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Inverse optimization, determining parameters of an optimization problem that render a given solution optimal, has received increasing attention in recent years. While significant inverse optimization literature exists for convex…

Optimization and Control · Mathematics 2021-09-02 Merve Bodur , Timothy C. Y. Chan , Ian Yihang Zhu

High fidelity models used in many science and engineering applications couple multiple physical states and parameters. Inverse problems arise when a model parameter cannot be determined directly, but rather is estimated using (typically…

Optimization and Control · Mathematics 2020-12-30 Isaac Sunseri , Joseph Hart , Bart van Bloemen Waanders , Alen Alexanderian

Entropy and information can be considered dual: entropy is a measure of the subspace defined by the information constraining the given ambient space. Negative entropies, arising in na\"ive extensions of the definition of entropy from…

Probability · Mathematics 2023-03-06 Daniel Lazarev

Model inadequacy and measurement uncertainty are two of the most confounding aspects of inference and prediction in quantitative sciences. The process of scientific inference (the inverse problem) and prediction (the forward problem)…

Data Analysis, Statistics and Probability · Physics 2017-11-30 Amir Shahmoradi

Inverse problems in imaging are typically ill-posed and are usually solved by employing regularized optimization techniques. The usage of appropriate constraints can restrict the solution space, thus making it feasible for a reconstruction…

Image and Video Processing · Electrical Eng. & Systems 2025-11-14 Jasleen Birdi , Tamal Majumder , Debanjan Halder , Muskan Kularia , Kedar Khare

We consider the problem of reducing the dimensions of parameters and data in non-Gaussian Bayesian inference problems. Our goal is to identify an "informed" subspace of the parameters and an "informative" subspace of the data so that a…

Computation · Statistics 2022-07-19 Ricardo Baptista , Youssef Marzouk , Olivier Zahm

Information theory provides tools to predict the performance of a learning algorithm on a given dataset. For instance, the accuracy of learning an unknown parameter can be upper bounded by reducing the learning task to hypothesis testing…

Quantum Physics · Physics 2026-04-21 Evan Peters

Inverse problems exist in many domains such as phase imaging, image processing, and computer vision. These problems are often solved with application-specific algorithms, even though their nature remains the same: mapping input image(s) to…

Computational Physics · Physics 2021-10-22 Feng Wang , Alberto Eljarrat , Johannes Müller , Trond Henninen , Erni Rolf , Christoph Koch

The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…

Methodology · Statistics 2017-05-05 V. Yu. Terebizh

The reconstruction of an unknown quantity from noisy measurements is a mathematical problem relevant in most applied sciences, for example, in medical imaging, radar inverse scattering, or astronomy. This underlying mathematical problem is…

Optimization and Control · Mathematics 2025-10-14 Nina M. Gottschling , David Iagaru , Jakob Gawlikowski , Ioannis Sgouralis

In a variety of scientific applications we wish to characterize a physical system using measurements or observations. This often requires us to solve an inverse problem, which usually has non-unique solutions so uncertainty must be…

Geophysics · Physics 2022-05-19 Xin Zhang , Muhammad Atif Nawaz , Xuebin Zhao , Andrew Curtis

This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

A machine that learns a task from observations must encounter and process uncertainty and novelty, especially when it is to maintain performance when observing new information and to select the hypothesis that best fits the current…

Machine Learning · Computer Science 2026-04-17 Derek S. Prijatelj , Timothy J. Ireland , Walter J. Scheirer

A novel definition of the stimulus-specific information is presented, which is particularly useful when the stimuli constitute a continuous and metric set, as for example, position in space. The approach allows one to build the spatial…

Disordered Systems and Neural Networks · Physics 2007-05-23 Michele Bezzi , Ines Samengo , Stefan Leutgeb , Sheri Mizumori

Given noisy data, function estimation is considered when the unknown function is known apriori to consist of a small number of regions where the function is either convex or concave. When the regions are known apriori, the estimate is…

Methodology · Statistics 2020-02-18 Kurt S. Riedel

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

Density ratio estimation serves as an important technique in the unsupervised machine learning toolbox. However, such ratios are difficult to estimate for complex, high-dimensional data, particularly when the densities of interest are…

Machine Learning · Computer Science 2021-07-07 Kristy Choi , Madeline Liao , Stefano Ermon

We consider an inverse source problem for partially coherent light propagating in the Fresnel regime. The data is the coherence of the field measured away from the source. The reconstruction is based on a minimum residue formulation, which…

The inverse problem is studied in multi-body systems with nonlinear dynamics representing, e.g., phase-locked wave systems, standard multimode and random lasers. Using a general model for four-body interacting complex-valued variables we…

Disordered Systems and Neural Networks · Physics 2017-08-01 Alessia Marruzzo , Payal Tyagi , Fabrizio Antenucci , Andrea Pagnani , Luca Leuzzi

In information fusion, one is often confronted with the following problem: given a preexisting set of measurements about an unknown quantity, what new measurements should one collect in order to accomplish a given fusion task with optimal…

Functional Analysis · Mathematics 2015-05-28 Matthew Fickus , Dustin G. Mixon , Miriam J. Poteet
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