Robust inversion, dimensionality reduction, and randomized sampling

DOI10.1007/s10107-012-0571-6zbMath1254.90112arXiv1110.0895WikidataQ60708661 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 optimization; inverse problems; robust estimation; seismic inversion

Mathematics Subject Classification ID

90C06: Large-scale problems in mathematical programming

90C15: Stochastic programming

49N45: Inverse problems in optimal control

Related Items

Simultaneous-shot inversion for PDE-constrained optimization problems with missing data, Minimum distance Lasso for robust high-dimensional regression, Robust inversion, dimensionality reduction, and randomized sampling, Generalized Kalman smoothing: modeling and algorithms, A Semismooth Newton-CG Method for Constrained Parameter Identification in Seismic Tomography

Uses Software

• SDaA

Cites Work

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