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Low-rank modeling has a lot of important applications in machine learning, computer vision and social network analysis. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has…

Numerical Analysis · Computer Science 2016-05-02 Quanming Yao , James T. Kwok , Wenliang Zhong

The simulation of electric rotating machines is both computationally expensive and memory intensive. To overcome these costs, model order reduction techniques can be applied. The focus of this contribution is especially on machines that…

Numerical Analysis · Mathematics 2017-05-11 Zeger Bontinck , Oliver Lass , Sebastian Schöps , Oliver Rain

It was recently shown [7, 9] that "properly built" linear and polyhedral estimates nearly attain minimax accuracy bounds in the problem of recovery of unknown signal from noisy observations of linear images of the signal when the signal set…

Optimization and Control · Mathematics 2023-12-25 Yannis Bekri , Anatoli Juditsky , Arkadi Nemirovski

In this work, we investigate an efficient numerical approach for solving higher order statistical methods for blind and semi-blind signal recovery from non-ideal channels. We develop numerical algorithms based on convex optimization…

Information Theory · Computer Science 2016-11-17 Huy-Dung Han , Zhi Ding , Muhammad Zia

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

In this paper, we propose a data-driven model reduction method to solve parabolic inverse source problems efficiently. Our method consists of offline and online stages. In the off-line stage, we explore the low-dimensional structures in the…

Numerical Analysis · Mathematics 2021-10-18 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

Nonlinear parametric inverse problems appear in several prominent applications; one such application is Diffuse Optical Tomography (DOT) in medical image reconstruction. Such inverse problems present huge computational challenges, mostly…

Radio-frequency (RF) tomographic imaging is a promising technique for inferring multi-dimensional physical space by processing RF signals traversed across a region of interest. However, conventional RF tomography schemes are generally based…

Information Theory · Computer Science 2017-12-19 Tao Deng , Xiao-Yang Liu , Feng Qian , Anwar Walid

This paper presents a data-driven inverse optimization (IO) approach to recover the marginal offer prices of generators in a wholesale energy market. By leveraging underlying market-clearing processes, we establish a closed-form…

Optimization and Control · Mathematics 2023-05-17 Zhirui Liang , Yury Dvorkin

Consider a problem where a set of feasible observations are provided by an expert and a cost function is defined that characterizes which of the observations dominate the others and are hence, preferred. Our goal is to find a set of linear…

Optimization and Control · Mathematics 2020-09-14 Kimia Ghobadi , Houra Mahmoudzadeh

We introduce and compare new compression approaches to obtain regularized solutions of large linear systems which are commonly encountered in large scale inverse problems. We first describe how to approximate matrix vector operations with a…

Numerical Analysis · Mathematics 2016-08-12 Sergey Voronin , Dylan Mikesell , Guust Nolet

Consistent improvement of image priors over the years has led to the development of better inverse problem solvers. Diffusion models are the newcomers to this arena, posing the strongest known prior to date. Recently, such models operating…

Computer Vision and Pattern Recognition · Computer Science 2025-01-22 Ron Raphaeli , Sean Man , Michael Elad

In this work we investigate the practicality of stochastic gradient descent and recently introduced variants with variance-reduction techniques in imaging inverse problems. Such algorithms have been shown in the machine learning literature…

Optimization and Control · Mathematics 2021-01-26 Junqi Tang , Karen Egiazarian , Mohammad Golbabaee , Mike Davies

Inverse Optimal Control (IOC) aims to infer the underlying cost functional of an agent from observations of its expert behavior. This paper focuses on the IOC problem within the continuous-time linear quadratic regulator framework,…

Optimization and Control · Mathematics 2025-07-29 Meiling Yu , Lechen Feng , Lei Jiang , Yuan-Hua Ni

In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…

Optimization and Control · Mathematics 2017-07-25 Peyman Mohajerin Esfahani , Soroosh Shafieezadeh-Abadeh , Grani Adiwena Hanasusanto , Daniel Kuhn

Tensors of order three or higher have found applications in diverse fields, including image and signal processing, data mining, biomedical engineering and link analysis, to name a few. In many applications that involve for example time…

Data Structures and Algorithms · Computer Science 2018-09-05 Davoud Ataee Tarzanagh , George Michailidis

Robust tensor recovery plays an instrumental role in robustifying tensor decompositions for multilinear data analysis against outliers, gross corruptions and missing values and has a diverse array of applications. In this paper, we study…

Machine Learning · Statistics 2014-08-26 Donald Goldfarb , Zhiwei Qin

We present a low-order modeling technique for actuated flows based on the regularization of an inverse problem. The inverse problem aims at minimizing the error between the model predictions and some reference simulations. The parameters to…

Fluid Dynamics · Physics 2009-11-13 Jessie Weller , Edoardo Lombardi , Angelo Iollo

Tensor completion can estimate missing values of a high-order data from its partially observed entries. Recent works show that low rank tensor ring approximation is one of the most powerful tools to solve tensor completion problem. However,…

Numerical Analysis · Mathematics 2021-01-03 Abdul Ahad , Zhen Long , Ce Zhu , Yipeng Liu

We propose a probabilistic way for reducing the cost of classical projection-based model order reduction methods for parameter-dependent linear equations. A reduced order model is here approximated from its random sketch, which is a set of…

Numerical Analysis · Mathematics 2020-05-19 Oleg Balabanov , Anthony Nouy