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Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

Statistics Theory · Mathematics 2016-07-20 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

Restore lost images due to noise and blurred is a burgeoning subject in image processing and despite the different algorithms on this subject, but the effort to improve is always considered. The definition of fractional derivatives in…

Information Theory · Computer Science 2021-10-29 Reza Parvaz

The efficient and reliable approximation of convection-dominated problems continues to remain a challenging task. To overcome the difficulties associated with the discretization of convection-dominated equations, stabilization techniques…

Numerical Analysis · Mathematics 2022-12-15 Marius Paul Bruchhäuser , Kristina Schwegler , Markus Bause

Super-resolution is a fundamental task in imaging, where the goal is to extract fine-grained structure from coarse-grained measurements. Here we are interested in a popular mathematical abstraction of this problem that has been widely…

Information Theory · Computer Science 2015-04-30 Ankur Moitra

Solutions of an optimization problem are sensitive to changes caused by approximations or parametric perturbations, especially in the nonconvex setting. This paper shows that solutions of substitute problems, constructed from Rockafellian…

Optimization and Control · Mathematics 2025-06-27 Julio Deride , Johannes O. Royset

We consider in this paper the problem of estimating a parameter matrix from observations which are affected by two types of noise components: (i) a sparse noise sequence which, whenever nonzero can have arbitrarily large amplitude (ii) and…

Systems and Control · Computer Science 2017-11-07 Laurent Bako

We study the classical problem of recovering a multidimensional source signal from observations of nonlinear mixtures of this signal. We show that this recovery is possible (up to a permutation and monotone scaling of the source's original…

Machine Learning · Statistics 2023-01-18 Alexander Schell , Harald Oberhauser

This paper is concerned with the development and use of duality theory for a nonlinear filtering model with white noise observations. The main contribution of this paper is to introduce a stochastic optimal control problem as a dual to the…

Optimization and Control · Mathematics 2022-08-16 Jin Won Kim , Prashant G. Mehta

Many important problems in science and engineering involve inferring a signal from noisy and/or incomplete observations, where the observation process is known. Historically, this problem has been tackled using hand-crafted regularization…

Machine Learning · Statistics 2026-01-07 Julián Tachella , Mike Davies

Both for the theoretical and practical treatment of Inverse Problems, the modeling of the noise is a crucial part. One either models the measurement via a deterministic worst-case error assumption or assumes a certain stochastic behavior of…

Probability · Mathematics 2016-04-26 Daniel Gerth , Andreas Hofinger , Ronny Ramlau

We revisit the foundations of gauge duality and demonstrate that it can be explained using a modern approach to duality based on a perturbation framework. We therefore put gauge duality and Fenchel-Rockafellar duality on equal footing,…

Optimization and Control · Mathematics 2018-06-20 Alexandre Y. Aravkin , James V. Burke , Dmitriy Drusvyatskiy , Michael P. Friedlander , Kellie MacPhee

Signal processing in non-Gaussian noise environment is addressed in this paper. For many real-life situations, the additive noise process present in the system is found to be dominantly non-Gaussian. The problem of detection and estimation…

Statistics Theory · Mathematics 2014-01-23 Jugalkishore K. Banoth , Pradip Sircar

We consider the following signal recovery problem: given a measurement matrix $\Phi\in \mathbb{R}^{n\times p}$ and a noisy observation vector $c\in \mathbb{R}^{n}$ constructed from $c = \Phi\theta^* + \epsilon$ where $\epsilon\in…

Machine Learning · Statistics 2013-07-23 Ji Liu , Lei Yuan , Jieping Ye

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

The Gaussian kernel and its traditional normalizations (e.g., row-stochastic) are popular approaches for assessing similarities between data points. Yet, they can be inaccurate under high-dimensional noise, especially if the noise magnitude…

Statistics Theory · Mathematics 2023-07-12 Boris Landa , Xiuyuan Cheng

We address the problem of search-free DOA estimation from a single noisy snapshot for sensor arrays of arbitrary geometry, by extending a method of gridless super-resolution beamforming to arbitrary arrays with noisy measurements. The…

Signal Processing · Electrical Eng. & Systems 2019-03-27 A. Govinda Raj , J. H. McClellan

Off-the-grid regularisation has been extensively employed over the last decade in the context of ill-posed inverse problems formulated in the continuous setting of the space of Radon measures $\mathcal{M}(\mathcal{X})$. These approaches…

Numerical Analysis · Mathematics 2025-04-15 Marta Lazzaretti , Claudio Estatico , Alejandro Melero , Luca Calatroni

The stability of spike deconvolution, which aims at recovering point sources from their convolution with a point spread function (PSF), is known to be related to the separation between those sources. When the observations are noisy, it is…

Information Theory · Computer Science 2021-10-15 Maxime Ferreira Da Costa , Yuejie Chi

This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…

Statistics Theory · Mathematics 2013-02-28 Jan Johannes , Maik Schwarz

In this paper we present new theory and algorithms for 2-norm regression over the max-plus semiring. As an application we also show how max-plus 2-norm regression can be used in system identification of max-plus linear dynamical systems…

Numerical Analysis · Mathematics 2019-02-25 James Hook
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