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We study efficient solution methods for stochastic eigenvalue problems arising from discretization of self-adjoint partial differential equations with random data. With the stochastic Galerkin approach, the solutions are represented as…

Numerical Analysis · Mathematics 2018-03-13 Howard C. Elman , Tengfei Su

The paper addresses the problem of low-rank trace norm minimization. We propose an algorithm that alternates between fixed-rank optimization and rank-one updates. The fixed-rank optimization is characterized by an efficient factorization…

Optimization and Control · Mathematics 2013-06-04 B. Mishra , G. Meyer , F. Bach , R. Sepulchre

Reconstructions of potential in Schrodinger equation with data in the diffusion frequency domain have been successfully obtained within Lippmann-Schwinger-Lanczos (LSL) approach, however limited resolution away from the sensor positions…

Numerical Analysis · Mathematics 2025-04-08 Anarzhan Abilgazy , Mikhail Zaslavskiy

Low-rank matrix factorization is a powerful tool for understanding the structure of 2-way data, and is usually accomplished by minimizing a sum of squares criterion. Expectile analysis generalizes squared-error loss by introducing…

Applications · Statistics 2025-05-06 Shuge Ouyang , Yunxuan Tang , Benjamin Osafo Agyare

We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

The inverse problem we consider is to reconstruct the location and shape of buried obstacles in the lower half-space of an unbounded two-layered medium in two dimensions from phaseless far-field data. A main difficulty of this problem is…

Numerical Analysis · Mathematics 2021-05-26 Long Li , Jiansheng Yang , Bo Zhang , Haiwen Zhang

In the Bayesian approach to inverse problems, data are often informative, relative to the prior, only on a low-dimensional subspace of the parameter space. Significant computational savings can be achieved by using this subspace to…

Numerical Analysis · Mathematics 2015-07-07 Alessio Spantini , Antti Solonen , Tiangang Cui , James Martin , Luis Tenorio , Youssef Marzouk

This work provides closed-form solutions and minimum achievable errors for a large class of low-rank approximation problems in Hilbert spaces. The proposed theorem generalizes to the case of bounded linear operators the previous results…

Machine Learning · Statistics 2023-01-09 Patrick Heas , Cedric Herzet

We propose a nested reduced-rank regression (NRRR) approach in fitting regression model with multivariate functional responses and predictors, to achieve tailored dimension reduction and facilitate interpretation/visualization of the…

Methodology · Statistics 2020-03-11 Xiaokang Liu , Shujie Ma , Kun Chen

In this work we address the subspace recovery problem. Given a set of data samples (vectors) approximately drawn from a union of multiple subspaces, our goal is to segment the samples into their respective subspaces and correct the possible…

Information Theory · Computer Science 2013-01-29 Guangcan Liu , Zhouchen Lin , Shuicheng Yan , Ju Sun , Yong Yu , Yi Ma

In this paper, we propose a low-rank representation with symmetric constraint (LRRSC) method for robust subspace clustering. Given a collection of data points approximately drawn from multiple subspaces, the proposed technique can…

Computer Vision and Pattern Recognition · Computer Science 2017-05-16 Jie Chen , Hua Mao , Yongsheng Sang , Zhang Yi

Recent developments in engineering techniques for spatial data collection such as geographic information systems have resulted in an increasing need for methods to analyze large spatial data sets. These sorts of data sets can be found in…

Methodology · Statistics 2020-08-14 Toshihiro Hirano

Pre-smoothing is a technique aimed at increasing the signal-to-noise ratio in data to improve subsequent estimation and model selection in regression problems. However, pre-smoothing has thus far been limited to the univariate response…

Methodology · Statistics 2026-04-23 Xinle Tian , Alex Gibberd , Matthew Nunes , Sandipan Roy

Statistical learning additions to physically derived mathematical models are gaining traction in the literature. A recent approach has been to augment the underlying physics of the governing equations with data driven Bayesian statistical…

Methodology · Statistics 2022-05-25 Connor Duffin , Edward Cripps , Thomas Stemler , Mark Girolami

This paper focuses on stability estimates of the inverse random source problems for the polyharmonic, electromagnetic, and elastic wave equations. The source is represented as a microlocally isotropic Gaussian random field, which is defined…

Analysis of PDEs · Mathematics 2024-10-11 Peijun Li , Ying Liang , Xu Wang

The inverse spectral problem is studied for the Sturm-Liouville operator with a complex-valued potential and arbitrary entire functions in one of the boundary conditions. We obtain necessary and sufficient conditions for uniqueness, and…

Spectral Theory · Mathematics 2021-09-01 Natalia Bondarenko

Inverse nodal problem on diffusion operator is the problem of finding the potential functions and parameters in the boundary conditions by using nodal data. In particular, we solve the reconstruction and stability problems using nodal set…

Spectral Theory · Mathematics 2013-02-19 Emrah Yilmaz , Hikmet Kemaloglu

The dynamical low-rank approximation (DLRA) is used to treat high-dimensional problems that arise in such diverse fields as kinetic transport and uncertainty quantification. Even though it is well known that certain spatial and temporal…

Numerical Analysis · Mathematics 2021-07-16 Jonas Kusch , Lukas Einkemmer , Gianluca Ceruti

The paper deals with two inverse problems for Sturm--Liouville operator $Ly=-y" +q(x)y$ on the finite interval $[0,\pi]$. The first one is the problem of recovering of a potential by two spectra. We associate with this problem the map $F:\,…

Spectral Theory · Mathematics 2010-10-29 A. M. Savchuk , A. A. Shkalikov

In this paper we consider the low-rank matrix completion problem with specific application to forecasting in time series analysis. Briefly, the low-rank matrix completion problem is the problem of imputing missing values of a matrix under a…

Methodology · Statistics 2018-02-23 Jonathan Gillard , Konstantin Usevich