Computational Mathematics and Applications Seminar

Several interesting and emerging problems in statistics, machine learning and optimal transport can be cast as minimisation of (entropy-regularised) objective functions defined on an appropriate space of probability distributions.  Numerical methods have historically focused on linear objective functions, a setting in which one has access to an unnormalised density for the distributional target.  For nonlinear objectives, numerical methods are relatively under-developed; for example, mean-field Langevin dynamics is considered state-of-the-art.  In the nonlinear setting even basic questions, such as how to tell whether or not a sequence of numerical approximations has practically converged, remain unanswered.  Our main contribution is to present the first computable measure of sub-optimality for optimisation in this context.  

Joint work with Clémentine Chazal, Heishiro Kanagawa, Zheyang Shen and Anna Korba.

Linear discrete inverse problems arise in many areas of science and engineering, from medical imaging and geophysics to atmospheric modelling. Their numerical solution often relies on iterative algorithms, particularly Krylov subspace methods, that can efficiently handle large-scale, ill-posed systems. In many practical settings, however, exact computations of matrix–vector products, preconditioners, or right-hand sides are either infeasible or unnecessary, leading to inexact iterations. This talk explores the interplay between inexactness and the regularizing behaviour of Krylov subspace methods for inverse problems. We discuss how approximate computations influence the regularization effect inherent in early iterations, as well as  semiconvergence, and how controlled inexactness may be exploited to improve computational efficiency. The aim is to provide a broad perspective on recent insights and open questions at the interface of inverse problems, iterative solvers, and computational inexactness.

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