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We consider the rate-distortion function for lossy source compression, as well as the channel capacity for error correction, through the lens of distributional robustness. We assume that the distribution of the source or of the additive…

Information Theory · Computer Science 2024-05-14 Vikrant Malik , Taylan Kargin , Victoria Kostina , Babak Hassibi

We formulate and solve a regression problem with time-stamped distributional data. Distributions are considered as points in the Wasserstein space of probability measures, metrized by the 2-Wasserstein metric, and may represent images,…

Systems and Control · Electrical Eng. & Systems 2021-06-30 Amirhossein Karimi , Tryphon T. Georgiou

For linear inverse problems with Gaussian priors and Gaussian observation noise, the posterior is Gaussian, with mean and covariance determined by the conditioning formula. Using the Feldman-Hajek theorem, we analyse the prior-to-posterior…

Statistics Theory · Mathematics 2025-04-07 Giuseppe Carere , Han Cheng Lie

We study an inverse problem that consists in estimating the first (zero-order) moment of some R2-valued distribution m supported within a closed interval S $\subset$ R, from partial knowledge of the solution to the Poisson-Laplace partial…

Functional Analysis · Mathematics 2019-03-28 Juliette Leblond , Elodie Pozzi

The problem of recovering acoustic sources, more specifically monopoles, from point-wise measurements of the corresponding acoustic pressure at a limited number of frequencies is addressed. To this purpose, a family of sparse optimization…

Optimization and Control · Mathematics 2021-03-30 Konstantin Pieper , Bao Quoc Tang , Philip Trautmann , Daniel Walter

We consider a distributionally robust second-order stochastic dominance constrained optimization problem. We require the dominance constraints hold with respect to all probability distributions in a Wasserstein ball centered at the…

Optimization and Control · Mathematics 2021-10-20 Yu Mei , Jia Liu , Zhiping Chen

This paper is concerned with the inverse scattering problem which aims to determine the spatially distributed dielectric constant coefficient of the 2D Helmholtz equation from multifrequency backscatter data associated with a single…

Numerical Analysis · Mathematics 2020-02-25 Trung Truong , Dinh-Liem Nguyen , Michael Klibanov

In prescriptive analytics, the decision-maker observes historical samples of $(X, Y)$, where $Y$ is the uncertain problem parameter and $X$ is the concurrent covariate, without knowing the joint distribution. Given an additional covariate…

Optimization and Control · Mathematics 2021-06-11 Tianyu Wang , Ningyuan Chen , Chun Wang

Despite superior performance in many situations, deep neural networks are often vulnerable to adversarial examples and distribution shifts, limiting model generalization ability in real-world applications. To alleviate these problems,…

Machine Learning · Computer Science 2023-02-14 Hoang Phan , Trung Le , Trung Phung , Tuan Anh Bui , Nhat Ho , Dinh Phung

Optimal transportation theory and the related $p$-Wasserstein distance ($W_p$, $p\geq 1$) are widely-applied in statistics and machine learning. In spite of their popularity, inference based on these tools has some issues. For instance, it…

Statistics Theory · Mathematics 2024-03-01 Yiming Ma , Hang Liu , Davide La Vecchia , Metthieu Lerasle

In the classical source coding problem, the compressed source is reconstructed at the decoder with respect to some distortion metric. Motivated by settings in which we are interested in more than simply reconstructing the compressed source,…

Information Theory · Computer Science 2023-10-03 Oğuzhan Kubilay Ülger , Elza Erkip

The optimal mass transport problem gives a geometric framework for optimal allocation, and has recently gained significant interest in application areas such as signal processing, image processing, and computer vision. Even though it can be…

Optimization and Control · Mathematics 2018-02-07 Johan Karlsson , Axel Ringh

We study the inverse optimal control problem in social sciences: we aim at learning a user's true cost function from the observed temporal behavior. In contrast to traditional phenomenological works that aim to learn a generative model to…

Machine Learning · Computer Science 2018-05-23 Yichen Wang , Le Song , Hongyuan Zha

The inverse problem of determining the unknown potential $f>0$ in the partial differential equation $$\frac{\Delta}{2} u - fu =0 \text{ on } \mathcal O ~~\text{s.t. } u = g \text { on } \partial \mathcal O,$$ where $\mathcal O$ is a bounded…

Statistics Theory · Mathematics 2018-06-18 Richard Nickl

Data-driven distributionally robust optimization is a recently emerging paradigm aimed at finding a solution that is driven by sample data but is protected against sampling errors. An increasingly popular approach, known as Wasserstein…

Optimization and Control · Mathematics 2022-07-20 Jonathan Yu-Meng Li , Tiantian Mao

Coefficient inverse problems related to identifying the right-hand side of an equation with use of additional information is of interest among inverse problems for partial differential equations. When considering non-stationary problems,…

Numerical Analysis · Computer Science 2016-04-18 Petr N. Vabishchevich

This work proposes a Bayesian inference method for the reduced-order modeling of time-dependent systems. Informed by the structure of the governing equations, the task of learning a reduced-order model from data is posed as a Bayesian…

Numerical Analysis · Mathematics 2023-01-18 Mengwu Guo , Shane A. McQuarrie , Karen E. Willcox

Inverse problems use physical measurements along with a computational model to estimate the parameters or state of a system of interest. Errors in measurements and uncertainties in the computational model lead to inaccurate estimates. This…

Numerical Analysis · Mathematics 2015-02-02 Vishwas Rao , Adrian Sandu

We consider the inverse problem of determining the permeability from the pressure in a Darcy model of flow in a porous medium. Mathematically the problem is to find the diffusion coefficient for a linear uniformly elliptic partial…

Statistics Theory · Mathematics 2011-02-02 Masoumeh Dashti , Andrew M. Stuart

This work investigates both direct and inverse problems of the variable-exponent sub-diffusion model, which attracts increasing attentions in both practical applications and theoretical aspects. Based on the perturbation method, which…

Numerical Analysis · Mathematics 2025-01-31 Zhiyuan Li , Chunlong Sun , Xiangcheng Zheng