Robust inversion, dimensionality reduction, and randomized sampling

DOI10.1007/s10107-012-0571-6zbMath1254.90112arXiv1110.0895OpenAlexW2762578791WikidataQ60708661 ScholiaQ60708661MaRDI QIDQ715245

Tristan van Leeuwen, Michael P. Friedlander, Michael Martin Aleksandr Aravkin, Felix J. Herrmann

Publication date: 2 November 2012

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1110.0895

zbMATH Keywords

stochastic optimizationinverse problemsrobust estimationseismic inversion

Mathematics Subject Classification ID

Large-scale problems in mathematical programming (90C06) Stochastic programming (90C15) Inverse problems in optimal control (49N45)

Related Items (9)

Minimum distance Lasso for robust high-dimensional regression ⋮ A Semismooth Newton-CG Method for Constrained Parameter Identification in Seismic Tomography ⋮ An outlier-resistant \(\kappa\)-generalized approach for robust physical parameter estimation ⋮ Generalized Kalman smoothing: modeling and algorithms ⋮ Descent Properties of an Anderson Accelerated Gradient Method with Restarting ⋮ Error Bounds for Some Approximate Posterior Measures in Bayesian Inference ⋮ Simultaneous-shot inversion for PDE-constrained optimization problems with missing data ⋮ Robust inversion, dimensionality reduction, and randomized sampling ⋮ Globalized inexact proximal Newton-type methods for nonconvex composite functions

Uses Software

• SDaA

Cites Work

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