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In this article we dwell into the class of so called ill posed Linear Inverse Problems (LIP) in machine learning, which has become almost a classic in recent times. The fundamental task in an LIP is to recover the entire signal / data from…

Machine Learning · Computer Science 2020-01-10 Mohammed Rayyan Sheriff , Debasish Chatterjee

In recent years, there has been a growing interest in mathematical models leading to the minimization, in a symmetric matrix space, of a Bregman divergence coupled with a regularization term. We address problems of this type within a…

Optimization and Control · Mathematics 2022-06-10 A. Benfenati , E. Chouzenoux , J. -C. Pesquet

We address a problem of covariance selection, where we seek a trade-off between a high likelihood against the number of non-zero elements in the inverse covariance matrix. We solve a maximum likelihood problem with a penalty term given by…

Computational Engineering, Finance, and Science · Computer Science 2007-05-23 Onureena Banerjee , Alexandre d'Aspremont , Laurent El Ghaoui

In this paper, we investigate accelerated first-order methods for smooth convex optimization problems under inexact information on the gradient of the objective. The noise in the gradient is considered to be additive with two possibilities:…

Optimization and Control · Mathematics 2023-01-10 Vasin Artem , Alexander Gasnikov , Pavel Dvurechensky , Vladimir Spokoiny

We consider the problem of recovering the unknown noise variance in the linear regression model. To estimate the nuisance (a vector of regression coefficients) we use a family of spectral regularisers of the maximum likelihood estimator.…

Statistics Theory · Mathematics 2017-11-28 Yuri Golubev , Ekaterina Krymova

Weak lensing experiments are a powerful probe of cosmology through their measurement of the mass distribution of the universe. A challenge for this technique is to control systematic errors that occur when measuring the shapes of distant…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-04 Alexandre Refregier , Tomasz Kacprzak , Adam Amara , Sarah Bridle , Barnaby Rowe

We propose a method to reconstruct sparse signals degraded by a nonlinear distortion and acquired at a limited sampling rate. Our method formulates the reconstruction problem as a nonconvex minimization of the sum of a data fitting term and…

Optimization and Control · Mathematics 2023-01-19 Arthur Marmin , Marc Castella , Jean-Christophe Pesquet , Laurent Duval

We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…

Numerical Analysis · Mathematics 2022-12-21 Ye Zhang , Chuchu Chen

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

This paper proposes a new algorithm for linear system identification from noisy measurements. The proposed algorithm balances a data fidelity term with a norm induced by the set of single pole filters. We pose a convex optimization problem…

Optimization and Control · Mathematics 2012-04-04 Parikshit Shah , Badri Narayan Bhaskar , Gongguo Tang , Benjamin Recht

We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of…

Numerical Analysis · Mathematics 2026-05-01 Abhijit Chowdhary , Ahmed Attia , Alen Alexanderian

Model instability and poor prediction of long-term behavior are common problems when modeling dynamical systems using nonlinear "black-box" techniques. Direct optimization of the long-term predictions, often called simulation error…

Systems and Control · Computer Science 2017-01-25 Mark M. Tobenkin , Ian R. Manchester , Alexandre Megretski

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random…

Machine Learning · Statistics 2016-06-29 Mohammad H. Rohban , Delaram Motamedvaziri , Venkatesh Saligrama

This article is devoted to forward and inverse problems associated with time-independent semilinear nonlocal wave equations. We first establish comprehensive well-posedness results for some semilinear nonlocal wave equations. The main…

Analysis of PDEs · Mathematics 2024-02-09 Yi-Hsuan Lin , Teemu Tyni , Philipp Zimmermann

Sparsity inducing regularization is an important part for learning over-complete visual representations. Despite the popularity of $\ell_1$ regularization, in this paper, we investigate the usage of non-convex regularizations in this…

Machine Learning · Computer Science 2017-11-09 Jianqiao Wangni , Dahua Lin

Many statistical problems can be reduced to a linear inverse problem in which only a noisy version of the operator is available. Particular examples include random design regression, deconvolution problem, instrumental variable regression,…

Statistics Theory · Mathematics 2025-04-22 Vladimir Spokoiny

We study the problem of parameter estimation for stochastic differential equations with small noise and fast oscillating parameters. Depending on how fast the intensity of the noise goes to zero relative to the homogenization parameter, we…

Statistics Theory · Mathematics 2015-02-20 Konstantinos Spiliopoulos , Alexandra Chronopoulou

We study the problem of reconstructing solutions of inverse problems when only noisy measurements are available. We assume that the problem can be modeled with an infinite-dimensional forward operator that is not continuously invertible.…

Numerical Analysis · Mathematics 2023-10-23 Andrés Felipe Lerma Pineda , Philipp Christian Petersen

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

Probability · Mathematics 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

The present paper deals with the data-driven design of regularizers in the form of artificial neural networks, for solving certain inverse problems formulated as optimal control problems. These regularizers aim at improving accuracy,…

Optimization and Control · Mathematics 2023-03-06 Sebastien Court
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