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In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

To model modern large-scale datasets, we need efficient algorithms to infer a set of $P$ unknown model parameters from $N$ noisy measurements. What are fundamental limits on the accuracy of parameter inference, given finite signal-to-noise…

Machine Learning · Statistics 2016-09-07 Madhu Advani , Surya Ganguli

The focus of this book is on the analysis of regularization methods for solving \emph{nonlinear inverse problems}. Specifically, we place a strong emphasis on techniques that incorporate supervised or unsupervised data derived from prior…

Optimization and Control · Mathematics 2025-06-24 Clemens Kirisits , Bochra Mejri , Sergei Pereverzev , Otmar Scherzer , Cong Shi

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

In this paper we consider the estimation of unknown parameters in Bayesian inverse problems. In most cases of practical interest, there are several barriers to performing such estimation, This includes a numerical approximation of a…

Methodology · Statistics 2025-02-07 Neil K. Chada , Ajay Jasra , Mohamed Maama , Raul Tempone

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

When considering fractional diffusion equation as model equation in analyzing anomalous diffusion processes, some important parameters in the model, for example, the orders of the fractional derivative or the source term, are often unknown,…

Analysis of PDEs · Mathematics 2019-04-15 Zhiyuan Li , Masahiro Yamamoto

The structure of the nonlinear inverse problem arising from capillarity-driven imbibition in porous media is investigated, considering a degenerate parabolic PDE with compactly supported diffusivity and boundary-driven fluxes as the…

Dynamical Systems · Mathematics 2026-04-01 Paola Stolfi , Elia Onofri , Gabriella Bretti

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

In many real-world scenarios, such as gas leak detection or environmental pollutant tracking, solving the Inverse Source Localization and Characterization problem involves navigating complex, dynamic fields with sparse and noisy…

Machine Learning · Computer Science 2025-01-23 Yiwei Shi , Mengyue Yang , Qi Zhang , Weinan Zhang , Cunjia Liu , Weiru Liu

The inverse radiative transfer problem finds broad applications in medical imaging, atmospheric science, astronomy, and many other areas. This problem intends to recover the optical properties, denoted as absorption and scattering…

Numerical Analysis · Mathematics 2017-08-08 Qin Li , Ruiwen Shu , Li Wang

Debiasing is a fundamental concept in high-dimensional statistics. While degrees-of-freedom adjustment is the state-of-the-art technique in high-dimensional linear regression, it is limited to i.i.d. samples and sub-Gaussian covariates.…

Statistics Theory · Mathematics 2026-01-01 Yufan Li , Pragya Sur

Parameter inference is a fundamental problem in data-driven modeling. Given observed data that is believed to be a realization of some parameterized model, the aim is to find parameter values that are able to explain the observed data. In…

Data Structures and Algorithms · Computer Science 2016-04-20 Carlo Albert , Simone Ulzega , Ruedi Stoop

Inverse ellipsometry, i.e., reconstructing optical constants and film thickness from the measured phase difference $\Delta$ and amplitude ratio $\Psi$, is a fundamentally ill-posed problem. Traditional solutions rely on slow, expert-driven…

Machine Learning · Computer Science 2026-03-20 Yiming Ma , Jianzhi Teng , Xinjie Li , Xin Sun , Zhiyong Wang , Yuzhou Song , Lionel Z. Wang , Bin Chen

The forward problems of pattern formation have been greatly empowered by extensive theoretical studies and simulations, however, the inverse problem is less well understood. It remains unclear how accurately one can use images of pattern…

Computational Physics · Physics 2021-04-07 Hongbo Zhao , Richard D. Braatz , Martin Z. Bazant

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

Implicit sampling is a weighted sampling method that is used in data assimilation, where one sequentially updates estimates of the state of a stochastic model based on a stream of noisy or incomplete data. Here we describe how to use…

Numerical Analysis · Mathematics 2016-01-20 Matthias Morzfeld , Xuemin Tu , Jon Wilkening , Alexandre J. Chorin

Compressed sensing allows for the recovery of sparse signals from few measurements, whose number is proportional to the sparsity of the unknown signal, up to logarithmic factors. The classical theory typically considers either random linear…

Functional Analysis · Mathematics 2025-04-02 Giovanni S. Alberti , Alessandro Felisi , Matteo Santacesaria , S. Ivan Trapasso

Mathematical modeling and simulation of complex physical systems based on partial differential equations (PDEs) have been widely used in engineering and industrial applications. To enable reliable predictions, it is crucial yet challenging…

Numerical Analysis · Mathematics 2021-07-20 Han Gao , Jian-Xun Wang
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