Open Source
Stochastic Inverse Problem: stability, regularization and Wasserstein gradient flow
arXiv stat.ML0 views
arXiv:2410.00229v2 Announce Type: replace Abstract: Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with measurements. Consequently, these problems are naturally framed as stochastic inverse problems. In this paper, we explore three aspects of this problem: direct inversion, variational formulation with regularization, and optimization via gradient flows, drawing parallels with deterministic inverse problems. A key difference from the deterministic case is the space in which we operate. Here, we work within a probability space rather than Euclidean or Sobolev spaces, making tools from measure transport theory necessary for the study. Our findings reveal that the choice of metric---both in the design of the loss function and in the optimization process---significantly impacts the stability and properties of the optimizer.
Source:https://arxiv.org/abs/2410.00229PreviousMixed Engression: Distributional Regression for Multivariate Mixed-Type ResponsesNextOn the Complexity of Best-Arm Identification in Non-Stationary Linear Bandits
Related posts

Forecasting the U.S. Senate with Prediction Markets and Monte Carlo Simulations
0dev.to AI
VoiceStudio: open-source, fully-local ElevenLabs alternative
0Hacker News New
Show HN: X Mode – macOS-style window management for Omarchy
0Hacker News Show
Show HN: Orca Style Workspaces for Herdr
0Hacker News Show
Supermarket freezers across Europe hit by second suspected cyber-attack
0Hacker News
AWS FinOps Field Notes (2026-11-02): Eliminating Idle NAT Gateways & Unattached EIPs with Python
0dev.to AWS