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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…

We consider compressed sensing of block-sparse signals, i.e., sparse signals that have nonzero coefficients occurring in clusters. An uncertainty relation for block-sparse signals is derived, based on a block-coherence measure, which we…

Information Theory · Computer Science 2015-05-13 Yonina C. Eldar , Patrick Kuppinger , Helmut Bölcskei

Sparse recovery is one of the most fundamental and well-studied inverse problems. Standard statistical formulations of the problem are provably solved by general convex programming techniques and more practical, fast (nearly-linear time)…

Data Structures and Algorithms · Computer Science 2022-03-09 Jonathan A. Kelner , Jerry Li , Allen Liu , Aaron Sidford , Kevin Tian

Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…

Signal Processing · Electrical Eng. & Systems 2018-08-01 Mario Coutino , Sundeep Prabhakar Chepuri , Geert Leus

This paper aims to develop and analyze a numerical scheme for solving the backward problem of semilinear subdiffusion equations. We establish the existence, uniqueness, and conditional stability of the solution to the inverse problem by…

Numerical Analysis · Mathematics 2025-05-07 Xu Wu , Jiang Yang , Zhi Zhou

In this paper we propose optimisation methods for variational regularisation problems based on discretising the inverse scale space flow with discrete gradient methods. Inverse scale space flow generalises gradient flows by incorporating a…

Optimization and Control · Mathematics 2020-02-11 Martin Benning , Erlend S. Riis , Carola-Bibiane Schönlieb

In statistical learning framework with regressions, interactions are the contributions to the response variable from the products of the explanatory variables. In high-dimensional problems, detecting interactions is challenging due to…

Methodology · Statistics 2019-10-01 Cheng Yong Tang , Ethan X. Fang , Yuexiao Dong

We consider high dimensional sparse regression, and develop strategies able to deal with arbitrary -- possibly, severe or coordinated -- errors in the covariance matrix $X$. These may come from corrupted data, persistent experimental…

Machine Learning · Statistics 2013-01-15 Yudong Chen , Constantine Caramanis , Shie Mannor

We propose a novel numerical approach for nonlocal diffusion equations [8] with integrable kernels, based on the relationship between the backward Kolmogorov equation and backward stochastic differential equations (BSDEs) driven by L\`{e}vy…

Numerical Analysis · Mathematics 2015-07-28 Guannan Zhang , Weidong Zhao , Clayton Webster , Max Gunzburger

The problem of identifying the diffusion parameter appearing in a nonlocal steady diffusion equation is considered. The identification problem is formulated as an optimal control problem having a matching functional as the objective of the…

Optimization and Control · Mathematics 2015-02-03 Marta D'Elia , Max Gunzburger

The problem of finding the sparsest solution to a linear underdetermined system of equations, often appearing, e.g., in data analysis, optimal control, system identification, or sensor selection problems, is considered. This non-convex…

Optimization and Control · Mathematics 2026-03-17 Maya V. Marmary , Christian Grussler

An efficient nonlinear contrast source inversion scheme for electromagnetic imaging of sparse two-dimensional investigation domains is proposed. To avoid generating a sequence of linear sparse optimization problems, the non-linearity is…

Signal Processing · Electrical Eng. & Systems 2021-04-13 Ali I. Sandhu , Abdulla Desmal , Hakan Bagci

Optimization algorithms for solving nonconvex inverse problem have attracted significant interests recently. However, existing methods require the nonconvex regularization to be smooth or simple to ensure convergence. In this paper, we…

Computer Vision and Pattern Recognition · Computer Science 2020-03-26 Qingchao Zhang , Xiaojing Ye , Hongcheng Liu , Yunmei Chen

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

The kernel herding algorithm is used to construct quadrature rules in a reproducing kernel Hilbert space (RKHS). While the computational efficiency of the algorithm and stability of the output quadrature formulas are advantages of this…

Numerical Analysis · Mathematics 2022-07-18 Kazuma Tsuji , Ken'ichiro Tanaka

Second-order partial differential equations in non-divergence form are considered. Equations of this kind typically arise as subproblems for the solution of Hamilton-Jacobi-Bellman equations in the context of stochastic optimal control, or…

Numerical Analysis · Mathematics 2020-08-13 Jan Blechschmidt , Roland Herzog , Max Winkler

This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…

Statistics Theory · Mathematics 2026-04-17 Shaokang Zu , Junxiong Jia , Zhiguo Wang

Inverse problems involving partial differential equations (PDEs) are widely used in science and engineering. Although such problems are generally ill-posed, different regularisation approaches have been developed to ameliorate this problem.…

Applications · Statistics 2022-03-23 Jan Povala , Ieva Kazlauskaite , Eky Febrianto , Fehmi Cirak , Mark Girolami

In this work, we study the problem of reconstructing a sparse signal from a limited number of linear 'incoherent' noisy measurements, when a part of its support is known. The known part of the support may be available from prior knowledge…

Information Theory · Computer Science 2009-10-12 Wei Lu , Namrata Vaswani

Solving nonlinear partial differential equations (PDEs) using kernel methods offers a compelling alternative to traditional numerical solvers. However, the performance of these methods strongly depends on the choice of kernel. In this work,…

Machine Learning · Statistics 2026-05-12 Fatima-Zahrae El-Boukkouri , Josselin Garnier , Olivier Roustant