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We propose a new formulation of robust regression by integrating all realizations of the uncertainty set and taking an averaged approach to obtain the optimal solution for the ordinary least squares regression problem. We show that this…

机器学习 · 计算机科学 2024-10-10 Dimitris Bertsimas , Yu Ma

This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

数值分析 · 数学 2023-06-16 Julianne Chung , Malena Sabaté Landman

During the inversion of discrete linear systems noise in data can be amplified and result in meaningless solutions. To combat this effect, characteristics of solutions that are considered desirable are mathematically implemented during…

数值分析 · 数学 2023-02-07 Michael J. Byrne , Rosemary A. Renaut

The angular synchronization problem of estimating a set of unknown angles from their known noisy pairwise differences arises in various applications. It can be reformulated as a optimization problem on graphs involving the graph Laplacian…

最优化与控制 · 数学 2022-09-12 Frank Filbir , Felix Krahmer , Oleh Melnyk

Sparse inversion of gravity data based on $L_1$-norm regularization is discussed. An iteratively reweighted least squares algorithm is used to solve the problem. At each iteration the solution of a linear system of equations and the…

地球物理 · 物理学 2022-08-16 Saeed Vatankhah , Rosemary A. Renaut , Vahid. E. Ardestani

We propose a general approach for supervised learning with structured output spaces, such as combinatorial and polyhedral sets, that is based on minimizing estimated conditional risk functions. Given a loss function defined over pairs of…

机器学习 · 统计学 2017-02-28 Chong Yang Goh , Patrick Jaillet

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

统计理论 · 数学 2022-01-24 Qiyang Han

Implicit inverse problems, in which noisy observations of a physical quantity are used to infer a nonlinear functional applied to an associated function, are inherently ill posed and often exhibit non uniqueness of solutions. Such problems…

数值分析 · 数学 2025-05-27 Davide Parodi , Federico Benvenuto , Sara Garbarino , Michele Piana

In inverse problems, it is widely recognized that the incorporation of a sparsity prior yields a regularization effect on the solution. This approach is grounded on the a priori assumption that the unknown can be appropriately represented…

机器学习 · 统计学 2025-06-13 Giovanni S. Alberti , Luca Ratti , Matteo Santacesaria , Silvia Sciutto

An ill-posed inverse problem of autoconvolution type is investigated. This inverse problem occurs in nonlinear optics in the context of ultrashort laser pulse characterization. The novelty of the mathematical model consists in a physically…

数学物理 · 物理学 2013-01-28 Daniel Gerth , Bernd Hofmann , Simon Birkholz , Sebastian Koke , Günter Steinmeyer

We introduce and initiate the study of a new model of reductions called the random noise model. In this model, the truth table $T_f$ of the function $f$ is corrupted on a randomly chosen $\delta$-fraction of instances. A randomized…

计算复杂性 · 计算机科学 2025-09-09 Tejas Nareddy , Abhishek Mishra

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

数值分析 · 数学 2020-04-15 Abinash Nayak

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

We show that regularizing Bayesian predictive regressions provides a framework for prior sensitivity analysis. We develop a procedure that jointly regularizes expectations and variance-covariance matrices using a pair of shrinkage priors.…

统计方法学 · 统计学 2017-09-15 Guanhao Feng , Nicholas G. Polson

In the present paper we consider minimization based formulations of inverse problems $(x,\Phi)\in\mbox{argmin}\{\mathcal{J}(x,\Phi;y)\colon(x,\Phi)\in M_{ad}(y) \}$ for the specific but highly relevant case that the admissible set…

最优化与控制 · 数学 2018-07-31 Philipp Hungerländer , Barbara Kaltenbacher , Franz Rendl

For linear inverse problems $Y=\mathsf{A}\mu+\xi$, it is classical to recover the unknown signal $\mu$ by iterative regularisation methods $(\widehat \mu^{(m)}, m=0,1,\ldots)$ and halt at a data-dependent iteration $\tau$ using some…

统计理论 · 数学 2017-10-27 Gilles Blanchard , Marc Hoffmann , Markus Reiß

The numerical properties of algorithms for finding the intersection of sets depend to some extent on the regularity of the sets, but even more importantly on the regularity of the intersection. The alternating projection algorithm of von…

最优化与控制 · 数学 2018-09-24 D. Russell Luke

This paper discusses the properties of certain risk estimators recently proposed to choose regularization parameters in ill-posed problems. A simple approach is Stein's unbiased risk estimator (SURE), which estimates the risk in the data…

Building on the well-known total-variation (TV), this paper develops a general regularization technique based on nonlinear isotropic diffusion (NID) for inverse problems with piecewise smooth solutions. The novelty of our approach is to be…

数值分析 · 数学 2021-08-25 Bernadette N. Hahn , Gael Rigaud , Richard Schmähl

We study regularization of ill-posed equations involving multiplication operators when the multiplier function is positive almost everywhere and zero is an accumulation point of the range of this function. Such equations naturally arise…

统计理论 · 数学 2019-08-19 Peter Mathé , M. Thamban Nair , Bernd Hofmann