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Solving inverse problems with the reverse process of a diffusion model represents an appealing avenue to produce highly realistic, yet diverse solutions from incomplete and possibly noisy measurements, ultimately enabling uncertainty…
Leverage score is a fundamental problem in machine learning and theoretical computer science. It has extensive applications in regression analysis, randomized algorithms, and neural network inversion. Despite leverage scores are widely used…
The sketch-and-project, as a general archetypal algorithm for solving linear systems, unifies a variety of randomized iterative methods such as the randomized Kaczmarz and randomized coordinate descent. However, since it aims to find a…
This paper develops new variance-reduction techniques for the forward-reflected-backward splitting (FRBS) method to solve a class of possibly nonmonotone stochastic composite inclusions. Unlike unbiased estimators such as mini-batching,…
A new sampling method for inverse scattering problems is proposed to process far field data of one incident wave. As the linear sampling method, the method sets up ill-posed integral equations and uses the (approximate) solutions to…
This work discusses tensor network embeddings, which are random matrices ($S$) with tensor network structure. These embeddings have been used to perform dimensionality reduction of tensor network structured inputs $x$ and accelerate…
De-biased lasso has emerged as a popular tool to draw statistical inference for high-dimensional regression models. However, simulations indicate that for generalized linear models (GLMs), de-biased lasso inadequately removes biases and…
Many finance, physics, and engineering phenomena are modeled by continuous-time dynamical systems driven by highly irregular (stochastic) inputs. A powerful tool to perform time series analysis in this context is rooted in rough path theory…
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…
In particle physics, as in many areas of science, parameter inference relies on simulations to bridge the gap between theory and experiment. Recent developments in simulation-based inference have boosted the sensitivity of analyses;…
We present Bayesian techniques for solving inverse problems which involve mean-square convergent random approximations of the forward map. Noisy approximations of the forward map arise in several fields, such as multiscale problems and…
Neural networks have emerged as effective tools for solving ill-posed inverse problems. In many scientific applications, however, observational training data are insufficient, and learned inverse operators must instead be trained on…
Sketching algorithms use random projections to generate a smaller sketched data set, often for the purposes of modelling. Complete and partial sketch regression estimates can be constructed using information from only the sketched data set…
This work considers the problem of learning the Markov parameters of a linear system from observed data. Recent non-asymptotic system identification results have characterized the sample complexity of this problem in the single and…
This paper argues that randomized linear sketching is a natural tool for on-the-fly compression of data matrices that arise from large-scale scientific simulations and data collection. The technical contribution consists in a new algorithm…
We consider sketching algorithms which first quickly compress data by multiplication with a random sketch matrix, and then apply the sketch to quickly solve an optimization problem, e.g., low rank approximation. In the learning-based…
Inverse probability weighted estimators are the oldest and potentially most commonly used class of procedures for the estimation of causal effects. By adjusting for selection biases via a weighting mechanism, these procedures estimate an…
Dataset replication is a useful tool for assessing whether improvements in test accuracy on a specific benchmark correspond to improvements in models' ability to generalize reliably. In this work, we present unintuitive yet significant ways…
We present a statistical framework to benchmark the performance of reconstruction algorithms for linear inverse problems, in particular, neural-network-based methods that require large quantities of training data. We generate synthetic…
Microstructural materials design is one of the most important applications of inverse modeling in materials science. Generally speaking, there are two broad modeling paradigms in scientific applications: forward and inverse. While the…