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We propose a new approach to linear ill-posed inverse problems. Our algorithm alternates between enforcing two constraints: the measurements and the statistical correlation structure in some transformed space. We use a non-linear multiscale…

Computational Engineering, Finance, and Science · Computer Science 2018-12-04 Ivan Dokmanić , Joan Bruna , Stéphane Mallat , Maarten de Hoop

In this paper a new method for inverting the Laplace transform from the real axis is formulated. This method is based on a quadrature formula. We assume that the unknown function $f(t)$ is continuous with (known) compact support. An…

Numerical Analysis · Mathematics 2009-11-18 Sapto W. Indratno , A. G. Ramm

We consider eigenvalue condition numbers and backward errors for a class of symmetric nonlinear eigenvalue problems with eigenvector nonlinearities. For both of these quantities, we derive explicit and computable expressions that can be…

Numerical Analysis · Mathematics 2026-05-21 Vilhelm Peterson Lithell , Victor Janssens , Elias Jarlebring , Karl Meerbergen , Wim Michiels

A novel numerical method for solving inverse scattering problem with fixed-energy data is proposed. The method contains a new important concept: the stability index of the inversion problem. This is a number, computed from the data, which…

Mathematical Physics · Physics 2007-05-23 S. Gutman , A. G. Ramm , W. Scheid

The paper studies inverse problems of determining unknown coefficients in various semi-linear and quasi-linear wave equations. We introduce a method to solve inverse problems for non-linear equations using interaction of three waves, that…

Analysis of PDEs · Mathematics 2023-05-10 Ali Feizmohammadi , Matti Lassas , Lauri Oksanen

Given $n$ i.i.d. observations of a random vector $(X,Z)$, where $X$ is a high-dimensional vector and $Z$ is a low-dimensional index variable, we study the problem of estimating the conditional inverse covariance matrix $\Omega(z) =…

Machine Learning · Statistics 2014-12-25 Jialei Wang , Mladen Kolar

We propose a novel approach that allows to calculate Hilbert transform based complex correlation for unevenly spaced data. This method is especially suitable for high frequency trading data, which are of a particular interest in finance.…

Statistical Finance · Quantitative Finance 2018-03-14 Mateusz Wilinski , Yuichi Ikeda , Hideaki Aoyama

A unique inversion of the exponential X-ray transform of some class of symmetric 2-tensor field in a two dimensional strictly convex set is considered. The approach to inversion is based on the Cauchy problem for a Beltrami-like equation…

Analysis of PDEs · Mathematics 2024-12-06 David Omogbhe

A new derivation is given for the representation, under certain conditions, of the integral dispersion relations of scattering theory through local forms. The resulting expressions have been obtained through an independent procedure to…

Mathematical Physics · Physics 2014-03-25 Erasmo Ferreira , Javier Sesma

Recursion relations for Hylleraas three-electron integral are obtained in a closed form by using integration by parts identities. Numerically fast and well stable algorithm for the calculation of the integral with high powers of…

Atomic Physics · Physics 2009-11-10 Krzysztof Pachucki , Mariusz Puchalski , Ettore Remiddi

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in…

Machine Learning · Statistics 2017-10-20 Addison Hu , Sahand Negahban

Solutions of the bivariate, linear errors-in-variables estimation problem with unspecified errors are expected to be invariant under interchange and scaling of the coordinates. The appealing model of normally distributed true values and…

Statistics Theory · Mathematics 2012-02-07 David Leonard

We propose a new form of the inversion method in terms of a selfenergy expansion to access the phase diagram of the Bose-Einstein transition. The dependence of the critical temperature on the interaction parameter is calculated. This is…

Statistical Mechanics · Physics 2009-11-13 K. Morawetz , M. Maennel , M. Schreiber

This article presents maximum likelihood estimators (MLEs) and log-likelihood ratio (LLR) tests for the eigenvalues and eigenvectors of Gaussian random symmetric matrices of arbitrary dimension, where the observations are independent…

Statistics Theory · Mathematics 2009-01-22 Armin Schwartzman , Walter F. Mascarenhas , Jonathan E. Taylor

Central idea: To obtain the interaction potential using the inverse scattering method, we have employed the Physics-Informed Machine Learning (PIML) approach. In this framework, the machine learning algorithm is guided by the underlying…

We investigate the convergence rates of variational posterior distributions for statistical inverse problems involving nonlinear partial differential equations (PDEs). Departing from exact Bayesian inference, variational inference…

Statistics Theory · Mathematics 2026-02-10 Shaokang Zu , Junxiong Jia , Deyu Meng

We consider corrections to the ratio of the shear viscosity to the entropy density in strongly coupled nonabelian plasmas using the AdS/CFT correspondence. In particular, higher derivative terms with the five-form RR flux, which have been…

High Energy Physics - Theory · Physics 2009-02-20 Robert C. Myers , Miguel F. Paulos , Aninda Sinha

The correlation spectrum of fully developed one-dimensional mappings are studied near and at a weakly intermittent situation. Using a suitable infinite matrix representation, the eigenvalue equation of the Frobenius-Perron operator is…

chao-dyn · Physics 2009-10-30 J. Bene , Z. Kaufmann , H. Lustfeld

We consider a class of linear eigenvalue problems depending on a small parameter epsilon in which the series expansion for the eigenvalue in powers of epsilon is divergent. We develop a new technique to determine the precise nature of this…

Classical Analysis and ODEs · Mathematics 2026-02-04 Stephen Jonathan Chapman

The fusion procedure is implemented for the dilute $A_L$ lattice models and a fusion hierarchy of functional equations with an $su(3)$ structure is derived for the fused transfer matrices. We also present the Bethe ansatz equations for the…

High Energy Physics - Theory · Physics 2015-06-26 Yu-kui Zhou , Paul A. Pearce , Uwe Grimm
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