arXiv:2312. 15341v1 Announce Type: cross Abstract: We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems.
arXiv:2607. 07468v1 Announce Type: cross Abstract: We study the recovery of sparse functions from finite, noisy, and indirect observations in the framework of statistical inverse learning.
arXiv:2504.18184v5 Announce Type: replace Abstract: We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert sp...
arXiv:2505. 07124v3 Announce Type: replace Abstract: We study inverse problems where an unknown potential is observed only through samples from the measure it induces by a convex variational principle.
arXiv:2606. 30230v1 Announce Type: cross Abstract: Learned reconstruction operators for inverse problems are typically trained under a fixed noise model, and generalize poorly when the distribution during testing differs from the one assumed during training.
arXiv:2402.04691v5 Announce Type: replace-cross Abstract: This study investigates the use of stochastic gradient descent (SGD) to learn operators between general Hilbert spaces. We study weak and str...
arXiv:2608.27705v1 Announce Type: cross Abstract: The Maximum Entropy on the Mean (MEM) method provides a flexible computational framework for solving inverse problems by combining data fidelity with...
The paper introduces LUD-DIF, a diffusion-based method that solves inverse problems using unpaired data. By deriving the evidence lower bound of the joint distribution and decoupling it into two independent diffusion processes under a weak‑coupling assumption, the authors provide a variational inference framework, a loss function, and an error‑bound analysis. Experiments show that LUD‑DIF performs well across multiple image inverse problems, demonstrating its effectiveness and generalization in unpaired settings.
arXiv:2606. 16257v1 Announce Type: cross Abstract: Sampling from high-dimensional, non-log-concave distributions with unnormalized densities is a fundamental challenge in machine learning, particularly when the exact gradient of the potential is unavailable and must be approximated via stochastic gradients that exhibit high variance under a fixed budget of gradient computations per iteration.
arXiv:2509.19276v2 Announce Type: replace-cross Abstract: Solving ill-posed inverse problems requires powerful and flexible priors. We propose leveraging pretrained latent diffusion models for this t...
arXiv:2607. 06252v1 Announce Type: cross Abstract: Many problems in science and engineering are difficult to model accurately, either due to unknown physical mechanisms, poorly quantified measurement uncertainty, or prohibitive computational costs of high-fidelity simulations.
We develop a comprehensive theory for regularized M-estimation in reproducing kernel Hilbert spaces. Under mild conditions on the loss we establish existence and measurability of the estimator, covering a wide range of convex and non-convex losses, including bounded robust losses.
The paper presents time‑uniform self‑normalized concentration bounds for stochastic processes in Hilbert spaces with vector‑valued noise, enabling regression‑error guarantees for both linear and nonlinear parametric operators. These results apply to possibly infinite‑dimensional inputs and outputs without requiring independence or mixing assumptions, and are derived in the context of sequentially collected, dependent data such as adaptive experimental design and dynamical‑system modelling.