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Subspace recycling techniques have been used quite successfully for the acceleration of iterative methods for solving large-scale linear systems. These methods often work by augmenting a solution subspace generated iteratively by a known…

Numerical Analysis · Mathematics 2021-05-18 Ronny Ramlau , Kirk M. Soodhalter , Victoria Hutterer

Computing the regularized solution of Bayesian linear inverse problems as well as the corresponding regularization parameter is highly desirable in many applications. This paper proposes a novel iterative method, termed the Projected Newton…

Numerical Analysis · Mathematics 2025-04-08 Haibo Li

A common task in inverse problems and imaging is finding a solution that is sparse, in the sense that most of its components vanish. In the framework of compressed sensing, general results guaranteeing exact recovery have been proven. In…

Numerical Analysis · Mathematics 2021-04-29 Monica Pragliola , Daniela Calvetti , Erkki Somersalo

Inverse problems are characterized by their inherent non-uniqueness and sensitivity with respect to data perturbations. Their stable solution requires the application of regularization methods including variational and iterative…

Numerical Analysis · Mathematics 2023-10-17 Aviv Gibali , Markus Haltmeier

Many imaging problems require solving an inverse problem that is ill-conditioned or ill-posed. Imaging methods typically address this difficulty by regularising the estimation problem to make it well-posed. This often requires setting the…

Methodology · Statistics 2020-08-17 Ana F. Vidal , Valentin De Bortoli , Marcelo Pereyra , Alain Durmus

In this work, we develop a Bayesian framework for solving inverse problems in which the unknown parameter belongs to a space of Radon measures taking values in a separable Hilbert space. The inherent ill-posedness of such problems is…

Statistics Theory · Mathematics 2025-05-02 Phuoc-Truong Huynh

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

We show that regularizing Bayesian predictive regressions provides a framework for prior sensitivity analysis. We develop a procedure that jointly regularizes expectations and variance-covariance matrices using a pair of shrinkage priors.…

Methodology · Statistics 2017-09-15 Guanhao Feng , Nicholas G. Polson

We develop a Bayesian approach called Bayesian projected calibration to address the problem of calibrating an imperfect computer model using observational data from a complex physical system. The calibration parameter and the physical…

Methodology · Statistics 2019-02-08 Fangzheng Xie , Yanxun Xu

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

A simulation is useful when the phenomenon of interest is either expensive to regenerate or irreproducible with the same context. Recently, Bayesian inference on the distribution of the simulation input parameter has been implemented…

Machine Learning · Computer Science 2022-11-07 Dongjun Kim , Kyungwoo Song , Seungjae Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

Machine Learning · Statistics 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

Sliced Inverse Regression (SIR) is an effective method for dimension reduction in high-dimensional regression problems. The original method, however, requires the inversion of the predictors covariance matrix. In case of collinearity…

Statistics Theory · Mathematics 2011-04-01 C. Bernard-Michel , L. Gardes , S. Girard

Gaussian processes are a flexible Bayesian nonparametric modelling approach that has been widely applied but poses computational challenges. To address the poor scaling of exact inference methods, approximation methods based on sparse…

Machine Learning · Statistics 2021-06-01 Rui Meng , Herbert Lee , Soper Braden , Priyadip Ray

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

A central theme in classical algorithms for the reconstruction of discontinuous functions from observational data is perimeter regularization via the use of the total variation. On the other hand, sparse or noisy data often demands a…

Optimization and Control · Mathematics 2020-04-13 Oliver R. A. Dunbar , Matthew M. Dunlop , Charles M. Elliott , Viet Ha Hoang , Andrew M. Stuart

Image super-resolution (SR) is one of the long-standing and active topics in image processing community. A large body of works for image super resolution formulate the problem with Bayesian modeling techniques and then obtain its…

Computer Vision and Pattern Recognition · Computer Science 2012-09-20 Haichao Zhang , David Wipf , Yanning Zhang

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao
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