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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,742 papers · 148 categories

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230461691921 · Jun 202019922001200920172026
48 results for inversion algorithms

Two new inverse-free ELM algorithms for incremental and decremental learning are proposed.

problem Efficiently updating and removing multiple hidden nodes in ELM.
method Improved inverse-free recursive algorithms for Tikhonov regularization.
result Inverse-free algorithms for ELM with multiple hidden nodes and redundant nodes.

Efficient algorithm removes redundant nodes and obsolete samples in machine learning.

problem Pruning redundant nodes and removing obsolete training samples in machine learning.
method Deduced decremented learning algorithms from incremental learning algorithms, using inverse Cholesterol factor and unitary transformation.
result Proposed decremented learning algorithms efficiently prune redundant nodes and remove obsolete training samples.

New algorithms solve inverse problems using deep learning, converging faster than traditional methods.

problem Solving inverse problems with deep learning models.
method Simple non-convex algorithm for linear and nonlinear inverse problems, with theoretical and empirical support.
result The proposed algorithms converge faster than conventional techniques for certain inverse problems.

NF-ULA combines Langevin Monte Carlo with normalizing flows for imaging inverse problems.

problem Solving inverse problems in imaging with uncertainty quantification.
method Langevin Monte Carlo with normalizing flow prior.
result NF-ULA outperforms competing methods for severely ill-posed inverse problems.

Paper uses SGD for solving linear inverse problems, improving empirical performance.

problem Solving statistical inverse problems in science and engineering.
method Stochastic Gradient Descent (SGD) for linear inverse problems, with smoothing techniques.
result Consistency and finite sample bounds for excess risk demonstrated.

Given a set of observations generated by an optimization process, the goal of inverse optimization is to determine likely parameters of that process. We cast inverse optimization as a form of deep learning. Our method, called deep inverse optimization, is to unroll an iterative optimization process and then use backpro…

2018-12-03abs ↗pdf ↗

Paper solves inverse optimal transport problem with convex optimization and neural network.

problem Learning the cost function for optimal transport from observed data.
method Unconstrained convex optimization, Sinkhorn-Knopp algorithm, and deep neural network parameterization.
result Novel framework avoids repeated OT solving, demonstrating efficiency and accuracy.

Enhances inverse design optimization with machine learning and reduced fidelity simulations.

problem Limited compute resources in inverse design optimization.
method Synergy of multi-fidelity simulations, machine learning, and search space reduction.
result Significant computational resource savings and improved optimization performance.

Advanced optimization algorithms such as Newton method and AdaGrad benefit from second order derivative or second order statistics to achieve better descent directions and faster convergence rates. At their heart, such algorithms need to compute the inverse or inverse square root of a matrix whose size is quadratic of …

2018-04-16abs ↗pdf ↗

We consider the problem of joint estimation of structured inverse covariance matrices. We perform the estimation using groups of measurements with different covariances of the same unknown structure. Assuming the inverse covariances to span a low dimensional linear subspace in the space of symmetric matrices, our aim i…

2015-11-20abs ↗pdf ↗

The traditional approach of hand-crafting priors (such as sparsity) for solving inverse problems is slowly being replaced by the use of richer learned priors (such as those modeled by generative adversarial networks, or GANs). In this work, we study the algorithmic aspects of such a learning-based approach from a theor…

2018-10-08abs ↗pdf ↗

The paper proposes differentially private sliced inverse regression algorithms for high-dimensional data.

problem Privacy concerns in high-dimensional data analysis.
method Differentially private sliced inverse regression algorithms designed for privacy preservation.
result Achieves minimax lower bounds up to logarithmic factors.

Sliced inverse regression (SIR) is a pioneer tool for supervised dimension reduction. It identifies the effective dimension reduction space, the subspace of significant factors with intrinsic lower dimensionality. In this paper, we propose to refine the SIR algorithm through an overlapping slicing scheme. The new algor…

2018-06-23abs ↗pdf ↗

New method for PKM inverse dynamics second derivatives efficiently.

problem Efficient computation of PKM inverse dynamics second derivatives.
method Recursive Lie-group formulation for serial robots adapted to PKM topology.
result Efficient computation of second time derivatives for PKM.

The paper addresses human-like decision-making in multi-agent systems using bounded risk-sensitive Markov Games.

problem Modeling human-like decision-making in multi-agent systems with risk-seeking and loss-aversion behaviors.
method Forward policy design and inverse reward learning with iterative reasoning and cumulative prospect theory.
result The proposed algorithms demonstrate both risk-averse and risk-seeking behaviors in multi-agent systems.

DPMC improves inverse problem solving with MCMC, reducing error in noisy conditions.

problem Inaccurate posterior approximation in inverse problems with high noise levels.
method DPMC uses Annealed MCMC to sample through a series of intermediate distributions, reducing accumulated error.
result DPMC outperforms DPS in various inverse problems, reducing error and evaluations.

