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We introduce in this study an algorithm for the imaging of faults and of slip fields on those faults. The physics of this problem are modeled using the equations of linear elasticity. We define a regularized functional to be minimized for…

Analysis of PDEs · Mathematics 2018-03-21 Darko Volkov , Joan Calafell Sandiumenge

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

We derive a parallel sampling algorithm for computational inverse problems that present an unknown linear forcing term and a vector of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of…

Numerical Analysis · Mathematics 2022-03-24 Darko Volkov

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by noise. A proper data fidelity term (log-likelihood) is introduced to reflect the statistics of the noise (e.g. Gaussian,…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

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

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

We study the basic problem of robust subspace recovery. That is, we assume a data set that some of its points are sampled around a fixed subspace and the rest of them are spread in the whole ambient space, and we aim to recover the fixed…

Machine Learning · Statistics 2015-03-19 Teng Zhang , Gilad Lerman

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

Due to manufacturing defects or wear and tear, industrial components may have uncertainties. In order to evaluate the performance of machined components, it is crucial to quantify the uncertainty of the scattering surface. This brings up an…

Numerical Analysis · Mathematics 2025-04-28 Yi Wang , Lei Lin , Junliang Lv

A multiscale numerical method is proposed for the solution of semi-linear elliptic stochastic partial differential equations with localized uncertainties and non-linearities, the uncertainties being modeled by a set of random parameters. It…

Numerical Analysis · Mathematics 2019-01-23 Anthony Nouy , Florent Pled

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

We study the fundamental problem of fixed design {\em multidimensional segmented regression}: Given noisy samples from a function $f$, promised to be piecewise linear on an unknown set of $k$ rectangles, we want to recover $f$ up to a…

Data Structures and Algorithms · Computer Science 2020-03-26 Ilias Diakonikolas , Jerry Li , Anastasia Voloshinov

We are concerned with the reconstruction of inclusions in elastic bodies based on measurements from a laboratory experiment. In doing so, we solve the inverse problem of the time-harmonic elastic wave equation, in contrast to the stationary…

Analysis of PDEs · Mathematics 2026-05-21 Sarah Eberle-Blick , Jochen Moll

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

Minimizing a convex function of a measure with a sparsity-inducing penalty is a typical problem arising, e.g., in sparse spikes deconvolution or two-layer neural networks training. We show that this problem can be solved by discretizing the…

Optimization and Control · Mathematics 2020-11-04 Lenaic Chizat

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

Recently, the stochastic asymptotical regularization (SAR) has been developed in (\emph{Inverse Problems}, 39: 015007, 2023) for the uncertainty quantification of the stable approximate solution of linear ill-posed inverse problems. In this…

Numerical Analysis · Mathematics 2024-08-27 Haie Long , Ye Zhang

In this paper, we revisit the class of iterative shrinkage-thresholding algorithms (ISTA) for solving the linear inverse problem with sparse representation, which arises in signal and image processing. It is shown in the numerical…

Optimization and Control · Mathematics 2023-01-18 Bowen Li , Bin Shi , Ya-xiang Yuan
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