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Much of statistics relies upon four key elements: a law of large numbers, a calculus to operationalize stochastic convergence, a central limit theorem, and a framework for constructing local approximations. These elements are…

Optimization and Control · Mathematics 2018-01-09 Anil Aswani

This paper deals with the resolution of inverse problems in a periodic setting or, in other terms, the reconstruction of periodic continuous-domain signals from their noisy measurements. We focus on two reconstruction paradigms: variational…

Optimization and Control · Mathematics 2018-11-14 Anaïs Badoual , Julien Fageot , Michael Unser

Label noise has been broadly observed in real-world datasets. To mitigate the negative impact of overfitting to label noise for deep models, effective strategies (\textit{e.g.}, re-weighting, or loss rectification) have been broadly applied…

Machine Learning · Computer Science 2026-03-19 Haoliang Sun , Qi Wei , Lei Feng , Yupeng Hu , Fan Liu , Hehe Fan , Yilong Yin

We consider the problem of minimizing the sum of submodular set functions assuming minimization oracles of each summand function. Most existing approaches reformulate the problem as the convex minimization of the sum of the corresponding…

Machine Learning · Computer Science 2019-05-28 K S Sesh Kumar , Francis Bach , Thomas Pock

This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…

Statistics Theory · Mathematics 2013-02-28 Jan Johannes , Maik Schwarz

Reconstructing images from ill-posed inverse problems often utilizes total variation regularization in order to recover discontinuities in the data while also removing noise and other artifacts. Total variation regularization has been…

Analysis of PDEs · Mathematics 2018-08-15 Linan Zhang , Hayden Schaeffer

Statistical inverse learning aims at recovering an unknown function $f$ from randomly scattered and possibly noisy point evaluations of another function $g$, connected to $f$ via an ill-posed mathematical model. In this paper we blend…

Statistics Theory · Mathematics 2024-01-22 Tapio Helin

In this article, we dwell into the class of so-called ill-posed Linear Inverse Problems (LIP) which simply refers to the task of recovering the entire signal from its relatively few random linear measurements. Such problems arise in a…

Optimization and Control · Mathematics 2022-12-05 Mohammed Rayyan Sheriff , Debasish Chatterjee

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

In applications throughout science and engineering one is often faced with the challenge of solving an ill-posed inverse problem, where the number of available measurements is smaller than the dimension of the model to be estimated. However…

Optimization and Control · Mathematics 2012-10-30 Venkat Chandrasekaran , Benjamin Recht , Pablo A. Parrilo , Alan S. Willsky

Low-rank matrix models have been universally useful for numerous applications, from classical system identification to more modern matrix completion in signal processing and statistics. The nuclear norm has been employed as a convex…

Statistics Theory · Mathematics 2023-03-06 Kiryung Lee , Rakshith Sharma Srinivasa , Marius Junge , Justin Romberg

We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…

Numerical Analysis · Mathematics 2019-09-17 Darko Volkov

A variational model for learning convolutional image atoms from corrupted and/or incomplete data is introduced and analyzed both in function space and numerically. Building on lifting and relaxation strategies, the proposed approach is…

Optimization and Control · Mathematics 2018-12-10 Antonin Chambolle , Martin Holler Thomas Pock

This paper studies the problem of recovering a signal vector and the corrupted noise vector from a collection of corrupted linear measurements through the solution of a l1 minimization, where the sensing matrix is a partial Fourier matrix…

Information Theory · Computer Science 2016-01-25 Dongcai Su

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

Set- and vector-valued optimization problems can be re-formulated as complete lattice-valued problems. This has several advantages, one of which is the existence of a clear-cut solution concept which includes the attainment as the infimum…

Optimization and Control · Mathematics 2020-07-14 Andreas H Hamel , Frank Heyde , Daniela Visetti

Matrix learning is at the core of many machine learning problems. A number of real-world applications such as collaborative filtering and text mining can be formulated as a low-rank matrix completion problem, which recovers incomplete…

Machine Learning · Computer Science 2021-02-23 Yaqing Wang , Quanming Yao , James T. Kwok

In this paper we study the problem of recovering a low-rank matrix from a number of random linear measurements that are corrupted by outliers taking arbitrary values. We consider a nonsmooth nonconvex formulation of the problem, in which we…

Information Theory · Computer Science 2019-07-16 Xiao Li , Zhihui Zhu , Anthony Man-Cho So , Rene Vidal

We consider variational inequalities coming from monotone operators, a setting that includes convex minimization and convex-concave saddle-point problems. We assume an access to potentially noisy unbiased values of the monotone operators…

Machine Learning · Computer Science 2019-02-06 Francis Bach , Kfir Y. Levy