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In this note we solve a general statistical inverse problem under absence of knowledge of both the noise level and the noise distribution via application of the (modified) heuristic discrepancy principle. Hereby the unbounded (non-Gaussian)…

Numerical Analysis · Mathematics 2023-01-12 Tim Jahn

We combine two Gaussianization techniques - Wavelet Non-Linear Wiener Filter (WNLWF) and density reconstruction - to quantify the recovery of Fisher information that is lost in the gravitational collapse. We compute a displacement fields,…

Cosmology and Nongalactic Astrophysics · Physics 2015-06-05 Joachim Harnois-Deraps , Hao-Ran Yu , Tong-Jie Zhang , Ue-Li Pen

We revisit the Bayesian online inference problems for the linear dynamic systems (LDS) under non- Gaussian environment. The noises can naturally be non-Gaussian (skewed and/or heavy tailed) or to accommodate spurious observations, noises…

Computation · Statistics 2015-04-23 Saikat Saha

This note introduces a regression technique for finding a class of nonlinear integro-differential operators from data. The method parametrizes the spatial operator with neural networks and Fourier transforms such that it can fit a class of…

Machine Learning · Computer Science 2018-10-22 Ravi G. Patel , Olivier Desjardins

In computational inverse problems, it is common that a detailed and accurate forward model is approximated by a computationally less challenging substitute. The model reduction may be necessary to meet constraints in computing time when…

Methodology · Statistics 2018-02-14 Daniela Calvetti , Matthew M. Dunlop , Erkki Somersalo , Andrew M. Stuart

We demonstrate an efficient algorithm for inverse problems in time-dependent quantum dynamics based on feedback loops between Hamiltonian parameters and the solutions of the Schr\"{o}dinger equation. Our approach formulates the inverse…

Computational Physics · Physics 2020-10-27 Z. Deng , I. Tutunnikov , I. Sh. Averbukh , M. Thachuk , R. V. Krems

Diffusion models are typically trained using score matching, a learning objective agnostic to the underlying noising process that guides the model. This paper argues that Markov noising processes enjoy an advantage over alternatives, as the…

Machine Learning · Statistics 2025-05-27 Zheyang Shen , Huihui Wang , Marina Riabiz , Chris J. Oates

It is well-known in practice, that L^1 data fitting leads to improved robustness compared to standard L^2 data fitting. However, it is unclear whether resulting algorithms will perform as well in case of regular data without outliers. In…

Numerical Analysis · Mathematics 2026-01-16 Kristina Bätz , Frank Werner

Detecting anomalies and discovering driving signals is an essential component of scientific research and industrial practice. Often the underlying mechanism is highly complex, involving hidden evolving nonlinear dynamics and noise…

Machine Learning · Computer Science 2018-06-13 Bin Li , Yueheng Lan , Weisi Guo , Chenglin Zhao

A large empirical literature regresses outcomes on empirical Bayes shrinkage estimates of value-added, yet little is known about whether this approach leads to unbiased estimates and valid inference for the downstream regression…

Econometrics · Economics 2025-12-11 Tian Xie

The Koopman operator has emerged as a powerful tool for the analysis of nonlinear dynamical systems as it provides coordinate transformations to globally linearize the dynamics. While recent deep learning approaches have been useful in…

Dynamical Systems · Mathematics 2020-06-23 Shaowu Pan , Karthik Duraisamy

The inverse problem methodology is a commonly-used framework in the sciences for parameter estimation and inference. It is typically performed by fitting a mathematical model to noisy experimental data. There are two significant sources of…

Numerical Analysis · Mathematics 2018-07-26 John T. Nardini , D. M. Bortz

Bayesian inversion is central to the quantification of uncertainty within problems arising from numerous applications in science and engineering. To formulate the approach, four ingredients are required: a forward model mapping the unknown…

Machine Learning · Statistics 2025-05-15 O. Deniz Akyildiz , Mark Girolami , Andrew M. Stuart , Arnaud Vadeboncoeur

Discovering the partial differential equations underlying spatio-temporal datasets from very limited and highly noisy observations is of paramount interest in many scientific fields. However, it remains an open question to know when model…

Machine Learning · Statistics 2021-10-06 Georges Tod , Gert-Jan Both , Remy Kusters

Expert specialization is fundamental to Mixture-of-Experts (MoE) model success, yet existing metrics (cosine similarity, routing entropy) lack theoretical grounding and yield inconsistent conclusions under reparameterization. We present an…

Artificial Intelligence · Computer Science 2026-04-17 Dongxin Guo , Jikun Wu , Siu Ming Yiu

The observations in many applications consist of counts of discrete events, such as photons hitting a detector, which cannot be effectively modeled using an additive bounded or Gaussian noise model, and instead require a Poisson noise…

Optimization and Control · Mathematics 2011-10-13 Zachary T. Harmany , Roummel F. Marcia , Rebecca M. Willett

Recent advances in the theory of Neural Operators (NOs) have enabled fast and accurate computation of the solutions to complex systems described by partial differential equations (PDEs). Despite their great success, current NO-based…

Machine Learning · Computer Science 2024-03-18 Ashutosh Singh , Ricardo Augusto Borsoi , Deniz Erdogmus , Tales Imbiriba

Bayesian hierarchical models can provide efficient algorithms for finding sparse solutions to ill-posed inverse problems. The models typically comprise a conditionally Gaussian prior model for the unknown which is augmented by a generalized…

Numerical Analysis · Mathematics 2025-01-09 Jonathan Lindbloom , Jan Glaubitz , Anne Gelb

We develop a deep autoencoder architecture that can be used to find a coordinate transformation which turns a nonlinear PDE into a linear PDE. Our architecture is motivated by the linearizing transformations provided by the Cole-Hopf…

Dynamical Systems · Mathematics 2020-09-30 Craig Gin , Bethany Lusch , Steven L. Brunton , J. Nathan Kutz

Neural networks have emerged as promising tools for solving partial differential equations (PDEs), particularly through the application of neural operators. Training neural operators typically requires a large amount of training data to…

Machine Learning · Computer Science 2025-01-27 Chaoyu Liu , Chris Budd , Carola-Bibiane Schönlieb
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