem, where the observation is assumed to be contaminated by additive white Gaussian noise.…

Image and Video Processing · Electrical Eng. & Systems 2021-11-11 Bahjat Kawar , Gregory Vaksman , Michael Elad

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

Imaging is a standard example of an inverse problem, where the task of reconstructing a ground truth from a noisy measurement is ill-posed. Recent state-of-the-art approaches for imaging use deep learning, spearheaded by unrolled and…

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

We study a class of statistical inverse problems with non-linear pointwise operators motivated by concrete statistical applications. A two-step procedure is proposed, where the first step smoothes the data and inverts the non-linearity.…

Statistics Theory · Mathematics 2016-11-08 Kolyan Ray , Johannes Schmidt-Hieber

Machine learning in the context of noise is a challenging but practical setting to plenty of real-world applications. Most of the previous approaches in this area focus on the pairwise relation (casual or correlational relationship) with…

Machine Learning · Computer Science 2021-03-18 Qizhou Wang , Jiangchao Yao , Chen Gong , Tongliang Liu , Mingming Gong , Hongxia Yang , Bo Han

We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to solve a maximum likelihood problem with an added l_1-norm…

Artificial Intelligence · Computer Science 2007-07-06 Onureena Banerjee , Laurent El Ghaoui , Alexandre d'Aspremont

We present a class of systems for which the signal-to-noise ratio always increases when increasing the noise and diverges at infinite noise level. This new phenomenon is a direct consequence of the existence of a scaling law for the…

Condensed Matter · Physics 2016-08-15 J. M. G. Vilar , J. M. Rubí

Multiplicative noise (also known as speckle noise) models are central to the study of coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. These models introduce two additional layers of…

Optimization and Control · Mathematics 2015-05-14 José M. Bioucas-Dias , Mário A. T. Figueiredo

By the recent advances in computer technology leading to the invention of more powerful processors, the importance of creating models using data training is even greater than ever. Given the significance of this issue, this work tries to…

Optimization and Control · Mathematics 2023-12-27 Saman Khoramian

In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…

Numerical Analysis · Mathematics 2025-06-05 Dakang Cen , Wenlong Zhang , Junbin Zhong

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

The Bayesian methods for linear inverse problems is studied using hierarchical Gaussian models. The problems are considered with different discretizations, and we analyze the phenomena which appear when the discretization becomes finer. A…

Statistics Theory · Mathematics 2009-09-14 Tapio Helin , Matti Lassas

The problem of determining the mathematical model of the dynamics of multi-dimensional control systems in the presence of noise under the condition that the correlation functions cannot be found. Known statistical dynamics of linear systems…

General Mathematics · Mathematics 2013-01-29 V. N. Tibabishev