相关论文: Connecting Tikhonov regularization to the maximum …
In a Hilbert framework, we consider an inertial Tikhonov regularized dynamical system governed by a maximally comonotone operator, where the damping coefficient is proportional to the square root of the Tikhonov regularization parameter.…
The solution, $x$, of the linear system of equations $A x\approx b$ arising from the discretization of an ill-posed integral equation with a square integrable kernel $H(s,t)$ is considered. The Tikhonov regularized solution $ x(\lambda)$ is…
The analyticity of the entropy and relative entropy rates of continuous-state hidden Markov models is studied here. Using the analytic continuation principle and the stability properties of the optimal filter, the analyticity of these rates…
We study a non-linear statistical inverse learning problem, where we observe the noisy image of a quantity through a non-linear operator at some random design points. We consider the widely used Tikhonov regularization (or method of…
The generalisation and robustness properties of policies learnt through Maximum-Entropy Reinforcement Learning are investigated on chaotic dynamical systems with Gaussian noise on the observable. First, the robustness under noise…
The term analytic continuation emerges in many branches of Mathematics, Physics, and, more generally, applied Science. Generally speaking, in many situations, given some amount of information that could arise from experimental or numerical…
In this paper, we propose a novel machine learning method based on an adaptive tensor neural network subspace for solving quasiperiodic elliptic problems. To this end, we first provide a theoretical analysis of the associated quasiperiodic…
This paper provides a convergence analysis for generalized Hamiltonian Monte Carlo samplers, a family of Markov Chain Monte Carlo methods based on leapfrog integration of Hamiltonian dynamics and kinetic Langevin diffusion, that encompasses…
Physical models often contain unknown functions and relations. In order to gain more insights into the nature of physical processes, these unknown functions have to be identified or reconstructed. Mathematically, we can formulate this…
Maximum entropy inference and learning of graphical models are pivotal tasks in learning theory and optimization. This work extends algorithms for these problems, including generalized iterative scaling (GIS) and gradient descent (GD), to…
The $\chi^2$-principle generalizes the Morozov discrepancy principle (MDP) to the augmented residual of the Tikhonov regularized least squares problem. Weighting of the data fidelity by a known Gaussian noise distribution on the measured…
We introduce the first differentiable approximation of range-partition entropy, a complexity measure from computational geometry that directly bounds algorithmic runtime. Unlike architectural modifications, our method is a complementary…
Multifidelity Monte Carlo methods often rely on a preprocessing phase consisting of standard Monte Carlo sampling to estimate correlation coefficients between models of different fidelity to determine the weights and number of samples for…
This article addresses the challenge of learning effective regularizers for linear inverse problems. We analyze and compare several types of learned variational regularization against the theoretical benchmark of the optimal affine…
We study a Q learning algorithm for continuous time stochastic control problems. The proposed algorithm uses the sampled state process by discretizing the state and control action spaces under piece-wise constant control processes. We show…
The theory of spectral filtering is a remarkable tool to understand the statistical properties of learning with kernels. For least squares, it allows to derive various regularization schemes that yield faster convergence rates of the excess…
An acceleration of continuous time quantum Monte Carlo (CTQMC) methods is a potentially interesting branch of work as they are matchless as impurity solvers of a density functional theory in combination with a dynamical mean field theory…
This paper explores the incorporation of Tikhonov regularization into the least squares approximation scheme using trigonometric polynomials on the unit circle. This approach encompasses interpolation and hyperinterpolation as specific…
Given a proper convex lower semicontinuous function defined on a Hilbert space and whose solution set is supposed nonempty. For attaining a global minimizer when this convex function is continuously differentiable, we approach it by a…
We introduce a discretization scheme for continuous localized frames using quasi-Monte Carlo integration and discrepancy theory. By generalizing classical concepts, we define a discrepancy measure on the entire phase space $\mathbb{R}^2$…