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For quantitative seismic imaging, iterative least-squares reverse time migration is the recommended approach. The existence of an inverse of the forward modelling operator would considerably reduce the number of required iterations. In the…

Geophysics · Physics 2020-12-11 Milad Farshad , Hervé Chauris

The dominant cost in solving least-square problems using Newton's method is often that of factorizing the Hessian matrix over multiple values of the regularization parameter ($\lambda$). We propose an efficient way to interpolate the…

Machine Learning · Computer Science 2015-06-11 Da Kuang , Alex Gittens , Raffay Hamid

We consider and analyze applying a spectral inverse iteration algorithm and its subspace iteration variant for computing eigenpairs of an elliptic operator with random coefficients. With these iterative algorithms the solution is sought…

Numerical Analysis · Computer Science 2017-06-16 Harri Hakula , Mikael Laaksonen

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

In this article we discuss density of products of biharmonic functions vanishing on an arbitrarily small part of the boundary. We prove that one can use three or more such biharmonic functions to construct a dense subset of smooth symmetric…

Analysis of PDEs · Mathematics 2025-01-22 Divyansh Agrawal , Sombuddha Bhattacharyya , Pranav Kumar

We are interested in restoring images having values in a symmetric Hadamard manifold by minimizing a functional with a quadratic data term and a total variation like regularizing term. To solve the convex minimization problem, we extend the…

Numerical Analysis · Mathematics 2018-12-10 Ronny Bergmann , Johannes Persch , Gabriele Steidl

We propose a novel quasi-Newton method for solving the sparse inverse covariance estimation problem also known as the graphical least absolute shrinkage and selection operator (GLASSO). This problem is often solved using a second-order…

Numerical Analysis · Mathematics 2023-10-18 Gal Shalom , Eran Treister , Irad Yavneh

In the cosmic microwave background or galaxy density maps, missing fluctuations in masked regions can be reconstructed from fluctuations in the surrounding unmasked regions if the original fluctuations are sufficiently smooth. One…

Cosmology and Nongalactic Astrophysics · Physics 2016-08-09 Atsushi J. Nishizawa , Kaiki Taro Inoue

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

This paper proposes a nonmonotone proximal quasi-Newton algorithm for unconstrained convex multiobjective composite optimization problems. To design the search direction, we minimize the max-scalarization of the variations of the Hessian…

Optimization and Control · Mathematics 2023-10-04 Xiaoxue Jiang

We consider the Helmholtz equation in an angular sector partially covered by a homogeneous layer of small thickness, denoted $\varepsilon$. We propose in this work an asymptotic expansion of the solution with respect to $\varepsilon$ at any…

Analysis of PDEs · Mathematics 2026-02-17 Cédric Baudet

This paper is concerned with the inverse problem to recover a compactly supported Schr{\"o}dinger potential given the differential scattering cross section, i.e. the modulus, but not the phase of the scattering amplitude. To compensate for…

Analysis of PDEs · Mathematics 2018-12-26 Alexey Agaltsov , Thorsten Hohage , Roman Novikov

Quasi-Newton methods are well known techniques for large-scale numerical optimization. They use an approximation of the Hessian in optimization problems or the Jacobian in system of nonlinear equations. In the Interior Point context,…

Optimization and Control · Mathematics 2022-09-13 Jacek Gondzio , Francisco N. C. Sobral

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

Numerical Analysis · Mathematics 2020-04-28 Kha Van Huynh , Barbara Kaltenbacher

Two long-standing problems with the post-Newtonian approximation for isolated slowly-moving systems in general relativity are: (i) the appearance at high post-Newtonian orders of divergent Poisson integrals, casting a doubt on the soundness…

General Relativity and Quantum Cosmology · Physics 2009-11-07 Olivier Poujade , Luc Blanchet

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and…

Machine Learning · Computer Science 2016-11-17 Luo Luo , Zihao Chen , Zhihua Zhang , Wu-Jun Li

A new method to represent and approximate rotation matrices is introduced. The method represents approximations of a rotation matrix $Q$ with linearithmic complexity, i.e. with $\frac{1}{2}n\lg(n)$ rotations over pairs of coordinates,…

Machine Learning · Computer Science 2014-04-30 Michael Mathieu , Yann LeCun

Newton's Method is widely used to find the solution of complex non-linear simulation problems in Computer Graphics. To guarantee a descent direction, it is common practice to clamp the negative eigenvalues of each element Hessian prior to…

Graphics · Computer Science 2026-05-26 José Antonio Fernández-Fernández , Fabian Löschner , Jan Bender

A zeroth-order Hessian estimator aims to recover the Hessian matrix of an objective function at any given point, using minimal finite-difference computations. This paper studies zeroth-order Hessian estimation for low-rank Hessians, from a…

Optimization and Control · Mathematics 2024-02-09 Tianyu Wang , Zicheng Wang , Jiajia Yu

Most first-order optimizers treat matrix-valued parameters as vectors, ignoring the intrinsic geometry of hidden-layer weights in neural networks. Muon addresses this mismatch by updating along the polar factor of a momentum matrix, but its…

Optimization and Control · Mathematics 2026-05-11 Sayantan Choudhury , Xiaoran Cheng , Martin Takáč , Sen Na , Mladen Kolar