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The aim of this paper is to establish a nonlinear variational approach to the reconstruction of moving density images from indirect dynamic measurements. Our approach is to model the dynamics as a hyperelastic deformation of an initial…

Numerical Analysis · Mathematics 2015-12-01 Martin Burger , Jan Modersitzki , Sebastian Suhr

In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…

Numerical Analysis · Mathematics 2020-04-28 Kha Van Huynh , Barbara Kaltenbacher

With extreme weather events becoming more common, the risk posed by surface water flooding is ever increasing. In this work we propose a model, and associated Bayesian inference scheme, for generating probabilistic (high-resolution…

We demonstrate how path integrals often used in problems of theoretical physics can be adapted to provide a machinery for performing Bayesian inference in function spaces. Such inference comes about naturally in the study of inverse…

Data Analysis, Statistics and Probability · Physics 2014-07-23 Joshua C Chang , Van Savage , Tom Chou

Sampling a target probability distribution with an unknown normalization constant is a fundamental challenge in computational science and engineering. Recent work shows that algorithms derived by considering gradient flows in the space of…

Machine Learning · Statistics 2024-03-12 Yifan Chen , Daniel Zhengyu Huang , Jiaoyang Huang , Sebastian Reich , Andrew M Stuart

In this paper, we consider the problem of recovering the $W_2$-optimal transport map T between absolutely continuous measures $\mu,\nu\in\mathcal{P}(\mathbb{R}^n)$ as the flow of a linear-control neural ODE, where the control depends only…

Optimization and Control · Mathematics 2024-12-04 Alessandro Scagliotti , Sara Farinelli

A critical decision process in data acquisition for mineral and energy resource exploration is how to efficiently combine a variety of sensor types and to minimize total cost. We propose a probabilistic framework for multi-objective…

Geophysics · Physics 2020-10-13 Sebastian Haan , Fabio Ramos , Dietmar Müller

We investigate the problem of recovering a structured sparse signal from a linear observation model with an uncertain dynamic grid in the sensing matrix. The state-of-the-art expectation maximization based compressed sensing (EM-CS)…

Signal Processing · Electrical Eng. & Systems 2024-07-25 An Liu , Yufan Zhou , Wenkang Xu

Wasserstein gradient and Hamiltonian flows have emerged as essential tools for modeling complex dynamics in the natural sciences, with applications ranging from partial differential equations (PDEs) and optimal transport to quantum…

Numerical Analysis · Mathematics 2025-11-11 Jianyu Hu , Juan-Pablo Ortega , Daiying Yin

The paper is devoted to studying the image of probability measures on a Hilbert space under finite-dimensional analytic maps. We establish sufficient conditions under which the image of a measure has a density with respect to the Lebesgue…

Analysis of PDEs · Mathematics 2015-06-26 Andrei Agrachev , Sergei Kuksin , Andrey Sarychev , Armen Shirikyan

This paper is concerned with the numerical solution of model-based, Bayesian inverse problems. We are particularly interested in cases where the cost of each likelihood evaluation (forward-model call) is expensive and the number of un-…

Computation · Statistics 2016-07-25 Isabell M. Franck , P. S. Koutsourelakis

We investigate the low-dimensional structure of deterministic transformations between random variables, i.e., transport maps between probability measures. In the context of statistics and machine learning, these transformations can be used…

Methodology · Statistics 2018-12-18 Alessio Spantini , Daniele Bigoni , Youssef Marzouk

In this paper, we study the problem of compressed sensing using binary measurement matrices and $\ell_1$-norm minimization (basis pursuit) as the recovery algorithm. We derive new upper and lower bounds on the number of measurements to…

Machine Learning · Statistics 2020-04-28 Mahsa Lotfi , Mathukumalli Vidyasagar

We propose a new approach to studying classical solutions of the Bellman equation and Master equation for mean field type control problems, using a novel form of the "lifting" idea introduced by P.-L. Lions. Rather than studying the usual…

Probability · Mathematics 2023-05-10 Alain Bensoussan , P. Jameson Graber , Sheung Chi Phillip Yam

Urban environments contain many imaging sensors built for specific purposes, including ATM, body-worn, CCTV, and dashboard cameras. Under the opportunistic sensing paradigm, these sensors can be repurposed for secondary inference tasks such…

Computer Vision and Pattern Recognition · Computer Science 2026-04-28 Igor Adamenko , Orpaz Ben Aharon , Yehudit Aperstein , Alexander Apartsin

The problem of phase retrieval is to determine a signal $f\in \mathcal{H}$, with $\mathcal{H}$ a Hilbert space, from intensity measurements $|F(\omega)|$, where $F(\omega):=\langle f , \varphi_\omega\rangle$ are measurements of $f$ with…

Functional Analysis · Mathematics 2017-02-02 Rima Alaifari , Ingrid Daubechies , Philipp Grohs , Rujie Yin

We consider the inverse problem of estimating an unknown function $u$ from noisy measurements $y$ of a known, possibly nonlinear, map $\mathcal{G}$ applied to $u$. We adopt a Bayesian approach to the problem and work in a setting where the…

Probability · Mathematics 2013-09-20 Masoumeh Dashti , Kody J. H. Law , Andrew M. Stuart , Jochen Voss

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

Self-organizing systems demonstrate how simple local rules can generate complex stochastic patterns. Many natural systems rely on such dynamics, making self-organization central to understanding natural complexity. A fundamental challenge…

Adaptation and Self-Organizing Systems · Physics 2026-01-12 Elias Najarro , Nicolas Bessone , Sebastian Risi

We propose a Bayesian framework for the received-signal-strength-based cooperative localization problem with unknown path loss exponent. Our purpose is to infer the marginal posterior of each unknown parameter: the position or the path loss…

Signal Processing · Electrical Eng. & Systems 2020-04-22 Di Jin , Feng Yin , Carsten Fritsche , Fredrik Gustafsson , Abdelhak M. Zoubir