English
Related papers

Related papers: Least squares solvers for ill-posed PDEs that are …

200 papers

Common computational problems, such as parameter estimation in dynamic models and PDE constrained optimization, require data fitting over a set of auxiliary parameters subject to physical constraints over an underlying state. Naive…

Optimization and Control · Mathematics 2017-09-19 Aleksandr Y. Aravkin , Dmitriy Drusvyatskiy , Tristan van Leeuwen

In this paper, a two-step regularization method is used to solve an ill-posed spherical pseudo-differential equation in the presence of noisy data. For the first step of regularization we approximate the data by means of a spherical…

Numerical Analysis · Mathematics 2015-01-05 Hui Cao , Sergei V. Pereverzyev , Ian H. Sloan , Pavlo Tkachenko

A convincing feature of least-squares finite element methods is the built-in a posteriori error estimator for any conforming discretization. In order to generalize this property to discontinuous finite element ansatz functions, this paper…

Numerical Analysis · Mathematics 2025-02-18 Philipp Bringmann

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

Probability · Mathematics 2023-04-12 Lorenzo Marino

This paper studies well-posedness and parameter sensitivity of the Square Root LASSO (SR-LASSO), an optimization model for recovering sparse solutions to linear inverse problems in finite dimension. An advantage of the SR-LASSO (e.g., over…

Optimization and Control · Mathematics 2024-04-01 Aaron Berk , Simone Brugiapaglia , Tim Hoheisel

We investigate errors in tangents and adjoints of implicit functions resulting from errors in the primal solution due to approximations computed by a numerical solver. Adjoints of systems of linear equations turn out to be unconditionally…

Numerical Analysis · Mathematics 2021-09-06 Uwe Naumann

This paper addresses problems on the robust structural design of complex networks. More precisely, we address the problem of deploying the minimum number of dedicated sensors, i.e., those measuring a single state variable, that ensure the…

Optimization and Control · Mathematics 2016-06-13 Xiaofei Liu , Sergio Pequito , Soummya Kar , Bruno Sinopoli , A. Pedro Aguiar

For the problem of high-dimensional sparse linear regression, it is known that an $\ell_0$-based estimator can achieve a $1/n$ "fast" rate on the prediction error without any conditions on the design matrix, whereas in absence of…

Statistics Theory · Mathematics 2015-12-01 Yuchen Zhang , Martin J. Wainwright , Michael I. Jordan

This paper concerns cheaply computable formulas and bounds for the condition number of the TLS problem. For a TLS problem with data $A$, $b$, two formulas are derived that are simpler and more compact than the known results in the…

Numerical Analysis · Mathematics 2011-01-13 Zhongxiao Jia , Bingyu Li

Whenever we use devices to take measurements, calibration is indispensable. While the purpose of calibration is to reduce bias and uncertainty in the measurements, it can be quite difficult, expensive, and sometimes even impossible to…

Information Theory · Computer Science 2017-11-22 Shuyang Ling , Thomas Strohmer

Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…

Statistics Theory · Mathematics 2026-01-21 Abhinav Chakraborty , Yuetian Luo , Rina Foygel Barber

We analyze a simple prefiltered variation of the least squares estimator for the problem of estimation with biased, semi-parametric noise, an error model studied more broadly in causal statistics and active learning. We prove an oracle…

Machine Learning · Computer Science 2019-02-05 Max Simchowitz , Ross Boczar , Benjamin Recht

Functional partial least squares (FPLS) is commonly used for fitting scalar-on-function regression models. For the sake of accuracy, FPLS demands that each realization of the functional predictor is recorded as densely as possible over the…

Methodology · Statistics 2020-07-14 Zhiyang Zhou , Richard A. Lockhart

In this paper, we address the accuracy of the results for the overdetermined full rank linear least squares problem. We recall theoretical results obtained in Arioli, Baboulin and Gratton, SIMAX 29(2):413--433, 2007, on conditioning of the…

Numerical Analysis · Mathematics 2007-10-04 Marc Baboulin , Jack Dongarra , Serge Gratton , Julien Langou

Least absolute deviation regression is applied using a fixed number of points for all values of the index to estimate the index and scale parameter of the stable distribution using regression methods based on the empirical characteristic…

Computation · Statistics 2018-11-06 J. Martin van Zyl

Least squares is by far the simplest and most commonly applied computational method in many fields. In almost all applications, the least squares objective is rarely the true objective. We account for this discrepancy by parametrizing the…

Optimization and Control · Mathematics 2019-04-12 Shane Barratt , Stephen Boyd

This paper considers fundamental limits for solving sparse inverse problems in the presence of Poisson noise with physical constraints. Such problems arise in a variety of applications, including photon-limited imaging systems based on…

Statistics Theory · Mathematics 2014-03-27 Xin Jiang , Garvesh Raskutti , Rebecca Willett

We define and analyse a least-squares finite element method for a first-order reformulation of the obstacle problem. Moreover, we derive variational inequalities that are based on similar but non-symmetric bilinear forms. A priori error…

Numerical Analysis · Mathematics 2018-01-30 Thomas Führer

Inverse problems constrained by partial differential equations (PDEs) play a critical role in model development and calibration. In many applications, there are multiple uncertain parameters in a model that must be estimated. However, high…

Numerical Analysis · Mathematics 2022-10-27 Joseph Hart , Bart van Bloemen Waanders

We show that adaptive least-squares finite element methods driven by the canonical least-squares functional converge under weak conditions on PDE operator, mesh-refinement, and marking strategy. Contrary to prior works, our plain…

Numerical Analysis · Mathematics 2020-09-07 Thomas Führer , Dirk Praetorius
‹ Prev 1 8 9 10 Next ›