Global ETD Search

81	Iterative tensor factorization based on Krylov subspace-type methods with applications to image processing UGWU, UGOCHUKWU OBINNA 06 October 2021 (has links) No description available. Applied Mathematics Inverse problems Iterative tensor decomposition Krylov subspaces Image and video processing Truncated iterations Tensor Arnoldi process Tensor Golub-Kahan bidiagonalization Tensor Lanczos process tensor SVD Randomized tensor SVD t-product Invertible linear transform
82	Nové typy a principy optimalizace digitálního zpracování obrazů v EIT / New Optimization Algorithms for a Digital Image Reconstruction in EIT Kříž, Tomáš January 2016 (has links) This doctoral thesis proposes a new algorithm for the reconstruction of impedance images in monitored objects. The algorithm eliminates the spatial resolution problems present in existing reconstruction methods, and, with respect to the monitored objects, it exploits both the partial knowledge of configuration and the material composition. The discussed novel method is designed to recognize certain significant fields of interest, such as material defects or blood clots and tumors in biological images. The actual reconstruction process comprises two phases; while the former stage is focused on industry-related images, with the aim to detect defects in conductive materials, the latter one concentrates on biomedical applications. The thesis also presents a description of the numerical model used to test the algorithm. The testing procedure was centred on the resulting impedivity value, influence of the regularization parameter, initial value of the numerical model impedivity, and effect exerted by noise on the voltage electrodes upon the overall reconstruction results. Another issue analyzed herein is the possibility of reconstructing impedance images from components of the magnetic flux density measured outside the investigated object. The given magnetic field is generated by a current passing through the object. The created algorithm for the reconstruction of impedance images is modeled on the proposed algorithm for EIT-based reconstruction of impedance images from voltage. The algoritm was tested for stability, influence of the regularization parameter, and initial conductivity. From the general perspective, the thesis describes the methodology for both magnetic field measurement via NMR and processing of the obtained data.
83	The impact of a curious type of smoothness conditions on convergence rates in l1-regularization Bot, Radu Ioan, Hofmann, Bernd January 2013 (has links) Tikhonov-type regularization of linear and nonlinear ill-posed problems in abstract spaces under sparsity constraints gained relevant attention in the past years. Since under some weak assumptions all regularized solutions are sparse if the l1-norm is used as penalty term, the l1-regularization was studied by numerous authors although the non-reflexivity of the Banach space l1 and the fact that such penalty functional is not strictly convex lead to serious difficulties. We consider the case that the sparsity assumption is narrowly missed. This means that the solutions may have an infinite number of nonzero but fast decaying components. For that case we formulate and prove convergence rates results for the l1-regularization of nonlinear operator equations. In this context, we outline the situations of Hölder rates and of an exponential decay of the solution components. info:eu-repo/classification/ddc/510 ddc:510 info:eu-repo/classification/ddc/519 ddc:519 Regularisierung; Konvergenz
84	Contribution à l'analyse mathématique et à la résolution numérique d'un problème inverse de scattering élasto-acoustique Estecahandy, Elodie 19 September 2013 (has links) (PDF) La détermination de la forme d'un obstacle élastique immergé dans un milieu fluide à partir de mesures du champ d'onde diffracté est un problème d'un vif intérêt dans de nombreux domaines tels que le sonar, l'exploration géophysique et l'imagerie médicale. A cause de son caractère non-linéaire et mal posé, ce problème inverse de l'obstacle (IOP) est très difficile à résoudre, particulièrement d'un point de vue numérique. De plus, son étude requiert la compréhension de la théorie du problème de diffraction direct (DP) associé, et la maîtrise des méthodes de résolution correspondantes. Le travail accompli ici se rapporte à l'analyse mathématique et numérique du DP élasto-acoustique et de l'IOP. En particulier, nous avons développé un code de simulation numérique performant pour la propagation des ondes associée à ce type de milieux, basé sur une méthode de type DG qui emploie des éléments finis d'ordre supérieur et des éléments courbes à l'interface afin de mieux représenter l'interaction fluide-structure, et nous l'appliquons à la reconstruction d'objets par la mise en oeuvre d'une méthode de Newton régularisée. interaction fluide-solide problème de diffraction Fréquence de Jones inégalité de Gärding alternative de Fredholm espace de Sobolev à poids méthode de Galerkin discontinue méthode élément fini raffinement hp effet de pollution arêtes de frontière courbes factorisation LU différentiabilité au sens de Fréchet dérivée de domaine frontière Lipschitzienne théorème des fonctions implicites méthode de Newton régularisation de Tikhonov domaine étoilé B-splines quadratiques