A framework uses variational Bayes for solving inverse problems efficiently.

problem Solving inverse problems in various dimensions with flexibility and accuracy.
method Variational Bayes approximations with message passing and factor graph approach.
result Efficient algorithm updates for higher dimensions and computational advantage over MCMC.

Study tackles inverse problems on low-dimensional manifolds, proving stability and proposing a reconstruction algorithm.

problem Inverse problems in infinite-dimensional spaces with nonlinear and ill-posed nature.
method Assumption of low-dimensional manifold, proving stability, proposing Landweber-type algorithm.
result Global convergence of the proposed algorithm, Lipschitz stability for specific inverse problems.

Recent applications of machine learning algorithms in the seismic domain have shown great potential in different areas such as seismic inversion and interpretation. However, such algorithms rarely enforce geophysical constraints - the lack of which might lead to undesirable results. To overcome this issue, we have deve…

2019-08-19abs ↗pdf ↗

A new PGA algorithm ensures stable, robust, and noise-immune solutions for non-negative inverse problems.

problem Stable convergence and suboptimal solutions in inverse problems due to negative values and high sensitivity to hyperparameters.
method A novel multiplicative update proximal gradient algorithm (SSO-PGA) that enforces non-negativity and boundedness through a learnable sigmoid-based operator.
result Significantly surpasses traditional PGA and other state-of-the-art algorithms in performance and stability.

Statistical analysis of algorithm unrolling for inverse problems.

problem Designing deep neural networks to solve inverse problems efficiently.
method Analysis of gradient descent network (GDN) unrolling depth and statistical performance.
result The optimal statistical performance of GDNs requires unrolling depth of order log(n)/log(ρ_n^-1), where ρ_n is the convergence rate.

Method estimates sparse inverse covariance and partial correlation matrices efficiently.

problem Sparse high-dimensional inverse covariance and partial correlation matrix estimation.
method Two-stage estimation method using partial regression with positive semi-definiteness.
result Efficient estimation of inverse covariance and partial correlation matrices with derived non-asymptotic rates.

New algorithm speeds up Bayesian UQ for high-dimensional inverse problems.

problem Computational inefficiency in Bayesian inference for high-dimensional inverse problems.
method Deep neural network-based autoencoder for dimension reduction and emulation phase.
result Computational efficiency up to three orders of magnitude with scalable Bayesian UQ.

Seismic inversion method uses GAN to improve efficiency and accuracy.

problem Difficulty in combining geological knowledge with seismic data and assessing uncertainty.
method Generative Adversarial Network (GAN) for seismic inversion.
result GAN-generated models conform to observation data with low uncertainty.

Rewriting history improves RL algorithms for solving multiple tasks.

problem Improving sample efficiency in multi-task reinforcement learning.
method Introducing hindsight relabeling as inverse RL to generalize goal-relabeling techniques.
result Relabeling data using inverse RL accelerates learning in multi-task settings.

A new algorithm improves posterior sampling for linear inverse problems.

problem Efficiently sampling from posterior distributions in noisy linear inverse problems.
method Proposes \pddim, a DDIM-type sampler that separately samples along singular directions of the measurement operator.
result The method converges to the Bayesian posterior conditioned on the measurements.

We present an Expectation-Maximization algorithm for the fractal inverse problem: the problem of fitting a fractal model to data. In our setting the fractals are Iterated Function Systems (IFS), with similitudes as the family of transformations. The data is a point cloud in RH{\mathbb R}^H with arbitrary dimension HH.…

2017-06-09abs ↗pdf ↗

MCGDiff uses SGM to guide SMC for solving ill-posed linear inverse problems.

problem Solving ill-posed linear inverse problems in Bayesian settings.
method Exploiting SGM structure, defining a sequence of intermediate problems, and using SMC methods.
result MCGDiff outperforms competing methods in Bayesian ill-posed inverse problems.

Machine learning models solve inverse eigenvalue problems for symmetric potentials and refractive indices.

problem Solving inverse eigenvalue problems for symmetric potentials and refractive indices.
method Supervised regression models (k-Nearest Neighbours, Random Forests, Multi-Layer Perceptron) trained on eigenvalue datasets.
result Machine learning methods can numerically solve inverse eigenvalue problems under appropriate parameter tuning.

New algorithm reduces performance loss in IRL with mismatched transition dynamics.

problem Performance degradation in inverse reinforcement learning due to mismatched transition dynamics.
method Proposed a robust Maximum Causal Entropy (MCE) IRL algorithm leveraging robust reinforcement learning insights.
result Empirically demonstrated stable performance improvement under transition dynamics mismatches.

New algorithm reduces dimensionality in federated learning.

problem Estimating central dimension reduction subspace and variable selection in federated learning.
method Federated sparse sliced inverse regression, convex optimization, linearized alternating direction method of multipliers.
result Upper bound of statistical error rate established under heterogeneous setting.

Algorithms for Gaussian process, marginal likelihood methods or restricted maximum likelihood methods often require derivatives of log determinant terms. These log determinants are usually parametric with variance parameters of the underlying statistical models. This paper demonstrates that, when the underlying matrix …

2019-11-02abs ↗pdf ↗