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We consider the problem of estimating the inverse covariance matrix by maximizing the likelihood function with a penalty added to encourage the sparsity of the resulting matrix. We propose a new approach based on the split Bregman method to…

Machine Learning · Statistics 2015-03-17 Gui-Bo Ye , Jian-Feng Cai , Xiaohui Xie

A variety of complex biological, natural and man-made systems exhibit non-Markovian dynamics that can be modeled through fractional order differential equations, yet, we lack sample comlexity aware system identification strategies. Towards…

Systems and Control · Electrical Eng. & Systems 2025-06-23 Xiaole Zhang , Vijay Gupta , Paul Bogdan

The non-local network has become a widely used technique for semantic segmentation, which computes an attention map to measure the relationships of each pixel pair. However, most of the current popular non-local models tend to ignore the…

Computer Vision and Pattern Recognition · Computer Science 2021-10-28 Qi Song , Jie Li , Hao Guo , Rui Huang

We propose robust methods to identify underlying Partial Differential Equation (PDE) from a given set of noisy time dependent data. We assume that the governing equation is a linear combination of a few linear and nonlinear differential…

Numerical Analysis · Mathematics 2023-03-03 Yuchen He , Sung Ha Kang , Wenjing Liao , Hao Liu , Yingjie Liu

Multiplicative noise models occur in the study of several coherent imaging systems, such as synthetic aperture radar and sonar, and ultrasound and laser imaging. This type of noise is also commonly referred to as speckle. Multiplicative…

Optimization and Control · Mathematics 2009-03-25 Jose M. Bioucas-Dias , Mario A. T. Figueiredo

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

Regionalization, spatially contiguous clustering, provides a means to reduce the effect of noise in sampled data and identify homogeneous areas for policy development among many other applications. Existing regionalization methods require…

Physics and Society · Physics 2022-10-11 Alec Kirkley

With invaluable theoretical and practical benefits, the problem of partitioning networks for community structures has attracted significant research attention in scientific and engineering disciplines. In literature, Newman's modularity…

Social and Information Networks · Computer Science 2018-02-06 Wenye Li

From neuroscience and genomics to systems biology and ecology, researchers rely on clustering similarity data to uncover modular structure. Yet widely used clustering methods, such as hierarchical clustering, k-means, and WGCNA, lack…

Machine Learning · Statistics 2025-10-20 Magnus Neuman , Jelena Smiljanić , Martin Rosvall

Levitated nanoparticles provide a controllable and isolated platform for probing fundamental quantum phenomena at the macroscopic scale. In this work, we introduce an optimization method to determine optimal static potentials for the…

Quantum Physics · Physics 2024-07-01 Silvia Casulleras , Piotr T. Grochowski , Oriol Romero-Isart

We consider continuous-time sparse stochastic processes from which we have only a finite number of noisy/noiseless samples. Our goal is to estimate the noiseless samples (denoising) and the signal in-between (interpolation problem). By…

Machine Learning · Computer Science 2015-06-11 Arash Amini , Ulugbek S. Kamilov , Emrah Bostan , Michael Unser

Identifying unknown differential equations from a given set of discrete time dependent data is a challenging problem. A small amount of noise can make the recovery unstable, and nonlinearity and differential equations with varying…

Numerical Analysis · Mathematics 2019-04-09 Sung Ha Kang , Wenjing Liao , Yingjie Liu

We propose and analyze a sequential quadratic programming algorithm for minimizing a noisy nonlinear smooth function subject to noisy nonlinear smooth equality constraints. The algorithm uses a step decomposition strategy and, as a result,…

Optimization and Control · Mathematics 2025-03-11 Albert S. Berahas , Jiahao Shi , Baoyu Zhou

The linearized Bregman method is a method to calculate sparse solutions to systems of linear equations. We formulate this problem as a split feasibility problem, propose an algorithmic framework based on Bregman projections and prove a…

Optimization and Control · Mathematics 2013-09-11 Dirk A. Lorenz , Frank Schöpfer , Stephan Wenger

Bayesian optimization is a popular and versatile approach that is well suited to solve challenging optimization problems. Their popularity comes from their effective minimization of expensive function evaluations, their capability to…

Optimization and Control · Mathematics 2026-05-14 André L. Marchildon , David W. Zingg

We present a new method to renormalize stochastic differential equations subjected to multiplicative noise. The method is based on the widely used concept of effective potential in high energy physics, and has already been successfully…

Statistical Mechanics · Physics 2020-12-29 Jean-Sebastien Gagnon , David Hochberg , Juan Perez-Mercader

The inverse potential problem consists in determining the density of the volume potential from measurements outside the sources. Its ill-posedness is due both to the non-uniqueness of the solution and to the instability of the solution with…

Numerical Analysis · Mathematics 2025-10-07 P. N. Vabishchevich

Total variation has proved its effectiveness in solving inverse problems for compressive sensing. Besides, the nonlocal means filter used as regularization preserves texture better for recovered images, but it is quite complex to implement.…

Computer Vision and Pattern Recognition · Computer Science 2016-08-30 Trinh Van Chien , Khanh Quoc Dinh , Viet Anh Nguyen , Byeungwoo Jeon

We propose a subspace-accelerated Bregman method for the linearly constrained minimization of functions of the form $f(\mathbf{u})+\tau_1 \|\mathbf{u}\|_1 + \tau_2 \|D\,\mathbf{u}\|_1$, where $f$ is a smooth convex function and $D$…

Optimization and Control · Mathematics 2020-03-24 Valentina De Simone , Daniela di Serafino , Marco Viola

This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable…

Machine Learning · Computer Science 2020-04-21 Yibo Yang , Mohamed Aziz Bhouri , Paris Perdikaris