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Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung

We consider efficient methods for computing solutions to dynamic inverse problems, where both the quantities of interest and the forward operator (measurement process) may change at different time instances but we want to solve for all the…

Numerical Analysis · Mathematics 2021-07-14 Mirjeta Pasha , Arvind K. Saibaba , Silvia Gazzola , Malena I. Espanol , Eric de Sturler

By now Bayesian methods are routinely used in practice for solving inverse problems. In inverse problems the parameter or signal of interest is observed only indirectly, as an image of a given map, and the observations are typically further…

Statistics Theory · Mathematics 2023-11-02 Thibault Randrianarisoa , Botond Szabo

Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…

Numerical Analysis · Mathematics 2024-12-19 Matthias J. Ehrhardt , Zeljko Kereta , Jingwei Liang , Junqi Tang

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

Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewed as a derivative-free optimization method. In its most…

Numerical Analysis · Mathematics 2024-12-20 Neil K. Chada , Andrew M. Stuart , Xin T. Tong

In many contexts the modal properties of a structure change, either due to the impact of a changing environment, fatigue, or due to the presence of structural damage. For example during flight, an aircraft's modal properties are known to…

Machine Learning · Computer Science 2018-12-12 Prasad Cheema , Mehrisadat M. Alamdari , Gareth A. Vio

In this paper, we propose a new Fully Composite Formulation of convex optimization problems. It includes, as a particular case, the problems with functional constraints, max-type minimization problems, and problems of Composite…

Optimization and Control · Mathematics 2021-03-24 Nikita Doikov , Yurii Nesterov

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

Many inverse and parameter estimation problems can be written as PDE-constrained optimization problems. The goal, then, is to infer the parameters, typically coefficients of the PDE, from partial measurements of the solutions of the PDE for…

Optimization and Control · Mathematics 2016-01-20 Tristan van Leeuwen , Felix J. Herrmann

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

Variational regularisation is the primary method for solving inverse problems, and recently there has been considerable work leveraging deeply learned regularisation for enhanced performance. However, few results exist addressing the…

Optimization and Control · Mathematics 2024-06-18 Zakhar Shumaylov , Jeremy Budd , Subhadip Mukherjee , Carola-Bibiane Schönlieb

Maximizing the precision in estimating parameters in a quantum system subject to instrumentation constraints is cast as a convex optimization problem. We account for prior knowledge about the parameter range by developing a worst-case and…

Quantum Physics · Physics 2008-04-01 Robert L. Kosut

We propose an unsupervised approach for learning end-to-end reconstruction operators for ill-posed inverse problems. The proposed method combines the classical variational framework with iterative unrolling, which essentially seeks to…

Computer Vision and Pattern Recognition · Computer Science 2021-06-08 Subhadip Mukherjee , Marcello Carioni , Ozan Öktem , Carola-Bibiane Schönlieb

We discuss the possibility to learn a data-driven explicit model correction for inverse problems and whether such a model correction can be used within a variational framework to obtain regularised reconstructions. This paper discusses the…

Numerical Analysis · Mathematics 2020-10-22 Sebastian Lunz , Andreas Hauptmann , Tanja Tarvainen , Carola-Bibiane Schönlieb , Simon Arridge

The main goal of this paper is to propose a new quaternion total variation regularization model for solving linear ill-posed quaternion inverse problems, which arise from three-dimensional signal filtering or color image processing. The…

Numerical Analysis · Mathematics 2024-08-07 Xuan Liu , Zhigang Jia , Xiaoqing Jin

We introduce a derivative-free computational framework for approximating solutions to nonlinear PDE-constrained inverse problems. The aim is to merge ideas from iterative regularization with ensemble Kalman methods from Bayesian inference…

Optimization and Control · Mathematics 2016-01-20 Marco A. Iglesias

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

We develop an interpolation-based modeling framework for parameter-dependent partial differential equations arising in control, inverse problems, and uncertainty quantification. The solution is discretized in the physical domain using…

Numerical Analysis · Mathematics 2026-04-20 Erik Burman , Mats G. Larson , Karl Larsson , Jonatan Vallin

We consider the problem of inferring a graphical Potts model on a population of variables, with a non-uniform number of Potts colors (symbols) across variables. This inverse Potts problem generally involves the inference of a large number…