Accepted Manuscripts

The functional linear regression model has been widely studied and utilized for dealing with functional predictors. In this paper, we study the Nyström subsampling method, a strategy used to tackle the computational complexities inherent in big data analytics, especially within the domain of functional linear regression model in the framework of reproducing kernel Hilbert space. 

By adopting a Nyström subsampling strategy, our aim is to mitigate the computational overhead associated with kernel methods, which often struggle to scale gracefully with dataset size. Specifically, we investigate a regularization-based approach combined with Nyström subsampling for functional linear regression model, effectively reducing the computational complexity from $O(n^3)$ to $O(m^2 n)$, where $n$ represents the size of the observed empirical dataset and $m$ is the size of subsampled dataset. Notably, we establish that these methodologies will achieve optimal convergence rates, provided that the subsampling level is appropriately selected. We have also demonstrated a numerical example of Nyström subsampling in the RKHS framework for the functional linear regression model.

We introduce subgradient-based Lavrentiev regularisation of the form A(u) + α ∂R(u) ∋ f^δ for linear and nonlinear ill-posed problems with monotone operators A and general regularisation functionals R. In contrast to Tikhonov regularisation, this approach perturbs the equation itself and avoids the use of the adjoint of the derivative of A. It is therefore especially suitable for time-causal problems that only depend on information in the past and allows for real-time computation of regularised solutions. We establish a general well-posedness theory in Banach spaces and prove convergence-rate results with variational source conditions. Furthermore, we demonstrate its application in total-variation denoising in linear Volterra integral operators of the first kind and parameter-identification problems in semilinear parabolic PDEs.

In this paper, we investigate an inverse Cauchy problem for a stochastic hyperbolic equation. A Lipschitz type observability estimate is established using a pointwise Car- leman identity. By minimizing the constructed Tikhonov-type functional, we obtain a regularized approximation to the problem. The properties of the approximation are studied by means of the Carleman estimate and Riesz representation theorem. Leveraging kernel-based learning theory, we simulate numerical algorithms based on the proposed regularization method. These reconstruction algorithms are implemented and validated through several numerical experiments, demonstrating their feasibility and accuracy.

We study the problem of finding the resistors in a resistor network from measurements of the power dissipated by the resistors under different loads. We give sufficient conditions for local uniqueness, i.e. conditions that guarantee that the linearization of this non-linear inverse problem admits a unique solution. Our method is inspired by a method to study local uniqueness of inverse problems with internal functionals in the continuum, where the inverse problem is reformulated as a redundant system of differential equations. We use our method to derive local uniqueness conditions for other discrete inverse problems with internal functionals including a discrete analogue of the inverse Schrödinger problem and problems where the resistors are replaced by impedances and dissipated power at the zero and a positive frequency are available. Moreover, we show that the dissipated power measurements can be obtained from measurements of thermal noise induced currents.

This paper presents an accelerated preconditioned proximal gradient algorithm (APPGA) for effectively solving a class of positron emission tomography (PET) image reconstruction models with differentiable regularizers. We establish the convergence of APPGA with the generalized Nesterov (GN) momentum scheme, demonstrating its ability to converge to a minimizer of the objective function with rates of o(1/k^{2ω}) and o(1/k^ω) in terms of the function value and the distance between consecutive iterates, respectively, where ω∈(0, 1] is the power parameter of the GN momentum. To achieve an efficient algorithm with high-order convergence rate for the higher-order isotropic total variation (ITV) regularized PET image reconstruction model, we replace the ITV term by its smoothed version and subsequently apply APPGA to solve the smoothed model. Numerical results presented in this work indicate that as ω∈(0, 1] increase, APPGA converges at a progressively faster rate. Furthermore, APPGA exhibits superior performance compared to the preconditioned proximal gradient algorithm and the preconditioned Krasnoselskii-Mann algorithm. The extension of the GN momentum technique for solving a more complex optimization model with multiple nondifferentiable terms is also discussed.

By selecting different filter functions, spectral algorithms can generate various regularization methods to solve statistical inverse problems within the learning-from-samples framework. This paper combines distributed spectral algorithms with Sobolev kernels to tackle the functional linear regression problem. The design and mathematical analysis of the algorithms require only that the functional covariates are observed at discrete sample points. Furthermore, the hypothesis function spaces of the algorithms are the Sobolev spaces generated by the Sobolev kernels, optimizing both approximation capability and flexibility. Through the establishment of regularity conditions for the target function and functional covariate, we derive matching upper and lower bounds for the convergence of the distributed spectral algorithms in the Sobolev norm. This demonstrates that the proposed regularity conditions are reasonable and that the convergence analysis under these conditions is tight, capturing the essential characteristics of functional linear regression. The analytical techniques and estimates developed in this paper also improve existing results in the previous literature.

Due to their uncertainty quantification, Bayesian solutions to inverse problems are the framework of choice in applications that are risk averse. These benefits come at the cost of computations that are in general, intractable. New advances in machine learning and variational inference (VI) have lowered this computational barrier by leveraging data-driven learning. Two VI paradigms have emerged that represent different tradeoffs: amortized and non-amortized. Amortized VI can produce fast results but due to generalizing to many observed datasets it produces suboptimal inference results. Non-amortized VI is slower at inference but finds better posterior approximations since it is specialized towards a single observed dataset. Current amortized VI techniques run into a sub-optimality wall that can not be improved without more expressive neural networks or extra training data. We present a solution that enables iterative improvement of amortized posteriors that uses the same networks architectures and training data. The benefits of our method requires extra computations but these remain frugal since they are based on physics-hybrid methods and summary statistics. Importantly, these computations remain mostly offline thus our method maintains cheap and reusable online evaluation while bridging the optimality gap between these two paradigms. We denote our proposed method ASPIRE - Amortized posteriors with Summaries that are Physics-based and Iteratively REfined. We first validate our method on a stylized problem with a known posterior then demonstrate its practical use on a high-dimensional and nonlinear transcranial medical imaging problem with ultrasound. Compared with the baseline and previous methods in the literature, ASPIRE stands out as an computationally efficient and high-fidelity method for posterior inference.