Related papers: Determining Map, Data Assimilation and an Observab…
We propose a numerical method to find the optimal transport map between a measure supported on a lower-dimensional subset of R^d and a finitely supported measure. More precisely, the source measure is assumed to be supported on a simplex…
An evolutionary form of a generalized Bayesian update method, which is strictly derivative- free yet directed through an additive update term based purely on the statistical moments of the design variables, is proposed for nonlinear inverse…
Level-set optimization formulations with data-driven constraints minimize a regularization functional subject to matching observations to a given error level. These formulations are widely used, particularly for matrix completion and…
This paper considers a nudging-based scheme for data assimilation for the two-dimensional (2D) Navier-Stokes equations (NSE) with periodic boundary conditions and studies the synchronization of the signal produced by this algorithm with the…
We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between $m$ discrete probability distributions supported each on $n$…
The Orienteering Problem (OP) is a well-studied routing problem that has been extended to incorporate uncertainties, reflecting stochastic or dynamic travel costs, prize-collection costs, and prizes. Existing approaches may, however, be…
We show that a uniformly continuous random perturbation of a transitive map defines an aperiodic Harris chain which also satisfies Doeblin's condition. As a result, we get exponential decay of correlations for suitable random perturbations…
Change point estimation is often formulated as a search for the maximum of a gain function describing improved fits when segmenting the data. Searching through all candidates requires $O(n)$ evaluations of the gain function for an interval…
Many dynamical systems are difficult or impossible to model using high fidelity physics based models. Consequently, researchers are relying more on data driven models to make predictions and forecasts. Based on limited training data,…
We study the theoretical properties of random Fourier features classification with Lipschitz continuous loss functions such as support vector machine and logistic regression. Utilizing the regularity condition, we show for the first time…
In this paper, we study the Aubin property of the Karush-Kuhn-Tucker solution mapping for the nonlinear semidefinite programming (NLSDP) problem at a locally optimal solution. In the literature, it is known that the Aubin property implies…
Motivated by the presence of a finite number of determining parameters (degrees of freedom) such as modes, nodes and local spatial averages for dissipative dynamical systems, we present a continuous data assimilation algorithm for the…
Recently, linear regression models incorporating an optimal transport (OT) loss have been explored for applications such as supervised unmixing of spectra, music transcription, and mass spectrometry. However, these task-specific approaches…
Data assimilation (DA) aims at forecasting the state of a dynamical system by combining a mathematical representation of the system with noisy observations taking into account their uncertainties. State of the art methods are based on the…
Nonlinear systems of affine control inputs overarch many sensor fusion instances. Analyzing whether a state variable in such a nonlinear system can be estimated (i.e., observability) informs better estimator design. Among the research on…
We analyze two algorithms for approximating the general optimal transport (OT) distance between two discrete distributions of size $n$, up to accuracy $\varepsilon$. For the first algorithm, which is based on the celebrated Sinkhorn's…
We consider projection algorithms for solving (nonconvex) feasibility problems in Euclidean spaces. Of special interest are the Method of Alternating Projections (MAP) and the Douglas-Rachford or Averaged Alternating Reflection Algorithm…
We present a novel method for single image depth estimation using surface normal constraints. Existing depth estimation methods either suffer from the lack of geometric constraints, or are limited to the difficulty of reliably capturing…
We carry out a rigorous analysis of four-dimensional variational data assimilation ($4D$-VAR) problems for linear and semilinear parabolic partial differential equations. Continuity of the state with respect to the spatial variable is…
We study the Possion problem with singular data given by a source supported on a one dimensional curve strictly contained in a three dimensional domain. We prove regularity results for the solution on isotropic and on anisotropic weighted…