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This study investigates the iterative refinement method applied to the solution of linear discrete inverse problems by considering its application to the Tikhonov problem in mixed precision. Previous works on mixed precision iterative…

Numerical Analysis · Mathematics 2025-10-22 James G. Nagy , Lucas Onisk

We consider inference problems for a class of continuous state collective hidden Markov models, where the data is recorded in aggregate (collective) form generated by a large population of individuals following the same dynamics. We propose…

Machine Learning · Statistics 2021-07-27 Rahul Singh , Yongxin Chen

The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take…

Computer Vision and Pattern Recognition · Computer Science 2019-03-15 Florian Bernard , Johan Thunberg , Paul Swoboda , Christian Theobalt

Modelling robot dynamics accurately is essential for control, motion optimisation and safe human-robot collaboration. Given the complexity of modern robotic systems, dynamics modelling remains non-trivial, mostly in the presence of…

Robotics · Computer Science 2022-05-11 David Jorge , Gabriella Pizzuto , Michael Mistry

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

A number of problems in probability and statistics can be addressed using the multivariate normal (Gaussian) distribution. In the one-dimensional case, computing the probability for a given mean and variance simply requires the evaluation…

Numerical Analysis · Mathematics 2015-04-07 Sivaram Ambikasaran , Daniel Foreman-Mackey , Leslie Greengard , David W. Hogg , Michael O'Neil

Gaussian processes (GPs) provide flexible distributions over functions, with inductive biases controlled by a kernel. However, in many applications Gaussian processes can struggle with even moderate input dimensionality. Learning a low…

Machine Learning · Computer Science 2020-01-01 Ian A. Delbridge , David S. Bindel , Andrew Gordon Wilson

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

Machine learning offers an exciting opportunity to improve the calibration of nearly all reconstructed objects in high-energy physics detectors. However, machine learning approaches often depend on the spectra of examples used during…

High Energy Physics - Phenomenology · Physics 2022-09-02 Rikab Gambhir , Benjamin Nachman , Jesse Thaler

We consider solving ill-posed imaging inverse problems without access to an image prior or ground-truth examples. An overarching challenge in these inverse problems is that an infinite number of images, including many that are implausible,…

Image and Video Processing · Electrical Eng. & Systems 2023-11-02 Oscar Leong , Angela F. Gao , He Sun , Katherine L. Bouman

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

While frame-independent predictions with deep neural networks have become the prominent solutions to many computer vision tasks, the potential benefits of utilizing correlations between frames have received less attention. Even though…

Machine Learning · Statistics 2021-03-05 Yuxin Hou , Ari Heljakka , Arno Solin

We study system design problems stated as parameterized stochastic programs with a chance-constraint set. We adopt a Bayesian approach that requires the computation of a posterior predictive integral which is usually intractable. In…

Machine Learning · Statistics 2020-01-07 Prateek Jaiswal , Harsha Honnappa , Vinayak A. Rao

The article develops a hybrid Variational Bayes algorithm that combines the mean-field and fixed-form Variational Bayes methods. The new estimation algorithm can be used to approximate any posterior without relying on conjugate priors. We…

Methodology · Statistics 2013-08-09 David J Nott , Minh-Ngoc Tran , Anthony Y. C. Kuk , Robert Kohn

Gaussian Processes (GPs) are a popular approach to predict the output of a parameterized experiment. They have many applications in the field of Computer Experiments, in particular to perform sensitivity analysis, adaptive design of…

Optimization and Control · Mathematics 2017-05-08 Hossein Mohammadi , Rodolphe Le Riche , Nicolas Durrande , Eric Touboul , Xavier Bay

This paper proposes a hybrid Gaussian process (GP) approach to robust economic model predictive control under unknown future disturbances in order to reduce the conservatism of the controller. The proposed hybrid GP is a combination of two…

Systems and Control · Electrical Eng. & Systems 2020-01-08 Mohammadreza Rostam , Ryozo Nagamune , Vladimir Grebenyuk

This paper addresses the issue of inversion in cases where (1) the observation system is modeled by a linear transformation and additive noise, (2) the problem is ill-posed and regularization is introduced in a Bayesian framework by an a…

Machine Learning · Statistics 2026-02-12 Jean-François Giovannelli

In this paper we investigate the Bayesian approach to inverse Robin problems. These are problems for certain elliptic boundary value problems of determining a Robin coefficient on a hidden part of the boundary from Cauchy data on the…

Statistics Theory · Mathematics 2023-11-30 Aksel Kaastrup Rasmussen , Fanny Seizilles , Mark Girolami , Ieva Kazlauskaite

Uniformly regular equilibrium problems are natural generalizations of abstract equilibrium prob lems and they are defined over the uniformly prox-regular nonconvex sets. Some new efficient implicit methods for solving uniformly regular…

Optimization and Control · Mathematics 2025-02-11 Oday Hazaimah

Gaussian process is a theoretically appealing model for nonparametric analysis, but its computational cumbersomeness hinders its use in large scale and the existing reduced-rank solutions are usually heuristic. In this work, we propose a…

Machine Learning · Statistics 2015-11-25 Leo L. Duan , Xia Wang , Rhonda D. Szczesniak
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