85	Décomposition Modale Empirique : Contribution à la Modélisation Mathématique et Application en Traitement du Signal et de l'Image Niang, Oumar 20 September 2007 (has links) (PDF) La Décomposition Modale Empirique (EMD), est une méthode de décomposition multi-résolution de signaux en fonctions Modes Intrinsèques (IMF) et cela, de manière auto-adaptative. En la couplant avec la transformée de Hilbert, elle devient une méthode d'analyse Temps-Fréquence , la transformée de Hilbert-Huang, permettant d'étudier bon nombre de classes de signaux. Malgré ces nombreuses applications, l'une des plus importantes limites de l'EMD est son manque de formalisme mathématique. A la place d'une interpolation par splines cubiques utilisée dans l'EMD classique, nous avons estimé l'enveloppe moyenne par une solution d'un système d'EDP. Par une méthode variationnelle, nous avons établi un cadre théorique pour prouver les résultats de convergence, d'existence de modes et la propriété de presque orthogonalité de l'EMD. La comparaison avec des bancs de filtres itératifs et les ondelettes, montre l'aspect multi-résolution de l'EMD. Deux nouvelles applications en traitement du signal et de l'image sont présentées : l'extraction des intermittences et mode mixing et la restauration par shrinkage par EMD. Enfin le modèle peut servir de base pour l'étude de l'unicité de la décomposition. Décomposition Modale Empirique Modélisation mathématique Équations aux Dérivées Partielles Interpolation Enveloppe moyenne Analyse Temps-Fréquence Analyse Multi-résolution Ondelettes Algorithme de Poursuite Banc de Filtres Analyse d'Images Points Caractéristiques Méthodes Spectrales Régularisation de Tikhonov shrinkage par ondelettes shrinkage par EMD Inpainting
86	Beiträge zur Regularisierung inverser Probleme und zur bedingten Stabilität bei partiellen Differentialgleichungen Shao, Yuanyuan 17 January 2013 (has links) (PDF) Wir betrachten die lineare inverse Probleme mit gestörter rechter Seite und gestörtem Operator in Hilberträumen, die inkorrekt sind. Um die Auswirkung der Inkorrektheit zu verringen, müssen spezielle Lösungsmethode angewendet werden, hier nutzen wir die sogenannte Tikhonov Regularisierungsmethode. Die Regularisierungsparameter wählen wir aus das verallgemeinerte Defektprinzip. Eine typische numerische Methode zur Lösen der nichtlinearen äquivalenten Defektgleichung ist Newtonverfahren. Wir schreiben einen Algorithmus, die global und monoton konvergent für beliebige Startwerte garantiert. Um die Stabilität zu garantieren, benutzen wir die Glattheit der Lösung, dann erhalten wir eine sogenannte bedingte Stabilität. Wir demonstrieren die sogenannte Interpolationsmethode zur Herleitung von bedingten Stabilitätsabschätzungen bei inversen Problemen für partielle Differentialgleichungen. Lineare Inverse Probleme Hilberträume gestörte rechte Seite gestörter Operator Tikhonov Regularisierung das verallgemeinerte Defektprinzip Newtonverfahren globale und monotone Konvergenz Mutiparameter-Regularisierung bedingte Stabilitätsabschätzung Interpolationsmethode Ill-posed problems inverse problems noisy hand side noisy operator Tichonov regularization Hilbert scales generalized discrepancy principle Newton's method global convergence monotone convergence multi-parameter regularization conditional stability estimates interpolation source problems ddc:515 Iteration Tichonov-Regularisierung Interpolation Partielle Differentialgleichung
87	Beiträge zur Regularisierung inverser Probleme und zur bedingten Stabilität bei partiellen Differentialgleichungen Shao, Yuanyuan 14 January 2013 (has links) Wir betrachten die lineare inverse Probleme mit gestörter rechter Seite und gestörtem Operator in Hilberträumen, die inkorrekt sind. Um die Auswirkung der Inkorrektheit zu verringen, müssen spezielle Lösungsmethode angewendet werden, hier nutzen wir die sogenannte Tikhonov Regularisierungsmethode. Die Regularisierungsparameter wählen wir aus das verallgemeinerte Defektprinzip. Eine typische numerische Methode zur Lösen der nichtlinearen äquivalenten Defektgleichung ist Newtonverfahren. Wir schreiben einen Algorithmus, die global und monoton konvergent für beliebige Startwerte garantiert. Um die Stabilität zu garantieren, benutzen wir die Glattheit der Lösung, dann erhalten wir eine sogenannte bedingte Stabilität. Wir demonstrieren die sogenannte Interpolationsmethode zur Herleitung von bedingten Stabilitätsabschätzungen bei inversen Problemen für partielle Differentialgleichungen. info:eu-repo/classification/ddc/515 ddc:515
88	Application of the Duality Theory Lorenz, Nicole 15 August 2012 (has links) (PDF) The aim of this thesis is to present new results concerning duality in scalar optimization. We show how the theory can be applied to optimization problems arising in the theory of risk measures, portfolio optimization and machine learning. First we give some notations and preliminaries we need within the thesis. After that we recall how the well-known Lagrange dual problem can be derived by using the general perturbation theory and give some generalized interior point regularity conditions used in the literature. Using these facts we consider some special scalar optimization problems having a composed objective function and geometric (and cone) constraints. We derive their duals, give strong duality results and optimality condition using some regularity conditions. Thus we complete and/or extend some results in the literature especially by using the mentioned regularity conditions, which are weaker than the classical ones. We further consider a scalar optimization problem having single chance constraints and a convex objective function. We also derive its dual, give a strong duality result and further consider a special case of this problem. Thus we show how the conjugate duality theory can be used for stochastic programming problems and extend some results given in the literature. In the third chapter of this thesis we consider convex risk and deviation measures. We present some more general measures than the ones given in the literature and derive formulas for their conjugate functions. Using these we calculate some dual representation formulas for the risk and deviation measures and correct some formulas in the literature. Finally we proof some subdifferential