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Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

The purpose of this paper is to propose a non-iterative method for the inverse conductivity problem of recovering multiple small anomalies from the boundary measurements. When small anomalies are buried in a conducting object, the electric…

Analysis of PDEs · Mathematics 2015-06-11 Ok Kyun Lee , Hyeonbae Kang , Jong Chul Ye , Mikyoung Lim

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

We consider sparse matrix estimation where the goal is to estimate an $n\times n$ matrix from noisy observations of a small subset of its entries. We analyze the estimation error of the popularly utilized collaborative filtering algorithm…

Statistics Theory · Mathematics 2025-07-29 Christian Borgs , Jennifer Chayes , Devavrat Shah , Christina Lee Yu

Pan-sharpening algorithms utilize a panchromatic image and a multispectral image to generate a high spatial and high spectral image. However, the optimizations of the algorithms are designed with different standards. We employ a simple…

Machine Learning · Computer Science 2025-07-17 Shiqi Liu , Yihua Tan , Yutong Bai , Alan Yuille

Block-sparse regularization is already well-known in active thermal imaging and is used for multiple measurement based inverse problems. The main bottleneck of this method is the choice of regularization parameters which differs for each…

Computer Vision and Pattern Recognition · Computer Science 2024-10-30 Samim Ahmadi , Jan Christian Hauffen , Linh Kästner , Peter Jung , Giuseppe Caire , Mathias Ziegler

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

When uncertainty meets costly information gathering, a fundamental question emerges: which data points should we probe to unlock near-optimal solutions? Sparsification of stochastic packing problems addresses this trade-off. The existing…

Data Structures and Algorithms · Computer Science 2025-12-02 Shaddin Dughmi , Yusuf Hakan Kalayci , Xinyu Liu

In this paper, we demonstrate that in many NP-complete variants of the stable matching problem, such as the Stable Hypergraph Matching problem, the Stable Multicommodity Flow problem, and the College Admission problem with common quotas, a…

Computer Science and Game Theory · Computer Science 2025-02-11 Gergely Csáji

Inverse problems involving systems of partial differential equations (PDEs) with many measurements or experiments can be very expensive to solve numerically. In a recent paper we examined dimensionality reduction methods, both stochastic…

Numerical Analysis · Computer Science 2014-12-02 Farbod Roosta-Khorasani , Kees van den Doel , Uri Ascher

We propose a general framework for solving quantum state estimation problems using the minimum relative entropy criterion. A convex optimization approach allows us to decide the feasibility of the problem given the data and, whenever…

Quantum Physics · Physics 2013-01-29 Mattia Zorzi , Francesco Ticozzi , Augusto Ferrante

We analyse the performance of a recursive Monte Carlo method for the Bayesian estimation of the static parameters of a discrete--time state--space Markov model. The algorithm employs two layers of particle filters to approximate the…

Computation · Statistics 2016-03-31 Dan Crisan , Joaquin Miguez

We introduce in this document a direct method allowing to solve numerically inverse type problems for linear hyperbolic equations. We first consider the reconstruction of the full solution of the wave equation posed in $\Omega\times (0,T)$…

Optimization and Control · Mathematics 2015-06-11 Nicolae Cindea , Arnaud Munch

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

Sparse model selection is ubiquitous from linear regression to graphical models where regularization paths, as a family of estimators upon the regularization parameter varying, are computed when the regularization parameter is unknown or…

Machine Learning · Statistics 2018-10-10 Chendi Huang , Yuan Yao

This paper is about minimum cost constrained selection of inputs and outputs for generic arbitrary pole placement. The input-output set is constrained in the sense that the set of states that each input can influence and the set of states…

Optimization and Control · Mathematics 2018-01-11 Shana Moothedath , Prasanna Chaporkar , Madhu N. Belur

The linear inverse source and scattering problems are studied from the perspective of compressed sensing, in particular the idea that sufficient incoherence and sparsity guarantee uniqueness of the solution. By introducing the sensor as…

Data Analysis, Statistics and Probability · Physics 2009-05-19 Albert Fannjiang , Pengchong Yan , Thomas Strohmer

We propose an algebraic combinatorial method for solving large sparse linear systems of equations locally - that is, a method which can compute single evaluations of the signal without computing the whole signal. The method scales only in…

Statistics Theory · Mathematics 2014-03-05 Franz J Király , Louis Theran

Generative models based on flow matching have attracted significant attention for their simplicity and superior performance in high-resolution image synthesis. By leveraging the instantaneous change-of-variables formula, one can directly…

Computer Vision and Pattern Recognition · Computer Science 2025-01-06 Yasi Zhang , Peiyu Yu , Yaxuan Zhu , Yingshan Chang , Feng Gao , Ying Nian Wu , Oscar Leong

In multi-criteria optimization problems, several objective functions have to be optimized. Since the different objective functions are usually in conflict with each other, one cannot consider only one particular solution as the optimal…

Data Structures and Algorithms · Computer Science 2009-09-29 Bodo Manthey , L. Shankar Ram
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