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This paper deals with the problem of finding suboptimal values of an unknown function on the basis of measured data corrupted by bounded noise. As a prior, we assume that the unknown function is parameterized in terms of a number of basis…

Optimization and Control · Mathematics 2025-06-10 Jaap Eising , Jorge Cortes

This article studies the achievable guarantees on the error rates of certain learning algorithms, with particular focus on refining logarithmic factors. Many of the results are based on a general technique for obtaining bounds on the error…

Machine Learning · Computer Science 2016-09-13 Steve Hanneke

In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…

Machine Learning · Statistics 2025-07-08 Fahime Seyedheydari , Mahdi Nasiri , Marcin Mińkowski , Simo Särkkä

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Optimization and Control · Mathematics 2022-11-01 A. A. Titov , S. S. Ablaev , M. S. Alkousa , F. S. Stonyakin , A. V. Gasnikov

While nonlinear stochastic partial differential equations arise naturally in spatiotemporal modeling, inference for such systems often faces two major challenges: sparse noisy data and ill-posedness of the inverse problem of parameter…

Numerical Analysis · Mathematics 2019-08-22 Fei Lu , Nils Weitzel , Adam H. Monahan

The numerical evaluation of statistics plays a crucial role in statistical physics and its applied fields. It is possible to evaluate the statistics for a stochastic differential equation with Gaussian white noise via the corresponding…

Numerical Analysis · Mathematics 2023-07-04 Jun Ohkubo

In this paper we consider variational regularization methods for inverse problems with large noise that is in general unbounded in the image space of the forward operator. We introduce a Banach space setting that allows to define a…

Numerical Analysis · Mathematics 2018-02-09 Martin Burger , Tapio Helin , Hanne Kekkonen

In this paper, we discuss application of iterative Stochastic Optimization routines to the problem of sparse signal recovery from noisy observation. Using Stochastic Mirror Descent algorithm as a building block, we develop a multistage…

Machine Learning · Statistics 2022-03-31 Anatoli Juditsky , Andrei Kulunchakov , Hlib Tsyntseus

Consider an unknown smooth function $f: [0,1]^d \rightarrow \mathbb{R}$, and say we are given $n$ noisy mod 1 samples of $f$, i.e., $y_i = (f(x_i) + \eta_i)\mod 1$, for $x_i \in [0,1]^d$, where $\eta_i$ denotes the noise. Given the samples…

Machine Learning · Statistics 2019-10-29 Mihai Cucuringu , Hemant Tyagi

We consider the scattering of time-harmonic plane waves by a compactly supported inhomogeneous scattering obstacle governed by the Helmholtz equation. Given far field observations of the scattered fields corresponding to plane wave incident…

Numerical Analysis · Mathematics 2026-02-03 Roland Griesmaier , Bastian Harrach , Jianli Xiang

Scattering resonances have important applications in many areas of science and engineering. They are the replacement of discrete spectral data for problems on non-compact domains. In this paper, we consider the computation of scattering…

Numerical Analysis · Mathematics 2024-04-16 Yingxia Xi , Bo Gong , Jiguang Sun

In many practical applications such as direction-of-arrival (DOA) estimation and line spectral estimation, the sparsifying dictionary is usually characterized by a set of unknown parameters in a continuous domain. To apply the conventional…

Information Theory · Computer Science 2015-06-18 Jun Fang , Jing Li , Yanning Shen , Hongbin Li , Shaoqian Li

Compressed sensing deals with the reconstruction of sparse signals using a small number of linear measurements. One of the main challenges in compressed sensing is to find the support of a sparse signal. In the literature, several bounds on…

Information Theory · Computer Science 2009-11-26 Ali Hormati , Amin Karbasi , Soheil Mohajer , Martin Vetterli

We study an inverse initial-data problem for a nonlinear Schr\"odinger equation in which the initial wave field is reconstructed from lateral measurements. Our approach combines a Legendre-polynomial-exponential-time dimensional reduction…

Numerical Analysis · Mathematics 2026-05-13 Navaraj Neupane , Loc Nguyen

We consider the inverse scattering problem for time-harmonic acoustic waves in a medium with pointwise inhomogeneities. In the Foldy-Lax model, the estimation of the scatterers' locations and intensities from far field measurements can be…

Numerical Analysis · Mathematics 2024-07-25 Giovanni S. Alberti , Romain Petit , Matteo Santacesaria

It was recently shown [7, 9] that "properly built" linear and polyhedral estimates nearly attain minimax accuracy bounds in the problem of recovery of unknown signal from noisy observations of linear images of the signal when the signal set…

Optimization and Control · Mathematics 2023-12-25 Yannis Bekri , Anatoli Juditsky , Arkadi Nemirovski

We study variational regularisation methods for inverse problems with imperfect forward operators whose errors can be modelled by order intervals in a partial order of a Banach lattice. We carry out analysis with respect to existence and…

Numerical Analysis · Mathematics 2020-12-25 Leon Bungert , Martin Burger , Yury Korolev , Carola-Bibiane Schoenlieb

We aim at the development and analysis of the numerical schemes for approximately solving the backward diffusion-wave problem, which involves a fractional derivative in time with order $\alpha\in(1,2)$. From terminal observations at two…

Numerical Analysis · Mathematics 2021-09-16 Zhengqi Zhang , Zhi Zhou

We study the problem of recovering a low-tubal-rank tensor $\mathcal{X}\_\star\in \mathbb{R}^{n \times n \times k}$ from noisy linear measurements under the t-product framework. A widely adopted strategy involves factorizing the…

Machine Learning · Computer Science 2026-03-04 ZHiyu Liu , Haobo Geng , Xudong Wang , Yandong Tang , Zhi Han , Yao Wang

There are many application papers that solve elliptic boundary value problems by meshless methods, and they use various forms of generalized stiffness matrices that approximate derivatives of functions from values at scattered nodes…

Numerical Analysis · Mathematics 2016-12-23 Robert Schaback