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Predictive estimation, which comprises model calibration, model prediction, and validation, is a common objective when performing inverse uncertainty quantification (UQ) in diverse scientific applications. These techniques typically require…

Numerical Analysis · Mathematics 2024-07-17 Ningxin Yang , Truong Le , Lidija Zdravković , David M. Potts

Nonlinear inverse problems have complicated landscapes. Hence the calculation with naive iterative schemes (e.g., Gauss-Newton or conjugate gradients) is trapped in local minima. The (first) Born approximation can avoid this trapping but…

Numerical Analysis · Mathematics 2025-12-02 Akari Ishida , Manabu Machida

Gaussian process surrogates are a popular alternative to directly using computationally expensive simulation models. When the simulation output consists of many responses, dimension-reduction techniques are often employed to construct these…

Methodology · Statistics 2023-05-04 Moses Y-H. Chan , Matthew Plumlee , Stefan M. Wild

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

Inverse problems are the task of calibrating models to match data. They play a pivotal role in diverse engineering applications by allowing practitioners to align models with reality. In many applications, engineers and scientists do not…

Machine Learning · Computer Science 2026-03-05 Pengyu Zhang , Arnaud Vadeboncoeur , Alex Glyn-Davies , Mark Girolami

We consider the use of Gaussian process (GP) priors for solving inverse problems in a Bayesian framework. As is well known, the computational complexity of GPs scales cubically in the number of datapoints. We here show that in the context…

Machine Learning · Statistics 2022-09-01 Cédric Travelletti , David Ginsbourger , Niklas Linde

Consider the problem of finding an optimal value of some objective functional subject to constraints over numerical domain. This type of problem arises frequently in practical engineering tasks. Nowdays almost all general methods for…

Optimization and Control · Mathematics 2019-09-13 Sergey Karpukhin

The processing of data which contain missing values is a complicated and always awkward problem, when the data come from real-world contexts. In applications, we are very often in front of observations for which all the values are not…

Statistics Theory · Mathematics 2007-10-04 Marie Cottrell , Patrick Letrémy

Solving inverse problems continues to be a challenge in a wide array of applications ranging from deblurring, image inpainting, source separation etc. Most existing techniques solve such inverse problems by either explicitly or implicitly…

Computer Vision and Pattern Recognition · Computer Science 2018-06-05 Rushil Anirudh , Jayaraman J. Thiagarajan , Bhavya Kailkhura , Timo Bremer

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

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by…

Numerical Analysis · Mathematics 2020-08-26 Dimitris G. Giovanis , Michael D. Shields

Approximate computing has shown to provide new ways to improve performance and power consumption of error-resilient applications. While many of these applications can be found in image processing, data classification or machine learning, we…

Numerical Analysis · Computer Science 2017-03-08 Michael Lass , Thomas D. Kühne , Christian Plessl

The ability to readily design novel materials with chosen functional properties on-demand represents a next frontier in materials discovery. However, thoroughly and efficiently sampling the entire design space in a computationally tractable…

Materials Science · Physics 2021-06-08 Victor Fung , Jiaxin Zhang , Guoxiang Hu , P. Ganesh , Bobby G. Sumpter

Predict a new response from a covariate is a challenging task in regression, which raises new question since the era of high-dimensional data. In this paper, we are interested in the inverse regression method from a theoretical viewpoint.…

Statistics Theory · Mathematics 2018-07-10 Emilie Devijver , Emeline Perthame

For many materials, macroscopic mechanical behavior is determined by an intricate microstructure. Understanding the relation between these two scales helps scientists and engineers design better materials. The relation which maps…

Computational Physics · Physics 2026-05-13 Arnaud Vadeboncoeur , Mark Girolami , Kaushik Bhattacharya , Andrew M. Stuart

Background: Scatterometry is a fast, indirect and non-destructive optical method for quality control in the production of lithography masks. To solve the inverse problem in compliance with the upcoming need for improved accuracy, a…

Data Analysis, Statistics and Probability · Physics 2020-05-12 Nando Farchmin , Martin Hammerschmidt , Philipp-Immanuel Schneider , Matthias Wurm , Bernd Bodermann , Markus Bär , Sebastian Heidenreich

Numerical simulations are crucial for modeling complex systems, but calibrating them becomes challenging when data are noisy or incomplete and likelihood evaluations are computationally expensive. Bayesian calibration offers an interesting…

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

In ill-posed dynamic inverse problems expected spatial features and temporal correlation between frames can be leveraged to improve the quality of the computed solution, in particular when the available data are limited and the…

Inverse problems involve making inference about unknown parameters of a physical process using observational data. This paper investigates an important class of inverse problems -- the estimation of the initial condition of a…

Methodology · Statistics 2023-02-09 Xiao Liu , Kyongmin Yeo
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