English
Related papers

Related papers: Poisson inverse problems

200 papers

This work is concerned with the derivation of a robust a posteriori error estimator for a discontinuous Galerkin method discretisation of linear non-stationary convection-diffusion initial/boundary value problems and with the implementation…

Numerical Analysis · Mathematics 2012-11-16 Andrea Cangiani , Emmanuil H. Georgoulis , Stephen Metcalfe

In this paper we develop a nonparametric regression method that is simultaneously adaptive over a wide range of function classes for the regression function and robust over a large collection of error distributions, including those that are…

Statistics Theory · Mathematics 2008-10-28 Lawrence D. Brown , T. Tony Cai , Harrison H. Zhou

This work is devoted to the study of a posteriori error estimation and adaptivity in parabolic problems with a particular focus on spatial discontinuous Galerkin (dG) discretisations. We begin by deriving an a posteriori error estimator for…

Numerical Analysis · Mathematics 2015-04-13 Stephen Arthur Metcalfe

Based on a discontinuous Galerkin method in the spatial directions and an improved implicit-explicit pressure-correction scheme in the temporal direction, this paper discusses a fully discrete scheme for the…

Numerical Analysis · Mathematics 2026-05-01 Bikram Bir , Amiya K. Pani

Given a sample from a discretely observed multidimensional compound Poisson process, we study the problem of nonparametric estimation of its jump size density $r_0$ and intensity $\lambda_0$. We take a nonparametric Bayesian approach to the…

Statistics Theory · Mathematics 2015-06-08 Shota Gugushvili , Frank van der Meulen , Peter Spreij

We present a novel Bayesian framework for inverse problems in which the pos terior distribution is interpreted as the intensity measure of a Poisson point process (PPP). The posterior density is approximated using kernel density estimation,…

Numerical Analysis · Mathematics 2025-10-08 Zhiliang Deng , Zhiyuan Wang , Xiaomei Yang , Xiaofei Guan

We consider nonparametric Bayesian estimation and prediction for nonhomogeneous Poisson process models with unknown intensity functions. We propose a class of improper priors for intensity functions. Nonparametric Bayesian inference with…

Statistics Theory · Mathematics 2021-08-17 Fumiyasu Komaki

In this paper we establish best approximation property of fully discrete Galerkin solutions of second order parabolic problems on convex polygonal and polyhedral domains in the $L^\infty(I;W^{1,\infty}(\Om))$ norm. The discretization method…

Numerical Analysis · Mathematics 2018-08-20 Dmitriy Leykekhman , Boris Vexler

In numerous applications data are observed at random times and an estimated graph of the spectral density may be relevant for characterizing and explaining phenomena. By using a wavelet analysis, one derives a nonparametric estimator of the…

Statistics Theory · Mathematics 2009-11-27 Jean-Marc Bardet , Pierre Bertrand

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

This paper presents an $hp$ a posteriori error analysis for the 2D Helmholtz equation that is robust in the polynomial degree $p$ and the wave number $k$. For the discretization, we consider a discontinuous Galerkin formulation that is…

Numerical Analysis · Mathematics 2019-01-31 Scott Congreve , Joscha Gedicke , Ilaria Perugia

This paper extends the sample complexity theory for ill-posed inverse problems developed in a recent work by the authors [`Compressed sensing for inverse problems and the sample complexity of the sparse Radon transform', J. Eur. Math. Soc.,…

Functional Analysis · Mathematics 2025-01-06 Giovanni S. Alberti , Alessandro Felisi , Matteo Santacesaria , S. Ivan Trapasso

In this paper we present the applications of methods from wavelet analysis to polynomial approximations for a number of accelerator physics problems. In the general case we have the solution as a multiresolution expansion in the base of…

Accelerator Physics · Physics 2016-09-08 Antonina N. Fedorova , Michael G. Zeitlin

A compound Poisson process whose jump measure and intensity are unknown is observed at finitely many equispaced times. We construct a purely data-driven estimator of the L\'evy density $\nu$ through the spectral approach using general…

Statistics Theory · Mathematics 2019-02-12 Alberto J. Coca

A mathematical analysis is established for the weak Galerkin finite element methods for the Poisson equation with Dirichlet boundary value when the curved elements are involved on the interior edges of the finite element partition or/and on…

Numerical Analysis · Mathematics 2022-11-01 Dan Li , Chunmei Wang , Junping Wang

We introduce a multitree-based adaptive wavelet Galerkin algorithm {for} space-time discretized linear parabolic partial differential equations, focusing on time-periodic problems. It is shown that the method converges with the best…

Numerical Analysis · Mathematics 2014-01-23 Sebastian Kestler , Kristina Steih , Karsten Urban

We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…

Statistics Theory · Mathematics 2023-11-21 Natalia Bochkina , Jenovah Rodrigues

Wavelet (Besov) priors are a promising way of reconstructing indirectly measured fields in a regularized manner. We demonstrate how wavelets can be used as a localized basis for reconstructing permeability fields with sharp interfaces from…

Numerical Analysis · Mathematics 2019-07-09 Philipp Wacker , Peter Knabner

We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…

Statistics Theory · Mathematics 2021-02-23 Junxiong Jia , Jigen Peng , Jinghuai Gao

We consider the applications of a numerical-analytical approach based on multiscale variational wavelet technique to the systems with collective type behaviour described by some forms of Vlasov-Poisson/Maxwell equations. We calculate the…

Accelerator Physics · Physics 2007-05-23 Antonina N. Fedorova , Michael G. Zeitlin