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We propose efficient numerical schemes for implementing the natural gradient descent (NGD) for a broad range of metric spaces with applications to PDE-based optimization problems. Our technique represents the natural gradient direction as a…

Optimization and Control · Mathematics 2023-01-12 Levon Nurbekyan , Wanzhou Lei , Yunan Yang

We investigate the iterative methods proposed by Maz'ya and Kozlov (see [3], [4]) for solving ill-posed reconstruction problems modeled by PDE's. We consider linear time dependent problems of elliptic, hyperbolic and parabolic types. Each…

Numerical Analysis · Mathematics 2020-12-02 A. Leitao

We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast

We explore the use of the Gauss-Newton method for optimization in shape learning, including implicit neural surfaces and geometry-informed neural networks. The method addresses key challenges in shape learning, such as the ill-conditioning…

Machine Learning · Computer Science 2026-02-16 James King , Arturs Berzins , Siddhartha Mishra , Marius Zeinhofer

The conjugate gradient method is a widely used algorithm for the numerical solution of a system of linear equations. It is particularly attractive because it allows one to take advantage of sparse matrices and produces (in case of infinite…

Numerical Analysis · Mathematics 2017-11-27 Sergey Voronin , Christophe Zaroli , Naresh P. Cuntoor

There are two major routes to address the ubiquitous family of inverse problems appearing in signal and image processing, such as denoising or deblurring. A first route relies on Bayesian modeling, where prior probabilities are used to…

Statistics Theory · Mathematics 2026-03-24 Rémi Gribonval , Mila Nikolova

We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…

Statistics Theory · Mathematics 2013-08-05 Sergios Agapiou , Stig Larsson , Andrew M. Stuart

We present an arbitrary order discontinuous Galerkin finite element method for solving the fourth-order curl problem using a reconstructed discontinuous approximation method. It is based on an arbitrarily high-order approximation space with…

Numerical Analysis · Mathematics 2024-06-11 Ruo Li , Qicheng Liu , Shuhai Zhao

A residual-based a posteriori error estimator is proposed for the incompressible Oseen problem in the convection-dominated regime. The SUPG/PSPG/grad-div stabilized finite element method is used as discretization. The error estimator…

Numerical Analysis · Mathematics 2026-04-28 Muhammad Afzal , Naveed Ahmed , Volker John

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

In this paper, we propose algorithms that exploit negative curvature for solving noisy nonlinear nonconvex unconstrained optimization problems. We consider both deterministic and stochastic inexact settings, and develop two-step algorithms…

Optimization and Control · Mathematics 2024-11-18 Albert S. Berahas , Raghu Bollapragada , Wanping Dong

We develop a computationally efficient algorithm for the automatic regularization of nonlinear inverse problems based on the discrepancy principle. We formulate the problem as an equality constrained optimization problem, where the…

Numerical Analysis · Mathematics 2021-09-03 Jeffrey Cornelis , Wim Vanroose

We analyze the inverse problem to reconstruct the shape of a three dimensional homogeneous dielectric obstacle from the knowledge of noisy far field data. The forward problem is solved by a system of second kind boundary integral equations.…

Numerical Analysis · Mathematics 2020-06-22 Thorsten Hohage , Frédérique Le Louër

We consider non-local modifications of General Relativity given by a distortion function in terms of the inverse of the d'Alembert operator. The inclusion of these terms is motivated by the possibility of reproducing the current accelerated…

General Relativity and Quantum Cosmology · Physics 2023-10-06 Salvatore Capozziello , Rocco D'Agostino

Improved local numerical solution for the ADER-DG numerical method with a local DG predictor for solving the initial value problem for a first-order ODE system is proposed. The improved local numerical solution demonstrates convergence…

Numerical Analysis · Mathematics 2026-05-26 I. S. Popov

In this paper we analyze several inexact fast augmented Lagrangian methods for solving linearly constrained convex optimization problems. Mainly, our methods rely on the combination of excessive-gap-like smoothing technique developed in…

Optimization and Control · Mathematics 2015-05-14 Andrei Patrascu , Ion Necoara , Quoc Tran-Dinh

Learning causal structures from observational data is a fundamental problem facing important computational challenges when the number of variables is large. In the context of linear structural equation models (SEMs), this paper focuses on…

Machine Learning · Computer Science 2024-02-21 Shuyu Dong , Kento Uemura , Akito Fujii , Shuang Chang , Yusuke Koyanagi , Koji Maruhashi , Michèle Sebag

We propose a new fast algorithm for solving one of the standard approaches to ill-posed linear inverse problems (IPLIP), where a (possibly non-smooth) regularizer is minimized under the constraint that the solution explains the observations…

Optimization and Control · Mathematics 2012-10-10 Manya V. Afonso , José M. Bioucas-Dias , Mário A. T. Figueiredo

Interior Point Methods (IPM) rely on the Newton method for solving systems of nonlinear equations. Solving the linear systems which arise from this approach is the most computationally expensive task of an interior point iteration. If, due…

Optimization and Control · Mathematics 2018-06-27 J. Gondzio , F. N. C. Sobral

In this paper, we propose two algorithms for solving linear inverse problems when the observations are corrupted by noise. A proper data fidelity term (log-likelihood) is introduced to reflect the statistics of the noise (e.g. Gaussian,…

Applications · Statistics 2011-03-14 François-Xavier Dupé , Jalal Fadili , Jean-Luc Starck