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The paper investigates the sensitivity of the inverse problem of recovering the velocity field in a bounded domain from the boundary dynamic Dirichlet-to-Neumann map (DDtN) for the wave equation. Three main results are obtained: (1)…

Analysis of PDEs · Mathematics 2014-01-07 Gang Bao , Hai Zhang

In this paper we address smoothing-that is, optimisation-based-estimation techniques for localisation problems in the case where motion sensors are very accurate. Our mathematical analysis focuses on the difficult limit case where motion…

Systems and Control · Electrical Eng. & Systems 2022-04-12 Paul Chauchat , Silvere Bonnabel , Axel Barrau

In inverse problems, the parameters of a model are estimated based on observations of the model response. The Bayesian approach is powerful for solving such problems; one formulates a prior distribution for the parameter state that is…

Computation · Statistics 2022-06-08 Max Ehre , Rafael Flock , Martin Fußeder , Iason Papaioannou , Daniel Straub

We develop an adjoint approach for recovering the topographical function included in the source term of one-dimensional hyperbolic balance laws. We focus on a specific system, namely the shallow water equations, in an effort to recover the…

Optimization and Control · Mathematics 2021-04-06 Jolene Britton , Yat Tin Chow , Weitao Chen , Yulong Xing

We develop a deterministic large-time mechanism yielding Ces{\`a}ro asymptotic observability inequalities from moving localized observations for conservative evolutions. On each observation interval, exact convexification on a compact…

Analysis of PDEs · Mathematics 2026-05-13 Maarten V. de Hoop , Antti Kykkänen , Emmanuel Trélat

We explore the probabilistic foundations of shared control in complex dynamic environments. In order to do this, we formulate shared control as a random process and describe the joint distribution that governs its behavior. For…

Robotics · Computer Science 2015-08-10 Pete Trautman

Path integral control in Gaussian belief space requires a structural matching condition between the observation-driven diffusion of the belief mean and the actuation authority, which a fixed observation matrix cannot enforce. We treat the…

Systems and Control · Electrical Eng. & Systems 2026-04-22 Goutam Das , Takashi Tanaka

In several applications, including imaging of deformable objects while in motion, simultaneous localization and mapping, and unlabeled sensing, we encounter the problem of recovering a signal that is measured subject to unknown…

Information Theory · Computer Science 2021-03-15 Yanting Ma , Petros T. Boufounos , Hassan Mansour , Shuchin Aeron

We develop the theory of a metric, which we call the $\nu$-based Wasserstein metric and denote by $W_\nu$, on the set of probability measures $\mathcal P(X)$ on a domain $X \subseteq \mathbb{R}^m$. This metric is based on a slight…

Optimization and Control · Mathematics 2022-09-16 Luca Nenna , Brendan Pass

We consider the problem of recovering a target matrix that is a superposition of low-rank and sparse components, from a small set of linear measurements. This problem arises in compressed sensing of structured high-dimensional signals such…

Information Theory · Computer Science 2012-02-22 John Wright , Arvind Ganesh , Kerui Min , Yi Ma

Phase retrieval in real or complex Hilbert spaces is the task of recovering a vector, up to an overall unimodular multiplicative constant, from magnitudes of linear measurements. In this paper, we assume that the vector is normalized, but…

Probability · Mathematics 2019-11-19 Dylan Domel-White , Bernhard G. Bodmann

Non-invasive flow measurement techniques, such as particle tracking velocimetry, resolve 3D velocity fields by pairing tracer particle positions in successive time steps. These trajectories are crucial for evaluating physical quantities…

Data Analysis, Statistics and Probability · Physics 2024-07-08 Kairui Hao , Atharva Hans , Pavlos Vlachos , Ilias Bilionis

We consider infinite-dimensional Bayesian linear inverse problems governed by time-dependent partial differential equations (PDEs) and develop a mathematical and computational framework for optimal design of mobile sensor paths in this…

Optimization and Control · Mathematics 2026-01-22 J. Nicholas Neuberger , Alen Alexanderian , Bart van Bloemen Waanders , Ahmed Attia

We consider in this paper the problem of sampling a high-dimensional probability distribution $\pi$ having a density with respect to the Lebesgue measure on $\mathbb{R}^d$, known up to a normalization constant $x \mapsto \pi(x)=…

Statistics Theory · Mathematics 2018-07-17 Alain Durmus , Eric Moulines

In statistical applications, it is common to encounter parameters supported on a varying or unknown dimensional space. Examples include the fused lasso regression, the matrix recovery under an unknown low rank, etc. Despite the ease of…

Methodology · Statistics 2022-10-04 Maoran Xu , Hua Zhou , Yujie Hu , Leo L. Duan

The power and flexibility of Optimal Transport (OT) have pervaded a wide spectrum of problems, including recent Machine Learning challenges such as unsupervised domain adaptation. Its essence of quantitatively relating two probability…

Image and Video Processing · Electrical Eng. & Systems 2023-04-18 Bo Jiang , Hamid Krim , Tianfu Wu , Derya Cansever

A well-known weakness of the probabilistic path planners is the so-called narrow passage problem, where a region with a relatively low probability of being sampled must be explored to find a solution path. Many strategies have been proposed…

Robotics · Computer Science 2014-07-10 Josep M. Porta , Léonard Jaillet

Performing inference in Bayesian models requires sampling algorithms to draw samples from the posterior. This becomes prohibitively expensive as the size of data sets increase. Constructing approximations to the posterior which are cheap to…

Statistics Theory · Mathematics 2023-04-19 George Wynne

We describe a new MCMC method optimized for the sampling of probability measures on Hilbert space which have a density with respect to a Gaussian; such measures arise in the Bayesian approach to inverse problems, and in conditioned…

Probability · Mathematics 2014-04-04 Michela Ottobre , Natesh S. Pillai , Frank J. Pinski , Andrew M. Stuart

Reconstructing an infinite-dimensional signal from a finite set of measurements is a fundamental problem in approximation theory and signal processing. While the generalized sampling (GS) framework provides a robust methodology for…

Functional Analysis · Mathematics 2026-05-25 Luca Finotti , Matteo Santacesaria
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