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Recently, researchers have utilized neural networks to accurately solve partial differential equations (PDEs), enabling the mesh-free method for scientific computation. Unfortunately, the network performance drops when encountering a high…
We study adaptive estimation and inference in ill-posed linear inverse problems defined by conditional moment restrictions. Existing regularized estimators such as Regularized DeepIV (RDIV) require prior knowledge of the smoothness of the…
Implicit inverse problems, in which noisy observations of a physical quantity are used to infer a nonlinear functional applied to an associated function, are inherently ill posed and often exhibit non uniqueness of solutions. Such problems…
In many applied optimization settings, parameters that define the constraints may not guarantee the best possible solution, and superior solutions might exist that are infeasible for the given parameter values. Removing such constraints,…
We consider an inverse problem involving the reconstruction of the solution to a nonlinear partial differential equation (PDE) with unknown boundary conditions. Instead of direct boundary data, we are provided with a large dataset of…
Estimation of a sparse spectral precision matrix, the inverse of a spectral density matrix, is a canonical problem in frequency-domain analysis of high-dimensional time series (HDTS), with applications in neurosciences and environmental…
The study of optimal control problems under uncertainty plays an important role in scientific numerical simulations. This class of optimization problems is strongly utilized in engineering, biology and finance. In this paper, a stochastic…
Solving partial differential equations (PDEs) within the framework of probabilistic numerics offers a principled approach to quantifying epistemic uncertainty arising from discretization. By leveraging Gaussian process regression and…
Deep learning (DL) inverse techniques have increased the speed of artificial electromagnetic material (AEM) design and improved the quality of resulting devices. Many DL inverse techniques have succeeded on a number of AEM design tasks, but…
In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…
A novel framework is introduced to formalize identifiability in well-specified but ill-posed linear regression models. The framework is distribution-free and accommodates highly correlated features that may or may not relate to the…
Inverse problems are ubiquitous in science and engineering. Many of these are naturally formulated as a PDE-constrained optimization problem. These non-linear, large-scale, constrained optimization problems know many challenges, of which…
High-dimensional partial differential equations (PDEs) pose significant challenges for numerical computation due to the curse of dimensionality, which limits the applicability of traditional mesh-based methods. Since 2017, the Deep BSDE…
In this study, we introduce an innovative methodology aimed at enhancing Fisher's Linear Discriminant Analysis (LDA) in the context of high-dimensional data classification scenarios, specifically addressing situations where each feature…
Our aim is to evaluate fundamental parameters from the analysis of the electromagnetic spectra of stars. We may use $10^3$-$10^5$ spectra; each spectrum being a vector with $10^2$-$10^4$ coordinates. We thus face the so-called "curse of…
Solving partial differential equations (PDEs) using neural networks has become a central focus in scientific machine learning. Training neural networks for singularly perturbed problems is particularly challenging due to certain parameters…
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…
We develop and analyse residual-based a posteriori error estimates for the virtual element discretisation of a nonlinear stress-assisted diffusion problem in two and three dimensions. The model problem involves a two-way coupling between…
We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…
We propose machine learning methods for solving fully nonlinear partial differential equations (PDEs) with convex Hamiltonian. Our algorithms are conducted in two steps. First the PDE is rewritten in its dual stochastic control…