English
Related papers

Related papers: Revisiting Rotation Averaging: Uncertainties and R…

200 papers

In this paper, we develop efficient randomized algorithms for estimating probabilistic robustness margin and constructing robustness degradation curve for uncertain dynamic systems. One remarkable feature of these algorithms is their…

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

In order to analyze numerically inverse problems several techniques based on linear and nonlinear stability analysis are presented. These techniques are illustrated on the problem of estimating mobilities and capillary pressure in…

Numerical Analysis · Computer Science 2014-02-12 Jianfeng Zhang , Guy Chavent , Jérôme Jaffré

We consider settings in which the distribution of a multivariate random variable is partly ambiguous. We assume the ambiguity lies on the level of the dependence structure, and that the marginal distributions are known. Furthermore, a…

Mathematical Finance · Quantitative Finance 2020-05-27 Stephan Eckstein , Michael Kupper , Mathias Pohl

This paper proposes a general framework to estimate coefficients of generalized polynomial chaos (gPC) used in uncertainty quantification via rotational sparse approximation. In particular, we aim to identify a rotation matrix such that the…

Computation · Statistics 2021-09-20 Mengqi Hu , Yifei Lou , Xiu Yang

Surface normal estimation from a single image is an important task in 3D scene understanding. In this paper, we address two limitations shared by the existing methods: the inability to estimate the aleatoric uncertainty and lack of detail…

Computer Vision and Pattern Recognition · Computer Science 2021-09-22 Gwangbin Bae , Ignas Budvytis , Roberto Cipolla

Parameter estimation of gravitational wave data is often computationally expensive, requiring simplifying assumptions such as circularisation of binary orbits. Although, if included, the sub-dominant effects like orbital eccentricity may…

General Relativity and Quantum Cosmology · Physics 2025-08-11 Rimo Das , V. Gayathri , Divyajyoti , Sijil Jose , Imre Bartos , Sergey Klimenko , Chandra Kant Mishra

The empirical loss, commonly referred to as the average loss, is extensively utilized for training machine learning models. However, in order to address the diverse performance requirements of machine learning models, the use of the…

Optimization and Control · Mathematics 2024-01-04 Rufeng Xiao , Yuze Ge , Rujun Jiang , Yifan Yan

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

A host of problems involve the recovery of structured signals from a dimensionality reduced representation such as a random projection; examples include sparse signals (compressive sensing) and low-rank matrices (matrix completion). Given…

Information Theory · Computer Science 2012-05-22 Shirin Jalali , Arian Maleki , Richard Baraniuk

Inverse problems, i.e., estimating parameters of physical models from experimental data, are ubiquitous in science and engineering. The Bayesian formulation is the gold standard because it alleviates ill-posedness issues and quantifies…

Machine Learning · Statistics 2024-05-28 Sharmila Karumuri , Ilias Bilionis

Folding uncertainty in theoretical models into Bayesian parameter estimation is necessary in order to make reliable inferences. A general means of achieving this is by marginalizing over model uncertainty using a prior distribution…

General Relativity and Quantum Cosmology · Physics 2016-03-04 Christopher J. Moore , Christopher P. L. Berry , Alvin J. K. Chua , Jonathan R. Gair

Topological loss based on persistent homology has shown promise in various applications. A topological loss enforces the model to achieve certain desired topological property. Despite its empirical success, less is known about the…

Machine Learning · Computer Science 2022-06-14 Yikai Zhang , Jiachen Yao , Yusu Wang , Chao Chen

We consider the problem of mean estimation assuming only finite variance. We study a new class of mean estimators constructed by integrating over random noise applied to a soft-truncated empirical mean estimator. For appropriate choices of…

Statistics Theory · Mathematics 2019-06-26 Matthew J. Holland

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

Numerical Analysis · Mathematics 2020-04-28 Kha Van Huynh , Barbara Kaltenbacher

This paper addresses a backward heat conduction problem with fractional Laplacian and time-dependent coefficient in an unbounded domain. The problem models generalized diffusion processes and is well-known to be severely ill-posed. We…

Numerical Analysis · Mathematics 2022-02-22 Walter C. Simo Tao Lee

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

Flat regions of the neural network loss landscape have long been hypothesized to correlate with better generalization properties. A closely related but distinct problem is training models that are robust to internal perturbations to their…

Machine Learning · Computer Science 2026-02-10 Philip Jacobson , Ben Feinberg , Suhas Kumar , Sapan Agarwal , T. Patrick Xiao , Christopher Bennett

Turbulence is the major cause of friction losses in transport processes and it is responsible for a drastic drag increase in flows over bounding surfaces. While much effort is invested into developing ways to control and reduce turbulence…

Fluid Dynamics · Physics 2018-05-09 J. Kühnen , B. Song , D. Scarselli , N. Budanur , A. Willis , M. Riedl , M. Avila , B. Hof

We explore why many recently proposed robust estimation problems are efficiently solvable, even though the underlying optimization problems are non-convex. We study the loss landscape of these robust estimation problems, and identify the…

Machine Learning · Statistics 2020-05-29 Banghua Zhu , Jiantao Jiao , Jacob Steinhardt

This paper considers the problem of estimating linear dynamic system models when the observations are corrupted by random disturbances with nonstandard distributions. The paper is particularly motivated by applications where sensor…

Methodology · Statistics 2018-07-09 Johan Dahlin , Adrian Wills , Brett Ninness