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Using observation data to estimate unknown parameters in computational models is broadly important. This task is often challenging because solutions are non-unique due to the complexity of the model and limited observation data. However,…

Methodology · Statistics 2018-12-18 Jiacheng Wu , Jian-Xun Wang , Shawn C. Shadden

We present a likelihood-free probabilistic inversion method based on normalizing flows for high-dimensional inverse problems. The proposed method is composed of two complementary networks: a summary network for data compression and an…

Machine Learning · Computer Science 2024-12-30 Jice Zeng , Yuanzhe Wang , Alexandre M. Tartakovsky , David Barajas-Solano

We study a nonparametric Bayesian approach to linear inverse problems under discrete observations. We use the discrete Fourier transform to convert our model into a truncated Gaussian sequence model, that is closely related to the classical…

Statistics Theory · Mathematics 2018-10-31 Shota Gugushvili , Aad van der Vaart , Dong Yan

Inverse imaging problems that are ill-posed can be encountered across multiple domains of science and technology, ranging from medical diagnosis to astronomical studies. To reconstruct images from incomplete and distorted data, it is…

Image and Video Processing · Electrical Eng. & Systems 2023-11-30 Cesar F. Caiafa , Ramiro M. Irastorza

In this work we consider the problem of extracting a set of interaction parameters from an high-dimensional dataset describing T independent configurations of a complex system composed of N binary units. This problem is formulated in the…

Statistical Mechanics · Physics 2013-11-04 Iacopo Mastromatteo

The theory of sampling and the reconstruction of data has a wide range of applications and a rich collection of techniques. For many methods a core problem is the estimation of the number of samples needed in order to secure a stable and…

Information Theory · Computer Science 2019-07-30 Laura Thesing , Anders Christian Hansen

In the framework of multidimensional Compressed Sensing (CS), we introduce an analytical reconstruction formula that allows one to recover an $N$th-order $(I_1\times I_2\times \cdots \times I_N)$ data tensor $\underline{\mathbf{X}}$ from a…

Information Theory · Computer Science 2015-06-19 Cesar F. Caiafa , Andrzej Cichocki

This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

This paper analyzes the inverse problem of deautoconvolution in the multi-dimensional case with respect to solution uniqueness and ill-posedness. Deautoconvolution means here the reconstruction of a real-valued $L^2$-function with support…

Numerical Analysis · Mathematics 2023-05-24 Bernd Hofmann , Frank Werner , Yu Deng

We investigate iterative methods with randomized preconditioners for solving overdetermined least-squares problems, where the preconditioners are based on a random embedding of the data matrix. We consider two distinct approaches: the…

Numerical Analysis · Mathematics 2021-04-15 Jonathan Lacotte , Mert Pilanci

The linear inverse source and scattering problems are studied from the perspective of compressed sensing, in particular the idea that sufficient incoherence and sparsity guarantee uniqueness of the solution. By introducing the sensor as…

Data Analysis, Statistics and Probability · Physics 2009-05-19 Albert Fannjiang , Pengchong Yan , Thomas Strohmer

When a linear model is adjusted to control for additional explanatory variables the sign of a fitted coefficient may reverse. Here these reversals are studied using coefficients of determination. The resulting theory can be used to…

Methodology · Statistics 2015-03-11 Brian Knaeble , Seth Dutter

We present a systematic study of the reconstruction of a non-negative function via maximum entropy approach utilizing the information contained in a finite number of moments of the function. For testing the efficacy of the approach, we…

Mathematical Physics · Physics 2015-05-18 Parthapratim Biswas , Arun K. Bhattacharya

In the analysis of complex, nonlinear time series, scientists in a variety of disciplines have relied on a time delayed embedding of their data, i.e. attractor reconstruction. The process has focused primarily on heuristic and empirical…

Chaotic Dynamics · Physics 2015-06-26 Louis M. Pecora , Linda Moniz , Jonathan Nichols , Thomas L. Carroll

Formulating a statistical inverse problem as one of inference in a Bayesian model has great appeal, notably for what this brings in terms of coherence, the interpretability of regularisation penalties, the integration of all uncertainties,…

Statistics Theory · Mathematics 2012-12-19 Natalia A. Bochkina , Peter J. Green

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

Neural networks appear to have mysterious generalization properties when using parameter counting as a proxy for complexity. Indeed, neural networks often have many more parameters than there are data points, yet still provide good…

Machine Learning · Computer Science 2020-05-26 Wesley J. Maddox , Gregory Benton , Andrew Gordon Wilson

The support recovery problem consists of determining a sparse subset of a set of variables that is relevant in generating a set of observations, and arises in a diverse range of settings such as compressive sensing, and subset selection in…

Information Theory · Computer Science 2016-08-31 Jonathan Scarlett , Volkan Cevher

We propose an approach to 3D reconstruction via inverse procedural modeling and investigate two variants of this approach. The first option consists in the fitting set of input parameters using a genetic algorithm. We demonstrate the…

Graphics · Computer Science 2023-10-23 Albert Garifullin , Nikolay Maiorov , Vladimir Frolov

Graphical models are useful tools for describing structured high-dimensional probability distributions. Development of efficient algorithms for learning graphical models with least amount of data remains an active research topic.…

Machine Learning · Computer Science 2021-11-18 Marc Vuffray , Sidhant Misra , Andrey Y. Lokhov
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