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Regularization plays a pivotal role when facing the challenge of solving ill-posed inverse problems, where the number of observations is smaller than the ambient dimension of the object to be estimated. A line of recent work has studied…

Optimization and Control · Mathematics 2014-07-03 Samuel Vaiter , Mohammad Golbabaee , Jalal M. Fadili , Gabriel Peyré

We consider the problem of clustering in the presence of noise. That is, when on top of cluster structure, the data also contains a subset of \emph{unstructured} points. Our goal is to detect the clusters despite the presence of many…

Machine Learning · Computer Science 2018-08-28 Shrinu Kushagra , Yaoliang Yu , Shai Ben-David

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

We study a class of importance sampling methods for stochastic differential equations (SDEs). A small-noise analysis is performed, and the results suggest that a simple symmetrization procedure can significantly improve the performance of…

Numerical Analysis · Mathematics 2018-07-04 Andrew Leach , Kevin K. Lin , Matthias Morzfeld

Linear approximation approaches suffer from Gibbs oscillations when approximating functions with singularities. ENO-SR resolution is a local approach avoiding oscillations and with a full order of accuracy, but a loss of regularity of the…

Numerical Analysis · Mathematics 2021-04-13 Sergio Amat , David Levin , Juan Ruiz-Álvarez

Inspired by regularization techniques in statistics and machine learning, we study complementary composite minimization in the stochastic setting. This problem corresponds to the minimization of the sum of a (weakly) smooth function endowed…

Machine Learning · Computer Science 2024-01-24 Alexandre d'Aspremont , Cristóbal Guzmán , Clément Lezane

Numerous regularization methods for deformable image registration aim at enforcing smooth transformations, but are difficult to tune-in a priori and lack a clear physical basis. Physically inspired strategies have emerged, offering a sound…

Image and Video Processing · Electrical Eng. & Systems 2023-12-27 Pablo Alvarez , Stéphane Cotin

This paper focuses on regularisation methods using models up to the third order to search for up to second-order critical points of a finite-sum minimisation problem. The variant presented belongs to the framework of [3]: it employs random…

Numerical Analysis · Mathematics 2021-04-05 Stefania Bellavia , Gianmarco Gurioli , Benedetta Morini , Philippe L. Toint

Overfitting is one of the most critical challenges in deep neural networks, and there are various types of regularization methods to improve generalization performance. Injecting noises to hidden units during training, e.g., dropout, is…

Machine Learning · Computer Science 2017-11-10 Hyeonwoo Noh , Tackgeun You , Jonghwan Mun , Bohyung Han

We address the numerical discretization of the Allen-Cahn prob- lem with additive white noise in one-dimensional space. The discretization is conducted in two stages: (1) regularize the white noise and study the regularized problem, (2)…

Numerical Analysis · Mathematics 2013-09-20 Markos A. Katsoulakis , Georgios T. Kossioris , Omar Lakkis

In this manuscript, a purely data driven statistical regularization method is proposed for extracting the information from big data with randomly distributed noise. Since the variance of the noise maybe large, the method can be regarded as…

Numerical Analysis · Mathematics 2021-02-19 Jin Cheng , Jiantang Zhang , Min Zhong

This paper develops and analyzes an optimal-order semi-discrete scheme and its fully discrete finite element approximation for nonlinear stochastic elastic wave equations with multiplicative noise. A non-standard time-stepping scheme is…

Numerical Analysis · Mathematics 2025-04-08 Xiaobing Feng , Yukun Li , Liet Vo

In this paper, a two-step regularization method is used to solve an ill-posed spherical pseudo-differential equation in the presence of noisy data. For the first step of regularization we approximate the data by means of a spherical…

Numerical Analysis · Mathematics 2015-01-05 Hui Cao , Sergei V. Pereverzyev , Ian H. Sloan , Pavlo Tkachenko

Regularization is an effective way to promote the generalization performance of machine learning models. In this paper, we focus on label smoothing, a form of output distribution regularization that prevents overfitting of a neural network…

Machine Learning · Computer Science 2020-07-07 Weizhi Li , Gautam Dasarathy , Visar Berisha

We study the long-time behavior of fully discretized semilinear SPDEs with additive space-time white noise, which admit a unique invariant probability measure $\mu$. We show that the average of regular enough test functions with respect to…

Numerical Analysis · Mathematics 2013-12-02 Charles-Edouard Bréhier , Marie Kopec

This article investigates the role of the regularity of the test function when considering the weak error for standard discretizations of SPDEs of the form $dX(t)=AX(t)dt+F(X(t))dt+dW(t)$, driven by space-time white noise. In previous…

Probability · Mathematics 2017-09-28 Charles-Edouard Bréhier

In machine learning and statistical data analysis, we often run into objective function that is a summation: the number of terms in the summation possibly is equal to the sample size, which can be enormous. In such a setting, the stochastic…

Machine Learning · Statistics 2022-08-30 Yiling Luo , Xiaoming Huo , Yajun Mei

We show that perturbing ill-posed differential equations with (potentially very) smooth random processes can restore well-posedness -- even if the perturbation is (potentially much) more regular than the drift component of the solution. The…

Probability · Mathematics 2024-09-25 Máté Gerencsér

The gradient noise of SGD is considered to play a central role in the observed strong generalization abilities of deep learning. While past studies confirm that the magnitude and the covariance structure of gradient noise are critical for…

Machine Learning · Computer Science 2020-06-22 Jingfeng Wu , Wenqing Hu , Haoyi Xiong , Jun Huan , Vladimir Braverman , Zhanxing Zhu

In this paper we construct a new type of noise of fractional nature that has a strong regularizing effect on differential equations. We consider an equation with this noise with a highly irregular coefficient. We employ a new method to…

Functional Analysis · Mathematics 2018-06-26 Oussama Amine , David Baños , Frank Proske