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In this paper, we investigate an inverse random source problem concerned with recovering the strength of a random, uncorrelated acoustic source from correlation measurements of emitted time-harmonic acoustic waves. Such problems arise in…

Numerical Analysis · Mathematics 2026-02-25 Philipp Mickan , Thorsten Hohage

We analyze a practical algorithm for sparse PCA on incomplete and noisy data under a general non-random sampling scheme. The algorithm is based on a semidefinite relaxation of the $\ell_1$-regularized PCA problem. We provide theoretical…

Machine Learning · Statistics 2023-02-06 Hanbyul Lee , Qifan Song , Jean Honorio

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with $\ell_0$-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to…

Machine Learning · Statistics 2020-10-20 Alper Atamturk , Andres Gomez , Shaoning Han

This paper presents a novel hybrid algorithm for minimizing the sum of a continuously differentiable loss function and a nonsmooth, possibly nonconvex, sparse regularization function. The proposed method alternates between solving a…

Optimization and Control · Mathematics 2025-04-01 Hao Wang , Xiangyu Yang , Yichen Zhu

The original contributions of this paper are twofold: a new understanding of the influence of noise on the eigenvectors of the graph Laplacian of a set of image patches, and an algorithm to estimate a denoised set of patches from a noisy…

Data Analysis, Statistics and Probability · Physics 2012-03-01 Francois G. Meyer , Xilin Shen

We consider inverse problems estimating distributed parameters from indirect noisy observations through discretization of continuum models described by partial differential or integral equations. It is well understood that the errors…

Numerical Analysis · Mathematics 2023-10-09 Albero Bocchinfuso , Daniela Calvetti , Erkki Somersalo

The alignment of a set of objects by means of transformations plays an important role in computer vision. Whilst the case for only two objects can be solved globally, when multiple objects are considered usually iterative methods are used.…

Computer Vision and Pattern Recognition · Computer Science 2016-05-12 Florian Bernard , Johan Thunberg , Peter Gemmar , Frank Hertel , Andreas Husch , Jorge Goncalves

We study the problem of recovering an incomplete $m\times n$ matrix of rank $r$ with columns arriving online over time. This is known as the problem of life-long matrix completion, and is widely applied to recommendation system, computer…

Machine Learning · Computer Science 2016-12-04 Maria-Florina Balcan , Hongyang Zhang

Ptychography is a powerful computational imaging technique that transforms a collection of low-resolution images into a high-resolution sample reconstruction. Unfortunately, algorithms that are currently used to solve this reconstruction…

In this paper, we study the problem of image recovery from given partial (corrupted) observations. Recovering an image using a low-rank model has been an active research area in data analysis and machine learning. But often, images are not…

Computer Vision and Pattern Recognition · Computer Science 2020-03-13 Pawan Goyal , Hussam Al Daas , Peter Benner

Given a measurement graph $G= (V,E)$ and an unknown signal $r \in \mathbb{R}^n$, we investigate algorithms for recovering $r$ from pairwise measurements of the form $r_i - r_j$; $\{i,j\} \in E$. This problem arises in a variety of…

Machine Learning · Statistics 2020-08-10 Alexandre d'Aspremont , Mihai Cucuringu , Hemant Tyagi

Learning a smooth graph signal from partially observed data is a well-studied task in graph-based machine learning. We consider this task from the perspective of optimal recovery, a mathematical framework for learning a function from…

Machine Learning · Computer Science 2023-05-31 Simon Foucart , Chunyang Liao , Nate Veldt

We introduce a data-adaptive inversion method that integrates classical or deep learning-based approaches with iterative graph Laplacian regularization, specifically targeting acoustic impedance inversion - a critical task in seismic…

Numerical Analysis · Mathematics 2025-04-18 Davide Bianchi , Florian Bossmann , Wenlong Wang , Mingming Liu

We give a quasipolynomial time algorithm for the graph matching problem (also known as noisy or robust graph isomorphism) on correlated random graphs. Specifically, for every $\gamma>0$, we give a $n^{O(\log n)}$ time algorithm that given a…

Data Structures and Algorithms · Computer Science 2019-02-01 Boaz Barak , Chi-Ning Chou , Zhixian Lei , Tselil Schramm , Yueqi Sheng

This paper tackles forecast combination with many forecasts or minimum variance portfolio selection with many assets. A novel convex problem called L2-relaxation is proposed. In contrast to standard formulations, L2-relaxation minimizes the…

Econometrics · Economics 2022-08-23 Zhentao Shi , Liangjun Su , Tian Xie

This paper considers the problem of recovery of a low-rank matrix in the situation when most of its entries are not observed and a fraction of observed entries are corrupted. The observations are noisy realizations of the sum of a low rank…

Statistics Theory · Mathematics 2016-07-05 Olga Klopp , Karim Lounici , Alexandre B. Tsybakov

A qualitative comparison of total variation like penalties (total variation, Huber variant of total variation, total generalized variation, ...) is made in the context of global seismic tomography. Both penalized and constrained…

Geophysics · Physics 2012-04-09 Ignace Loris , Caroline Verhoeven

Many combinatorial optimization problems can be formulated as the search for a subgraph that satisfies certain properties and minimizes the total weight. We assume here that the vertices correspond to points in a metric space and can take…

Data Structures and Algorithms · Computer Science 2024-12-25 Marin Bougeret , Jérémy Omer , Michael Poss

In recent years, there has been remarkable progress in the development of so-called certifiable perception methods, which leverage semidefinite, convex relaxations to find global optima of perception problems in robotics. However, many of…

Robotics · Computer Science 2025-01-22 Connor Holmes , Frederike Dümbgen , Timothy D Barfoot

We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast