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These lecture notes summarize various summer schools that I have given on the topic of solving inverse problems (state and parameter estimation) by combining optimally measurement observations and parametrized PDE models. After defining a…

Numerical Analysis · Mathematics 2022-03-16 Olga Mula

Quantifying and reducing uncertainty in Earth system model parameterizations is essential to improving their reliability in decision-making. Forward uncertainty propagation is used to derive parameter sensitivity but requires physically…

Atmospheric and Oceanic Physics · Physics 2026-04-22 Ethan YoungIn Shin , Baris Kale , Michael F. Howland

Uncertainty quantification of groundwater (GW) aquifer parameters is critical for efficient management and sustainable extraction of GW resources. These uncertainties are introduced by the data, model, and prior information on the…

Geophysics · Physics 2021-12-08 Amal Alghamdi , Marc Hesse , Jingyi Chen , Umberto Villa , Omar Ghattas

Hyperspectral image (HSI) analysis plays a critical role in remote sensing, agriculture, and environmental monitoring. However, traditional methods often struggle to handle the high dimensionality, spectral redundancy, and noise inherent in…

Image and Video Processing · Electrical Eng. & Systems 2026-05-26 Xing Hu , Xiangcheng Liu , Qianqian Duan , Lian Zhang , Huiliang Shang , Linghua Jiang , Haima Yang , Dawei Zhang

Inverse problems arise in a multitude of applications, where the goal is to recover a clean signal from noisy and possibly (non)linear observations. The difficulty of a reconstruction problem depends on multiple factors, such as the ground…

Image and Video Processing · Electrical Eng. & Systems 2024-08-21 Zalan Fabian , Berk Tinaz , Mahdi Soltanolkotabi

A standard inverse problem is to determine a source which is supported in an unknown domain $D$ from external boundary measurements. Here we consider the case of a time-dependent situation where the source is equal to unity in an unknown…

Numerical Analysis · Mathematics 2019-04-08 William Rundell , Zhidong Zhang

In this paper, we present a practical algorithm based on sparsity regularization to effectively solve nonlinear dynamic inverse problems that are encountered in subsurface model calibration. We use an iteratively reweighted algorithm that…

Numerical Analysis · Computer Science 2009-11-13 Lianlin Li , B. Jafarpour

The impedance/admittance measurements of a piezoelectric transducer bonded to or embedded in a host structure can be used as damage indicator. When a credible model of the healthy structure, such as the finite element model, is available,…

Data Analysis, Statistics and Probability · Physics 2018-10-30 Pei Cao , Qi Shuai , Jiong Tang

The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., phase-locked wave systems, standard multimode and random lasers. Using a general model for four-body interacting complex-valued variables we…

Disordered Systems and Neural Networks · Physics 2017-08-01 Alessia Marruzzo , Payal Tyagi , Fabrizio Antenucci , Andrea Pagnani , Luca Leuzzi

For data segmentation in high-dimensional linear regression settings, the regression parameters are often assumed to be sparse segment-wise, which enables many existing methods to estimate the parameters locally via $\ell_1$-regularised…

Methodology · Statistics 2026-05-08 Haeran Cho , Tobias Kley , Housen Li

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

In this article the package High-dimensional Metrics (\texttt{hdm}) is introduced. It is a collection of statistical methods for estimation and quantification of uncertainty in high-dimensional approximately sparse models. It focuses on…

Methodology · Statistics 2017-09-28 Victor Chernozhukov , Chris Hansen , Martin Spindler

This paper introduces a statistical treatment of inverse problems constrained by models with stochastic terms. The solution of the forward problem is given by a distribution represented numerically by an ensemble of simulations. The goal is…

Optimization and Control · Mathematics 2019-04-17 Emil M. Constantinescu , Noemi Petra , Julie Bessac , Cosmin G. Petra

We address the question of sensitivity analysis for model outputs of any dimension using Regional Sensitivity Analysis (RSA). Classical RSA computes sensitivity indices related to the impact of model inputs variations on the occurrence of a…

Statistics Theory · Mathematics 2022-11-04 Sébastien Roux , Patrice Loisel , Samuel Buis

Hypercomplex signal processing (HSP) provides state-of-the-art tools to handle multidimensional signals by harnessing intrinsic correlation of the signal dimensions through Clifford algebra. Recently, the hypercomplex representation of the…

Signal Processing · Electrical Eng. & Systems 2024-04-24 Roman Jacome , Kumar Vijay Mishra , Brian M. Sadler , Henry Arguello

Hypercomplex signal processing (HSP) offers powerful tools for analyzing and processing multidimensional signals by explicitly exploiting inter-dimensional correlations through Clifford algebra. In recent years, hypercomplex formulations of…

Signal Processing · Electrical Eng. & Systems 2026-03-02 Kumar Vijay Mishra , Henry Arguello , Brian M. Sadler

Mixture models are widely used to fit complex and multimodal datasets. In this paper we study mixtures with high dimensional sparse latent parameter vectors and consider the problem of support recovery of those vectors. While parameter…

Machine Learning · Computer Science 2022-09-13 Arya Mazumdar , Soumyabrata Pal

Sparse signal recovery problems from noisy linear measurements appear in many areas of wireless communications. In recent years, deep learning (DL) based approaches have attracted interests of researchers to solve the sparse linear inverse…

Signal Processing · Electrical Eng. & Systems 2021-01-28 Wei Chen , Bowen Zhang , Shi Jin , Bo Ai , Zhangdui Zhong

Nonlinear parametric inverse problems appear in many applications and are typically very expensive to solve, especially if they involve many measurements. These problems pose huge computational challenges as evaluating the objective…

Numerical Analysis · Mathematics 2020-03-25 Drayton Munster , Eric de Sturler

We provide a new perspective on the study of parameterized optimization problems. Our approach combines methods for post-optimal sensitivity analysis and ordinary differential equations to quantify the uncertainty in the minimizer due to…

Optimization and Control · Mathematics 2022-09-26 Alen Alexanderian , Joseph Hart , Mason Stevens
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