English
Related papers

Related papers: Discretisation-adaptive regularisation of statisti…

200 papers

We consider entropy conservative and dissipative discretizations of nonlinear conservation laws with implicit time discretizations and investigate the influence of iterative methods used to solve the arising nonlinear equations. We show…

Numerical Analysis · Mathematics 2023-09-27 Viktor Linders , Hendrik Ranocha , Philipp Birken

In this work, our aim is to reconstruct the unknown initial value from terminal data. We develop a numerical framework on nonuniform time grids for fractional wave equations under the lower regularity assumptions. Then, we introduce a…

Numerical Analysis · Mathematics 2025-06-25 Dakang Cen , Zhiyuan Li , Wenlong Zhang

Several approaches are discussed how to understand the solution of the Dirichlet problem for the Poisson equation when the Dirichlet data are non-smooth such as if they are in $L^2$ only. For the method of transposition (sometimes called…

Numerical Analysis · Mathematics 2015-05-07 Thomas Apel , Serge Nicaise , Johannes Pfefferer

Inverse problems arise in a multitude of applications, where the goal is to recover a clean signal from noisy and possibly (non)linear observations. The difficulty of a reconstruction problem depends on multiple factors, such as the ground…

Image and Video Processing · Electrical Eng. & Systems 2024-08-21 Zalan Fabian , Berk Tinaz , Mahdi Soltanolkotabi

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…

Numerical Analysis · Mathematics 2021-03-19 Darko Volkov

Many practical applications require solving an optimization over large and high-dimensional data sets, which makes these problems hard to solve and prohibitively time consuming. In this paper, we propose a parallel distributed algorithm…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-12-03 Elad Gilboa , Phani Chavali , Peng Yang , Arye Nehorai

This paper is concerned with the adaptive numerical treatment of stochastic partial differential equations. Our method of choice is Rothe's method. We use the implicit Euler scheme for the time discretization. Consequently, in each step, an…

Obtaining high resolution images from low resolution data with clipped noise is algorithmically challenging due to the ill-posed nature of the problem. So far such problems have hardly been tackled, and the few existing approaches use…

Computer Vision and Pattern Recognition · Computer Science 2021-05-03 Kireeti Bodduna , Joachim Weickert , Marcelo Cárdenas

In this paper, we discuss the construction, analysis and implementation of a novel iterative regularization scheme with general convex penalty term for nonlinear inverse problems in Banach spaces based on the homotopy perturbation…

Numerical Analysis · Mathematics 2018-01-10 Jing Wang , Wei Wang , Bo Han

We develop techniques to solve ill-posed inverse problems on the sphere by sparse regularisation, exploiting sparsity in both axisymmetric and directional scale-discretised wavelet space. Denoising, inpainting, and deconvolution problems,…

Information Theory · Computer Science 2017-08-17 Christopher G. R. Wallis , Yves Wiaux , Jason D. McEwen

Recently, adversarial imitation learning has shown a scalable reward acquisition method for inverse reinforcement learning (IRL) problems. However, estimated reward signals often become uncertain and fail to train a reliable statistical…

Machine Learning · Computer Science 2023-01-06 Dong-Sig Han , Hyunseo Kim , Hyundo Lee , Je-Hwan Ryu , Byoung-Tak Zhang

We consider the problem of minimization of a convex function on a simple set with convex non-smooth inequality constraint and describe first-order methods to solve such problems in different situations: smooth or non-smooth objective…

Optimization and Control · Mathematics 2018-01-30 Anastasia Bayandina , Pavel Dvurechensky , Alexander Gasnikov , Fedor Stonyakin , Alexander Titov

We consider the geometric optics problem of finding a system of two reflectors that transform a spherical wavefront into a beam of parallel rays with prescribed intensity distribution. Using techniques from optimal transportation theory, it…

Numerical Analysis · Mathematics 2011-11-08 Tilmann Glimm , Nick Henscheid

We investigate the construction of early stopping rules in the nonparametric regression problem where iterative learning algorithms are used and the optimal iteration number is unknown. More precisely, we study the discrepancy principle, as…

Statistics Theory · Mathematics 2020-04-21 Alain Celisse , Martin Wahl

We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to…

Numerical Analysis · Mathematics 2024-04-10 Daniela Calvetti , Erkki Somersalo

In this contribution, we are concerned with model order reduction in the context of iterative regularization methods for the solution of inverse problems arising from parameter identification in elliptic partial differential equations. Such…

Numerical Analysis · Mathematics 2024-10-14 Michael Kartmann , Tim Keil , Mario Ohlberger , Stefan Volkwein , Barbara Kaltenbacher

We propose \textit{Meta-Regularization}, a novel approach for the adaptive choice of the learning rate in first-order gradient descent methods. Our approach modifies the objective function by adding a regularization term on the learning…

Machine Learning · Computer Science 2021-04-13 Guangzeng Xie , Hao Jin , Dachao Lin , Zhihua Zhang

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

Numerical Analysis · Mathematics 2021-09-01 Tim Jahn

Existing approaches to diffusion-based inverse problem solvers frame the signal recovery task as a probabilistic sampling episode, where the solution is drawn from the desired posterior distribution. This framework suffers from several…

Machine Learning · Computer Science 2024-12-24 Henry Li , Marcus Pereira