Numerical identification of a nonlinear diffusion law via regularization in Hilbert scales

We consider the reconstruction of a diffusion coefficient in a quasilinear elliptic problem from a single measurement of overspecified Neumann and Dirichlet data. The uniqueness for this parameter identification problem has been established by Cannon and we therefore focus on the stable solution in the presence of data noise. For this, we utilize a reformulation of the inverse problem as a linear ill-posed operator equation with perturbed data and operators. We are able to explicitly characterize the mapping properties of the corresponding operators which allow us to apply regularization in Hilbert scales. We can then prove convergence and convergence rates of the regularized reconstructions under very mild assumptions on the exact parameter. These are, in fact, already needed for the analysis of the forward problem and no additional source conditions are required. Numerical tests are presented to illustrate the theoretical statements.Comment: 17 pages, 2 figure

Kernel Multivariate Analysis Framework for Supervised Subspace Learning: A Tutorial on Linear and Kernel Multivariate Methods

Feature extraction and dimensionality reduction are important tasks in many fields of science dealing with signal processing and analysis. The relevance of these techniques is increasing as current sensory devices are developed with ever higher resolution, and problems involving multimodal data sources become more common. A plethora of feature extraction methods are available in the literature collectively grouped under the field of Multivariate Analysis (MVA). This paper provides a uniform treatment of several methods: Principal Component Analysis (PCA), Partial Least Squares (PLS), Canonical Correlation Analysis (CCA) and Orthonormalized PLS (OPLS), as well as their non-linear extensions derived by means of the theory of reproducing kernel Hilbert spaces. We also review their connections to other methods for classification and statistical dependence estimation, and introduce some recent developments to deal with the extreme cases of large-scale and low-sized problems. To illustrate the wide applicability of these methods in both classification and regression problems, we analyze their performance in a benchmark of publicly available data sets, and pay special attention to specific real applications involving audio processing for music genre prediction and hyperspectral satellite images for Earth and climate monitoring

Semi-Supervised Sound Source Localization Based on Manifold Regularization

Conventional speaker localization algorithms, based merely on the received microphone signals, are often sensitive to adverse conditions, such as: high reverberation or low signal to noise ratio (SNR). In some scenarios, e.g. in meeting rooms or cars, it can be assumed that the source position is confined to a predefined area, and the acoustic parameters of the environment are approximately fixed. Such scenarios give rise to the assumption that the acoustic samples from the region of interest have a distinct geometrical structure. In this paper, we show that the high dimensional acoustic samples indeed lie on a low dimensional manifold and can be embedded into a low dimensional space. Motivated by this result, we propose a semi-supervised source localization algorithm which recovers the inverse mapping between the acoustic samples and their corresponding locations. The idea is to use an optimization framework based on manifold regularization, that involves smoothness constraints of possible solutions with respect to the manifold. The proposed algorithm, termed Manifold Regularization for Localization (MRL), is implemented in an adaptive manner. The initialization is conducted with only few labelled samples attached with their respective source locations, and then the system is gradually adapted as new unlabelled samples (with unknown source locations) are received. Experimental results show superior localization performance when compared with a recently presented algorithm based on a manifold learning approach and with the generalized cross-correlation (GCC) algorithm as a baseline

Convergence rates of general regularization methods for statistical inverse problems and applications

During the past the convergence analysis for linear statistical inverse problems has mainly focused on spectral cut-off and Tikhonov type estimators. Spectral cut-off estimators achieve minimax rates for a broad range of smoothness classes and operators, but their practical usefulness is limited by the fact that they require a complete spectral decomposition of the operator. Tikhonov estimators are simpler to compute, but still involve the inversion of an operator and achieve minimax rates only in restricted smoothness classes. In this paper we introduce a unifying technique to study the mean square error of a large class of regularization methods (spectral methods) including the aforementioned estimators as well as many iterative methods, such as í-methods and the Landweber iteration. The latter estimators converge at the same rate as spectral cut-off, but only require matrixvector products. Our results are applied to various problems, in particular we obtain precise convergence rates for satellite gradiometry, L2-boosting, and errors in variable problems. --Statistical inverse problems,iterative regularization methods,Tikhonov regularization,nonparametric regression,minimax convergence rates,satellite gradiometry,Hilbert scales,boosting,errors in variable