formulas for measures and risk functions by using the facts above. The generalized deviation measures we introduced in the previous chapter can be used to formulate some portfolio optimization problems we consider in the fourth chapter. Their duals, strong duality results and optimality conditions are derived by using the general theory and the conjugate functions, respectively, given in the second and third chapter. Analogous calculations are done for a portfolio optimization problem having single chance constraints using the general theory given in the second chapter. Thus we give an application of the duality theory in the well-developed field of portfolio optimization. We close this thesis by considering a general Support Vector Machines problem and derive its dual using the conjugate duality theory. We give a strong duality result and necessary as well as sufficient optimality conditions. By considering different cost functions we get problems for Support Vector Regression and Support Vector Classification. We extend the results given in the literature by dropping the assumption of invertibility of the kernel matrix. We use a cost function that generalizes the well-known Vapnik's ε-insensitive loss and consider the optimization problems that arise by using this. We show how the general theory can be applied for a real data set, especially we predict the concrete compressive strength by using a special Support Vector Regression problem. Konjugierte Dualität konvexe Analysis Fencheldualität Lagrangedualität Regularitätsbedingungen schwache Dualität starke Dualität Portfoliooptimierung innere Punktbedingungen Regularitätsbedingungen Risikomaße Support Vektor Regression Suport Vektor Klassifikation Machinelles Lernen Conjugate duality convex duality theory Fenchel duality Lagrange duality Fenchel-Lagrange duality regularity conditions perturbation functions composed convex optimization problems geometric constraints cone constraints weak and strong duality scalar optimization interior point regularity condition conjugate functions convex risk measures convex deviation measures portfolio optimization optimality conditions stochastic programming chance constraints machine learning Tikhonov regularization loss functions Support Vector Regression Support Vector Classification concrete compressive strength ddc:515 Maschinelles Lernen Konjugierte Dualität konvexe Analysis
89	Application of the Duality Theory: New Possibilities within the Theory of Risk Measures, Portfolio Optimization and Machine Learning Lorenz, Nicole 28 June 2012 (has links) The aim of this thesis is to present new results concerning duality in scalar optimization. We show how the theory can be applied to optimization problems arising in the theory of risk measures, portfolio optimization and machine learning. First we give some notations and preliminaries we need within the thesis. After that we recall how the well-known Lagrange dual problem can be derived by using the general perturbation theory and give some generalized interior point regularity conditions used in the literature. Using these facts we consider some special scalar optimization problems having a composed objective function and geometric (and cone) constraints. We derive their duals, give strong duality results and optimality condition using some regularity conditions. Thus we complete and/or extend some results in the literature especially by using the mentioned regularity conditions, which are weaker than the classical ones. We further consider a scalar optimization problem having single chance constraints and a convex objective function. We also derive its dual, give a strong duality result and further consider a special case of this problem. Thus we show how the conjugate duality theory can be used for stochastic programming problems and extend some results given in the literature. In the third chapter of this thesis we consider convex risk and deviation measures. We present some more general measures than the ones given in the literature and derive formulas for their conjugate functions. Using these we calculate some dual representation formulas for the risk and deviation measures and correct some formulas in the literature. Finally we proof some subdifferential formulas for measures and risk functions by using the facts above. The generalized deviation measures we introduced in the previous chapter can be used to formulate some portfolio optimization problems we consider in the fourth chapter. Their duals, strong duality results and optimality conditions are derived by using the general theory and the conjugate functions, respectively, given in the second and third chapter. Analogous calculations are done for a portfolio optimization problem having single chance constraints using the general theory given in the second chapter. Thus we give an application of the duality theory in the well-developed field of portfolio optimization. We close this thesis by considering a general Support Vector Machines problem and derive its dual using the conjugate duality theory. We give a strong duality result and necessary as well as sufficient optimality conditions. By considering different cost functions we get problems for Support Vector Regression and Support Vector Classification. We extend the results given in the literature by dropping the assumption of invertibility of the kernel matrix. We use a cost function that generalizes the well-known Vapnik's ε-insensitive loss and consider the optimization problems that arise by using this. We show how the general theory can be applied for a real data set, especially we predict the concrete compressive strength by using a special Support Vector Regression problem. info:eu-repo/classification/ddc/515 ddc:515

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