相关论文: Thimble regularization at work besides toy models:…

Low-rank modeling has many important applications in computer vision and machine learning. While the matrix rank is often approximated by the convex nuclear norm, the use of nonconvex low-rank regularizers has demonstrated better empirical…

We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…

When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

I discuss some of the difficulties with formulating chiral symmetry on the lattice and review a recently proposed scheme for a fully finite and exactly gauge invariant lattice regularization of the standard model.

Calculation of the log-normalizer is a major computational obstacle in applications of log-linear models with large output spaces. The problem of fast normalizer computation has therefore attracted significant attention in the theoretical…

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Many practical problems involve the recovery of a binary matrix from partial information, which makes the binary matrix completion (BMC) technique received increasing attention in machine learning. In particular, we consider a special case…

Instrumental variables estimation with many instruments is biased. Traditional bias-adjustments are closely connected to the Silverstein equation. Based on the theory of random matrices, we show that Ridge estimation of the first-stage…

Matrix model is used as a regularization of field theory on non-commutative torus. However, there exists an example that the product of the large-N limit of matrices does not coincide with that of the corresponding fields. We propose a new…

Using a simple Gaussian-like Ansatz for the phase distribution of a theory with a complex action, we show how the thimble integration for the average phase factor can be plagued by a strong residual sign problem when the phase of the…

This work unifies the analysis of various randomized methods for solving linear and nonlinear inverse problems by framing the problem in a stochastic optimization setting. By doing so, we show that many randomized methods are variants of a…

Recently there has been remarkable progress in solving the sign problem, which occurs in investigating statistical systems with a complex weight. The two promising methods, the complex Langevin method and the Lefschetz thimble method, share…

We are concerned with an approximation problem for a symmetric positive semidefinite matrix due to motivation from a class of nonlinear machine learning methods. We discuss an approximation approach that we call {matrix ridge…

Several convergence results in Hilbert scales under different source conditions are proved and orders of convergence and optimal orders of convergence are derived. Also, relations between those source conditions are proved. The concept of a…

This paper develops a large-scale inference approach for the regularization of stock return covariance matrices. The framework allows for the presence of heavy tails and multivariate GARCH-type effects of unknown form among the stock…

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Lattice field theories with complex actions are not easily studied using conventional analytic or simulation methods. However, a large class of these models are invariant under CT, where C is charge conjugation and T is time reversal,…

In this paper, we consider optimal low-rank regularized inverse matrix approximations and their applications to inverse problems. We give an explicit solution to a generalized rank-constrained regularized inverse approximation problem,…

Many research programs aiming to deal with the sign problem were proposed since the advent of lattice field theory. Several of these try to achieve this by exploiting properties of analytic functions. This is also the case for our study.…

In this paper we consider inverse problems that are mathematically ill-posed. That is, given some (noisy) data, there is more than one solution that approximately fits the data. In recent years, deep neural techniques that find the most…