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Sharp asymptotic lower bounds of the expected quadratic variation of discretization error in stochastic integration are given. The theory relies on inequalities for the kurtosis and skewness of a general random variable which are themselves…

Probability · Mathematics 2012-04-04 Masaaki Fukasawa

In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…

Numerical Analysis · Mathematics 2023-01-12 Tim Jahn

In this paper we address the problem of discretization in the context of learning Bayesian networks (BNs) from data containing both continuous and discrete variables. We describe a new technique for <EM>multivariate</EM> discretization,…

Artificial Intelligence · Computer Science 2013-02-01 Stefano Monti , Gregory F. Cooper

We consider the inverse conductivity problem with discontinuous conductivities. We show in a rigorous way, by a convergence analysis, that one can construct a completely discrete minimization problem whose solution is a good approximation…

Analysis of PDEs · Mathematics 2021-12-23 Alessandro Felisi , Luca Rondi

This paper considers a disturbance attenuation problem for a linear discrete time invariant system under random disturbances with imprecisely known probability distributions. The statistical uncertainty is measured in terms of relative…

Systems and Control · Computer Science 2015-03-19 Michael M. Tchaikovsky , Alexander P. Kurdyukov , Victor N. Timin

Anisotropic diffusion is a well recognized tool in digital image processing, including edge detection and denoising. We present here a particular nonlinear time-dependent operator together with an appropriate high-order discretization for…

Numerical Analysis · Mathematics 2022-04-29 Lorella Fatone , Daniele Funaro

Feature-preserving mesh denoising has received noticeable attention in visual media, with the aim of recovering high-fidelity, clean mesh shapes from the ones that are contaminated by noise. Existing denoising methods often design smaller…

Graphics · Computer Science 2023-04-04 Weijia Wang , Wei Pan , Chaofan Dai , Richard Dazeley , Lei Wei , Bernard Rolfe , Xuequan Lu

Deep metric learning algorithms have been utilized to learn discriminative and generalizable models which are effective for classifying unseen classes. In this paper, a novel noise tolerant deep metric learning algorithm is proposed. The…

Machine Learning · Computer Science 2019-04-09 Soumyadeep Ghosh , Richa Singh , Mayank Vatsa

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

This paper investigates the formulation and implementation of Bayesian inverse problems to learn input parameters of partial differential equations (PDEs) defined on manifolds. Specifically, we study the inverse problem of determining the…

Numerical Analysis · Mathematics 2019-10-24 John Harlim , Daniel Sanz-Alonso , Ruiyi Yang

Recent work on Bayesian optimization has shown its effectiveness in global optimization of difficult black-box objective functions. Many real-world optimization problems of interest also have constraints which are unknown a priori. In this…

Machine Learning · Statistics 2014-03-25 Michael A. Gelbart , Jasper Snoek , Ryan P. Adams

Diffusion models have become fundamental tools for modeling data distributions in machine learning. Despite their success, these models face challenges when generating data with extreme brightness values, as evidenced by limitations…

Machine Learning · Statistics 2026-04-10 Takuro Kutsuna

This paper discusses the error and cost aspects of ill-posed integral equations when given discrete noisy point evaluations on a fine grid. Standard solution methods usually employ discretization schemes that are directly induced by the…

Numerical Analysis · Mathematics 2025-04-04 Michael Griebel , Tim Jahn

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by Poisson noise. A proper data fidelity term (log-likelihood) is introduced to reflect the Poisson statistics of the noise. On…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck

Machine learning methods for computational imaging require uncertainty estimation to be reliable in real settings. While Bayesian models offer a computationally tractable way of recovering uncertainty, they need large data volumes to be…

Machine Learning · Computer Science 2020-08-24 Francesco Tonolini , Jack Radford , Alex Turpin , Daniele Faccio , Roderick Murray-Smith

For a model convection-diffusion problem, we address the presence of oscillatory discrete solutions, and study difficulties in recovering standard approximation results for its solution. We justify the presence of non-physical oscillations…

Numerical Analysis · Mathematics 2026-01-15 Constantin Bacuta

Rotation averaging is a key subproblem in applications of computer vision and robotics. Many methods for solving this problem exist, and there are also several theoretical results analyzing difficulty and optimality. However, one aspect…

Computer Vision and Pattern Recognition · Computer Science 2025-09-03 Carl Olsson , Yaroslava Lochman , Johan Malmport , Christopher Zach

We investigate the use of neural networks (NNs) for the estimation of hidden model parameters and uncertainty quantification from noisy observational data for inverse parameter estimation problems. We formulate the parameter estimation as a…

Numerical Analysis · Mathematics 2025-10-17 German Villalobos , Johann Rudi , Andreas Mang

We consider an inverse problem for the linear one-dimensional wave equation with variable coefficients consisting in determining an unknown source term from a boundary observation. A method to obtain approximations of this inverse problem…

Numerical Analysis · Mathematics 2025-01-22 Carlos Castro , Sorin Micu

In this paper, by means of a standard model problem, we devise an approach to computing approximate dual bounds for use in global optimization of coefficient identification in partial differential equations (PDEs) by, e.g., (spatial)…

Numerical Analysis · Mathematics 2026-03-20 Barbara Kaltenbacher , Paul Manns