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This paper considers the recovery of a rank $r$ positive semidefinite matrix $X X^T\in\mathbb{R}^{n\times n}$ from $m$ scalar measurements of the form $y_i := a_i^T X X^T a_i$ (i.e., quadratic measurements of $X$). Such problems arise in a…

Numerical Analysis · Mathematics 2016-06-02 Chris D. White , Sujay Sanghavi , Rachel Ward

Let $X_0$ be an unknown $M$ by $N$ matrix. In matrix recovery, one takes $n < MN$ linear measurements $y_1,..., y_n$ of $X_0$, where $y_i = \Tr(a_i^T X_0)$ and each $a_i$ is a $M$ by $N$ matrix. For measurement matrices with Gaussian i.i.d…

Information Theory · Computer Science 2015-06-15 David L. Donoho , Matan Gavish , Andrea Montanari

In a noiseless linear estimation problem, one aims to reconstruct a vector x* from the knowledge of its linear projections y=Phi x*. There have been many theoretical works concentrating on the case where the matrix Phi is a random i.i.d.…

Machine Learning · Statistics 2020-01-22 Alia Abbara , Antoine Baker , Florent Krzakala , Lenka Zdeborová

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

In this work, we consider the problem of reconstructing the shape of a three dimensional impenetrable sound-soft axis-symmetric obstacle from measurements of the scattered field at multiple frequencies. This problem has important…

Numerical Analysis · Mathematics 2020-10-28 Carlos Borges , Jun Lai

This work considers a nonlinear inverse source problem in a coupled diffusion equation from the terminal observation. Theoretically, under some conditions on problem data, we build the uniqueness theorem for this inverse problem and show…

Numerical Analysis · Mathematics 2025-04-29 Chunlong Sun , Wenlong Zhang , Zhidong Zhang

We are concerned with the inverse scattering problem of recovering an inhomogeneous medium by the associated acoustic wave measurement. We prove that under certain assumptions, a single far-field pattern determines the values of a…

Analysis of PDEs · Mathematics 2020-05-05 Emilia Blåsten , Hongyu Liu

We present a study of the numerical solution of the two dimensional electrical impedance tomography problem, with noisy measurements of the Dirichlet to Neumann map. The inversion uses parametrizations of the conductivity on optimal grids.…

Mathematical Physics · Physics 2015-06-03 Liliana Borcea , Fernando Guevara Vasquez , Alexander V. Mamonov

We develop a novel iterative direct sampling method (IDSM) for solving linear or nonlinear elliptic inverse problems with partial Cauchy data. It integrates three innovations: a data completion scheme to reconstruct missing boundary…

Numerical Analysis · Mathematics 2025-11-12 Bangti Jin , Fengru Wang , Jun Zou

In this paper, we aim to reconstruct an n-dimensional real vector from m phaseless measurements corrupted by an additive noise. We extend the noiseless framework developed in [15], based on mirror descent (or Bregman gradient descent), to…

Optimization and Control · Mathematics 2024-06-21 Jean-Jacques Godeme , Jalal Fadili , Claude Amra , Myriam Zerrad

In the present paper we consider minimization based formulations of inverse problems $(x,\Phi)\in\mbox{argmin}\{\mathcal{J}(x,\Phi;y)\colon(x,\Phi)\in M_{ad}(y) \}$ for the specific but highly relevant case that the admissible set…

Optimization and Control · Mathematics 2018-07-31 Philipp Hungerländer , Barbara Kaltenbacher , Franz Rendl

The reconstruction of an unknown quantity from noisy measurements is a mathematical problem relevant in most applied sciences, for example, in medical imaging, radar inverse scattering, or astronomy. This underlying mathematical problem is…

Optimization and Control · Mathematics 2025-10-14 Nina M. Gottschling , David Iagaru , Jakob Gawlikowski , Ioannis Sgouralis

This paper aims to address the phase retrieval problem from subgaussian measurements with arbitrary noise, with a focus on devising robust and efficient algorithms for solving non-convex problems. To ensure uniqueness of solutions in the…

Optimization and Control · Mathematics 2024-12-11 Haiyang Peng , Deren Han , Linbin Li , Meng Huang

We consider the inverse problem of retrieving aerosol extinction coefficients from Raman lidar measurements. In this problem the unknown and the data are related through the exponential of a linear operator, the unknown is non-negative and…

Numerical Analysis · Mathematics 2018-08-21 Giulia Denevi , Sara Garbarino , Alberto Sorrentino

Inverse scattering methods capable of compressive imaging are proposed and analyzed. The methods employ randomly and repeatedly (multiple-shot) the single-input-single-output (SISO) measurements in which the probe frequencies, the incident…

Data Analysis, Statistics and Probability · Physics 2015-05-14 Albert C. Fannjiang

Suppose we wish to recover an n-dimensional real-valued vector x_0 (e.g. a digital signal or image) from incomplete and contaminated observations y = A x_0 + e; A is a n by m matrix with far fewer rows than columns (n << m) and e is an…

Numerical Analysis · Mathematics 2007-05-23 Emmanuel Candes , Justin Romberg , Terence Tao

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

Nonnegative matrix factorization (NMF) is a linear dimensionality reduction technique for nonnegative data, with applications such as hyperspectral unmixing and topic modeling. NMF is a difficult problem in general (NP-hard), and its…

Numerical Analysis · Mathematics 2025-11-11 Junjun Pan , Valentin Leplat , Michael Ng , Nicolas Gillis

In this paper, we recover sparse signals from their noisy linear measurements by solving nonlinear differential inclusions, which is based on the notion of inverse scale space (ISS) developed in applied mathematics. Our goal here is to…

Statistics Theory · Mathematics 2016-01-22 Stanley Osher , Feng Ruan , Jiechao Xiong , Yuan Yao , Wotao Yin

A comprehensive convergence and stability analysis of some probabilistic numerical methods designed to solve Cauchy-type inverse problems is performed in this study. Such inverse problems aim at solving an elliptic partial differential…

Numerical Analysis · Mathematics 2025-08-12 Iulian Cîmpean , Andreea Grecu , Liviu Marin