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The prediction of time series is a challenging task relevant in such diverse applications as analyzing financial data, forecasting flow dynamics or understanding biological processes. Especially chaotic time series that depend on a long…

Machine Learning · Computer Science 2024-12-06 Johannes Viehweg , Dominik Walther , Patrick Mäder

Dynamic inverse problems are challenging to solve due to the need to identify and incorporate appropriate regularization in both space and time. Moreover, the very large scale nature of such problems in practice presents an enormous…

Numerical Analysis · Mathematics 2025-01-23 Toluwani Okunola , Mirjeta Pasha , Misha Kilmer , Melina Freitag

The optimal operation of water reservoir systems is a challenging task involving multiple conflicting objectives. The main source of complexity is the presence of the water inflow, which acts as an exogenous, highly uncertain disturbance on…

Systems and Control · Electrical Eng. & Systems 2023-09-04 Raffaele Giuseppe Cestari , Andrea Castelletti , Simone Formentin

Model predictive control is a powerful tool to generate complex motions for robots. However, it often requires solving non-convex problems online to produce rich behaviors, which is computationally expensive and not always practical in real…

Robotics · Computer Science 2022-09-21 Avadesh Meduri , Huaijiang Zhu , Armand Jordana , Ludovic Righetti

Given a pair of multivariate time-series data of the same length and dimensions, an approach is proposed to select variables and time intervals where the two series are significantly different. In applications where one time series is an…

Methodology · Statistics 2024-12-11 Kensuke Mitsuzawa , Margherita Grossi , Stefano Bortoli , Motonobu Kanagawa

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

Computation · Statistics 2019-04-12 Tiangang Cui , Colin Fox , Michael J O'Sullivan

The problem of estimating certain distributions over $\{0,1\}^d$ is considered here. The distribution represents a quantum system of $d$ qubits, where there are non-trivial dependencies between the qubits. A maximum entropy approach is…

Computation · Statistics 2019-03-08 Ryan Bennink , Ajay Jasra , Kody J. H. Law , Pavel Lougovski

Rotation estimation plays a fundamental role in computer vision and robot tasks, and extremely robust rotation estimation is significantly useful for safety-critical applications. Typically, estimating a rotation is considered a non-linear…

Computer Vision and Pattern Recognition · Computer Science 2025-06-16 Yinlong Liu , Tianyu Huang , Zhi-Xin Yang

The motivation of this work is the detection of cerebrovascular accidents by microwave tomographic imaging. This requires the solution of an inverse problem relying on a minimization algorithm (for example, gradient-based), where successive…

Computational Engineering, Finance, and Science · Computer Science 2020-03-23 P. -H. Tournier , I. Aliferis , M. Bonazzoli , M. de Buhan , M. Darbas , V. Dolean , F. Hecht , P. Jolivet , I. El Kanfoud , C. Migliaccio , F. Nataf , C. Pichot , S. Semenov

The task of accurately locating fluid phase boundaries by means of computer simulation is hampered by problems associated with sampling both coexisting phases in a single simulation run. We explain the physical background to these problems…

Statistical Mechanics · Physics 2009-11-07 N. B. Wilding

This paper is dedicated to addressing the simultaneous inversion problem involving the initial value and space-dependent source term in a time-fractional diffusion-wave equation. Firstly, we establish the uniqueness of the inverse problem…

Numerical Analysis · Mathematics 2025-02-25 Yun Zhang , Xiaoli Feng , Xiongbin Yan

Inverse scattering problems have many important applications. In this paper, given limited aperture data, we propose a Bayesian method for the inverse acoustic scattering to reconstruct the shape of an obstacle. The inverse problem is…

Analysis of PDEs · Mathematics 2019-05-30 Zhaoxiang Li , Zhiliang Deng , Jiguang Sun

We consider the inverse problem of estimating parameters of a driven diffusion (e.g., the underlying fluid flow, diffusion coefficient, or source terms) from point measurements of a passive scalar (e.g., the concentration of a pollutant).…

Numerical Analysis · Mathematics 2019-05-22 Jeff Borggaard , Nathan E. Glatt-Holtz , Justin A. Krometis

Inverse problems aim to determine parameters from observations, a crucial task in engineering and science. Lately, generative models, especially diffusion models, have gained popularity in this area for their ability to produce realistic…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Gabriel della Maggiora , Luis Alberto Croquevielle , Nikita Deshpande , Harry Horsley , Thomas Heinis , Artur Yakimovich

Diffusion models have emerged as powerful generative priors for solving inverse imaging problems. However, their practical deployment is hindered by the substantial computational cost of slow, multi-step sampling. Although Consistency…

Image and Video Processing · Electrical Eng. & Systems 2025-12-04 Amirreza Tanevardi , Pooria Abbas Rad Moghadam , Seyed Mohammad Eshtehardian , Sajjad Amini , Babak Khalaj

Humans have a strong intuitive understanding of physical processes such as fluid falling by just a glimpse of such a scene picture, i.e., quickly derived from our immersive visual experiences in memory. This work achieves such a…

Computer Vision and Pattern Recognition · Computer Science 2023-04-11 Jinxian Liu , Ye Chen , Bingbing Ni , Jiyao Mao , Zhenbo Yu

A Bayesian approach to nonlinear inverse problems is considered where the unknown quantity (input) is a random spatial field. The forward model is complex and non-linear, therefore computationally expensive. An emulator-based methodology is…

Applications · Statistics 2021-05-11 Anirban Mondal , Bani Mallick

Nested simulation is a natural approach to tackle nested estimation problems in operations research and financial engineering. The outer-level simulation generates outer scenarios and the inner-level simulations are run in each outer…

Risk Management · Quantitative Finance 2022-03-31 Kun Zhang , Ben Mingbin Feng , Guangwu Liu , Shiyu Wang

Stochastic inverse problems considered in this article consist of estimating the probability distributions of intrinsically random inputs of computer models. These estimations are based on observable outputs affected by model noise, and…

Statistics Theory · Mathematics 2025-03-17 Nicolas Bousquet , Mélanie Blazère , Thomas Cerbelaud

We consider an inverse source two-parameter sub-diffusion model subject to a nonlocal initial condition. The problem models several physical processes, among them are the microwave heating and light propagation in photoelectric cells. A…

Numerical Analysis · Mathematics 2019-12-16 Khaled M. Furati , Kassem Mustapha , Ibrahim O. Sarumi , Olaniyi S. Iyiola