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One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations…

Machine Learning · Statistics 2013-02-22 Oren Rippel , Ryan Prescott Adams

Parameter estimation, which represents a classical inverse problem, is often ill-posed as different parameter combinations can yield identical outputs. This non-uniqueness poses a critical barrier to accurate and unique identification. This…

Artificial Intelligence · Computer Science 2025-10-02 Feiqin Zhu , Dmitrii Torbunov , Zhongjing Jiang , Tianqiao Zhao , Amirthagunaraj Yogarathnam , Yihui Ren , Meng Yue

In data-driven inverse optimization an observer aims to learn the preferences of an agent who solves a parametric optimization problem depending on an exogenous signal. Thus, the observer seeks the agent's objective function that best…

Optimization and Control · Mathematics 2017-07-25 Peyman Mohajerin Esfahani , Soroosh Shafieezadeh-Abadeh , Grani Adiwena Hanasusanto , Daniel Kuhn

This work presents novel extensions for combining two frameworks for quantifying both aleatoric (i.e., irreducible) and epistemic (i.e., reducible) sources of uncertainties in the modeling of engineered systems. The data-consistent (DC)…

Machine Learning · Statistics 2024-03-07 Taylor Roper , Harri Hakula , Troy Butler

We analyze in this paper the performance of a newly developed globally convergent numerical method for a coefficient inverse problem for the case of multi-frequency experimental backscatter data associated to a single incident wave. These…

Numerical Analysis · Mathematics 2017-06-07 Dinh-Liem Nguyen , Michael V. Klibanov , Loc H. Nguyen , Aleksandr E. Kolesov , Michael A. Fiddy , Hui Liu

Inverse problems are concerned with the reconstruction of unknown physical quantities using indirect measurements and are fundamental across diverse fields such as medical imaging, remote sensing, and material sciences. These problems serve…

Numerical Analysis · Mathematics 2025-06-16 Carola-Bibiane Schönlieb , Zakhar Shumaylov

Uncertainty quantification is critical in scientific inverse problems to distinguish identifiable parameters from those that remain ambiguous given available measurements. The Conditional Diffusion Model-based Inverse Problem Solver (CDI)…

Machine Learning · Computer Science 2026-01-27 Dmitrii Torbunov , Yihui Ren , Lijun Wu , Yimei Zhu

The problem of modeling the relationship between univariate distributions and one or more explanatory variables has found increasing interest. Traditional functional data methods cannot be applied directly to distributional data because of…

Methodology · Statistics 2025-02-04 Yidong Zhou , Hans-Georg Müller

This paper studies a basic model of a dynamical distribution network, where the network topology is given by a directed graph with storage variables corresponding to the vertices and flow inputs corresponding to the edges. We aim at…

Optimization and Control · Mathematics 2014-11-13 Jieqiang Wei , Arjan J. van der Schaft

This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…

Computation · Statistics 2011-05-31 F. Orieux , O. Féron , J. -F. Giovannelli

Collaboration between different data centers is often challenged by heterogeneity across sites. To account for the heterogeneity, the state-of-the-art method is to re-weight the covariate distributions in each site to match the distribution…

Machine Learning · Statistics 2024-04-25 Tianyu Guo , Sai Praneeth Karimireddy , Michael I. Jordan

Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…

Artificial Intelligence · Computer Science 2024-06-21 Weitong Zhang , Chengqi Zang , Liu Li , Sarah Cechnicka , Cheng Ouyang , Bernhard Kainz

The goal of this paper is to solve a class of stochastic optimal control problems numerically, in which the state process is governed by an It\^o type stochastic differential equation with control process entering both in the drift and the…

Optimization and Control · Mathematics 2020-06-05 Richard Archibald , Feng Bao , Jiongmin Yong , Tao Zhou

One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…

Statistics Theory · Mathematics 2021-01-08 Neil K. Chada , Claudia Schillings , Xin T. Tong , Simon Weissmann

Computational image reconstruction algorithms generally produce a single image without any measure of uncertainty or confidence. Regularized Maximum Likelihood (RML) and feed-forward deep learning approaches for inverse problems typically…

Machine Learning · Computer Science 2020-12-18 He Sun , Katherine L. Bouman

We consider chance-constrained problems with discrete random distribution. We aim for problems with a large number of scenarios. We propose a novel method based on the stochastic gradient descent method which performs updates of the…

Optimization and Control · Mathematics 2019-05-28 Lukáš Adam , Martin Branda

Full-Waveform Inversion (FWI) is a nonlinear iterative seismic imaging technique that, by reducing the misfit between recorded and predicted seismic waveforms, can produce detailed estimates of subsurface geophysical properties.…

Geophysics · Physics 2024-11-22 Vahid Negahdari , Seyed Reza Moghadasi , Mohammad Reza Razvan

Diffusion models have emerged as powerful tools for generative modeling, demonstrating exceptional capability in capturing target data distributions from large datasets. However, fine-tuning these massive models for specific downstream…

Machine Learning · Computer Science 2025-09-01 Yinbin Han , Meisam Razaviyayn , Renyuan Xu

Stochastic programs where the uncertainty distribution must be inferred from noisy data samples are considered. The stochastic programs are approximated with distributionally-robust optimizations that minimize the worst-case expected cost…

Optimization and Control · Mathematics 2024-01-04 Farhad Farokhi

We introduce Longitudinal Predictive Conformal Inference (LPCI), a novel distribution-free conformal prediction algorithm for longitudinal data. Current conformal prediction approaches for time series data predominantly focus on the…

Machine Learning · Statistics 2023-10-05 Devesh Batra , Salvatore Mercuri , Raad Khraishi
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