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We introduce an approach to inferring the causal architecture of stochastic dynamical systems that extends rate distortion theory to use causal shielding---a natural principle of learning. We study two distinct cases of causal inference:…

Information Theory · Computer Science 2010-08-23 Susanne Still , James P. Crutchfield , Christopher J. Ellison

It is commonplace to encounter nonstationary data, of which the underlying generating process may change over time or across domains. The nonstationarity presents both challenges and opportunities for causal discovery. In this paper we…

Artificial Intelligence · Computer Science 2016-06-21 Kun Zhang , Biwei Huang , Jiji Zhang , Bernhard Schölkopf , Clark Glymour

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

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq

We introduce a statistical physics inspired supervised machine learning algorithm for classification and regression problems. The method is based on the invariances or stability of predicted results when known data is represented as…

Machine Learning · Statistics 2018-11-19 Patrick Chao , Tahereh Mazaheri , Bo Sun , Nicholas B. Weingartner , Zohar Nussinov

This paper is concerned with the development, analysis and numerical realization of a novel variational model for the regularization of inverse problems in imaging. The proposed model is inspired by the architecture of generative…

Optimization and Control · Mathematics 2021-11-10 Andreas Habring , Martin Holler

Establishing appropriate mathematical models for complex systems in natural phenomena not only helps deepen our understanding of nature but can also be used for state estimation and prediction. However, the extreme complexity of natural…

Machine Learning · Computer Science 2024-03-27 Cheng Fang , Jinqiao Duan

Conventional inverse optimization inputs a solution and finds the parameters of an optimization model that render a given solution optimal. The literature mostly focuses on inferring the objective function in linear problems when accepted…

Optimization and Control · Mathematics 2024-10-10 Houra Mahmoudzadeh , Kimia Ghobadi

Bayesian inverse problems use observed data to update a prior probability distribution for an unknown state or parameter of a scientific system to a posterior distribution conditioned on the data. In many applications, the unknown parameter…

Numerical Analysis · Mathematics 2026-05-12 Josie König , Elizabeth Qian , Melina A. Freitag

Inverse problems and, in particular, inferring unknown or latent parameters from data are ubiquitous in engineering simulations. A predominant viewpoint in identifying unknown parameters is Bayesian inference where both prior information…

Computation · Statistics 2022-08-31 Vahid Keshavarzzadeh , Robert M. Kirby , Akil Narayan

Generative models have demonstrated remarkable abilities in generating high-fidelity visual content. In this work, we explore how generative models can further be used not only to synthesize visual content but also to understand the…

Computer Vision and Pattern Recognition · Computer Science 2025-06-25 Yanbo Wang , Justin Dauwels , Yilun Du

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio

Most inverse problems from physical sciences are formulated as PDE-constrained optimization problems. This involves identifying unknown parameters in equations by optimizing the model to generate PDE solutions that closely match measured…

Optimization and Control · Mathematics 2024-03-12 Qin Li , Li Wang , Yunan Yang

Parametric system identification methods estimate the parameters of explicitly defined physical systems from data. Yet, they remain constrained by the need to provide an explicit function space, typically through a predefined library of…

Machine Learning · Computer Science 2026-03-17 Markus W. Baumgartner , Anson Lei , Joe Watson , Ingmar Posner

Predictions for physical systems often rely upon knowledge acquired from ensembles of entities, e.g., ensembles of cells in biological sciences. For qualitative and quantitative analysis, these ensembles are simulated with parametric…

Machine Learning · Statistics 2023-09-28 Timothy Rumbell , Jaimit Parikh , James Kozloski , Viatcheslav Gurev

Inverse problems can be described as limited-data problems in which the signal of interest cannot be observed directly. A physics-based forward model that relates the signal with the observations is typically needed. Unfortunately, unknown…

Signal Processing · Electrical Eng. & Systems 2025-07-08 Alexandra Koulouri , Ville Rimpilainen

Inverse problems aim to determine parameters from observations, a crucial task in engineering and science. Lately, generative models, especially diffusion models, have gained popularity in this area for their ability to produce realistic…

Computer Vision and Pattern Recognition · Computer Science 2026-03-24 Gabriel della Maggiora , Luis Alberto Croquevielle , Nikita Deshpande , Harry Horsley , Thomas Heinis , Artur Yakimovich

Inverse statistical physics aims at inferring models compatible with a set of empirical averages estimated from a high-dimensional dataset of independently distributed equilibrium configurations of a given system. However, in several…

Disordered Systems and Neural Networks · Physics 2021-02-12 Edwin Rodriguez Horta , Alejandro Lage , Martin Weigt , Pierre Barrat-Charlaix

We compute approximate solutions to inverse problems for determining parameters in differential equation models with stochastic data on output quantities. The formulation of the problem and modeling framework define a solution as a…

Numerical Analysis · Mathematics 2014-07-16 Troy Butler , Don Estep , Simon Tavener , Timothy Wildey , Clint Dawson , Lindley Graham

The mathematical models used to represent physical phenomena are generally known to be imperfect representations of reality. Model inadequacies arise for numerous reasons, such as incomplete knowledge of the phenomena or computational…

Computational Engineering, Finance, and Science · Computer Science 2017-02-28 Teresa Portone , Damon McDougall , Robert D. Moser