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In this paper, we consider robust control using randomized algorithms. We extend the existing order statistics distribution theory to the general case in which the distribution of population is not assumed to be continuous and the order…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Kemin Zhou

Alternative iterative methods for a nonexpansive mapping in a Banach space are proposed and proved to be convergent to a common solution to a fixed point problem and a variational inequality. We give rates of asymptotic regularity for such…

Functional Analysis · Mathematics 2009-06-01 Vittorio Colao , Laurentiu Leustean , Genaro Lopez , Victoria Martin-Marquez

The authors discuss how general regularization schemes, in particular linear regularization schemes and projection schemes, can be used to design tests for signal detection in statistical inverse problems. It is shown that such tests can…

Statistics Theory · Mathematics 2013-04-04 Clément Marteau , Peter Mathé

This paper develops meshless methods for probabilistically describing discretisation error in the numerical solution of partial differential equations. This construction enables the solution of Bayesian inverse problems while accounting for…

Methodology · Statistics 2017-12-20 Jon Cockayne , Chris Oates , Tim Sullivan , Mark Girolami

In this paper, we will present a generalization for a minimization problem from I. Daubechies, M. Defrise, and C. Demol [3]. This generalization is useful for solving many practical problems in which more than one constraint are involved.…

Optimization and Control · Mathematics 2019-12-20 Saman Khoramian

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

In this work we are interested in general linear inverse problems where the corresponding forward problem is solved iteratively using fixed point methods. Then one-shot methods, which iterate at the same time on the forward problem solution…

Numerical Analysis · Mathematics 2024-05-15 Marcella Bonazzoli , Houssem Haddar , Tuan Anh Vu

Rerandomization is a strategy of increasing efficiency as compared to complete randomization. The idea with rerandomization is that of removing allocations with imbalance in the observed covariates and then randomizing within the set of…

Methodology · Statistics 2019-11-07 Junni L. Zhang , Per Johansson

In this paper, we develop a general theory of truncated inverse binomial sampling. In this theory, the fixed-size sampling and inverse binomial sampling are accommodated as special cases. In particular, the classical Chernoff-Hoeffding…

Statistics Theory · Mathematics 2019-08-20 Xinjia Chen

Inverse normal transformations applied to the partially overlapping samples t-tests by Derrick et.al. (2017) are considered for their Type I error robustness and power. The inverse normal transformation solutions proposed in this paper are…

Computation · Statistics 2017-08-02 Ben Derrick , Paul White , Deirdre Toher

Sample reuse techniques have significantly reduced the numerical complexity of probabilistic robustness analysis. Existing results show that for a nested collection of hyper-spheres the complexity of the problem of performing $N$ equivalent…

Optimization and Control · Mathematics 2008-05-13 Xinjia Chen , Jorge L. Aravena , Kemin Zhou

We present the first framework to solve linear inverse problems leveraging pre-trained latent diffusion models. Previously proposed algorithms (such as DPS and DDRM) only apply to pixel-space diffusion models. We theoretically analyze our…

Machine Learning · Computer Science 2023-07-04 Litu Rout , Negin Raoof , Giannis Daras , Constantine Caramanis , Alexandros G. Dimakis , Sanjay Shakkottai

We consider linear problems in the worst case setting. That is, given a linear operator and a pool of admissible linear measurements, we want to approximate the values of the operator uniformly on a convex and balanced set by means of…

Numerical Analysis · Mathematics 2024-03-05 David Krieg , Peter Kritzer

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

We prove a general quantitative theorem on the asymptotic behavior of stochastic quasi-Fej\'er monotone sequences in a broad metric context. Concretely, our result explicitly constructs a rate of convergence for such process, both in mean…

Optimization and Control · Mathematics 2026-05-08 Nicholas Pischke , Thomas Powell

Deep neural networks, when optimized with sufficient data, provide accurate representations of high-dimensional functions; in contrast, function approximation techniques that have predominated in scientific computing do not scale well with…

Data Analysis, Statistics and Probability · Physics 2021-03-15 Grant M. Rotskoff , Andrew R. Mitchell , Eric Vanden-Eijnden

In this paper we consider the solution of monotone inverse problems using the particular example of a parameter identification problem for a semilinear parabolic PDE. For the regularized solution of this problem, we introduce a total…

Numerical Analysis · Mathematics 2025-02-26 Pankaj Gautam , Markus Grasmair

The problem of object restoration in the case of spatially incoherent illumination is considered. A regularized solution to the inverse problem is obtained through a probabilistic approach, and a numerical algorithm based on the statistical…

Optics · Physics 2009-11-13 Enrico De Micheli , Giovanni Alberto Viano

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

Motivated by recent work on stochastic gradient descent methods, we develop two stochastic variants of greedy algorithms for possibly non-convex optimization problems with sparsity constraints. We prove linear convergence in expectation to…

Numerical Analysis · Mathematics 2014-07-02 Nam Nguyen , Deanna Needell , Tina Woolf
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