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1. Stable reconstruction of simple Riemannian manifolds from unknown interior sources

   https://doi.org/10.1088/1361-6420/ace6c9  

   de Hoop, Maarten V.; Ilmavirta, Joonas; Lassas, Matti; Saksala, Teemu (July 2023, Inverse Problems)

   Abstract Consider the geometric inverse problem: there is a set of delta-sources in spacetime that emit waves travelling at unit speed. If we know all the arrival times at the boundary cylinder of the spacetime, can we reconstruct the space, a Riemannian manifold with boundary? With a finite set of sources we can only hope to get an approximate reconstruction, and we indeed provide a discrete metric approximation to the manifold with explicit data-driven error bounds when the manifold is simple. This is the geometrization of a seismological inverse problem where we measure the arrival times on the surface of waves from an unknown number of unknown interior microseismic events at unknown times. The closeness of two metric spaces with a marked boundary is measured by a labeled Gromov–Hausdorff distance. If measurements are done for infinite time and spatially dense sources, our construction produces the true Riemannian manifold and the finite-time approximations converge to it in the metric sense 

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2. Unique reconstruction for discretized inverse problems: a random sketching approach via subsampling

   https://doi.org/10.1088/1361-6420/adc14e  

   Jin, Ruhui; Li, Qin; Nair, Anjali; Stechmann, Samuel N (April 2025, Inverse Problems)

   Abstract Computational inverse problems utilize a finite number of measurements to infer a discrete approximation of the unknown parameter function. With motivation from the setting of PDE-based optimization, we study the unique reconstruction of discretized inverse problems by examining the positivity of the Hessian matrix. What is the reconstruction power of a fixed number of data observations? How many parameters can one reconstruct? Here we describe a probabilistic approach, and spell out the interplay of the observation size (r) and the number of parameters to be uniquely identified (m). The technical pillar here is the random sketching strategy, in which the matrix concentration inequality and sampling theory are largely employed. By analyzing a randomly subsampled Hessian matrix, we attain a well-conditioned reconstruction problem with high probability. Our main theory is validated in numerical experiments, using an elliptic inverse problem as an example. 

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3. Online Topology Inference from Streaming Stationary Graph Signals with Partial Connectivity Information

   https://doi.org/10.3390/a13090228  

   Shafipour, Rasoul; Mateos, Gonzalo (September 2020, Algorithms)

   null (Ed.)

   We develop online graph learning algorithms from streaming network data. Our goal is to track the (possibly) time-varying network topology, and affect memory and computational savings by processing the data on-the-fly as they are acquired. The setup entails observations modeled as stationary graph signals generated by local diffusion dynamics on the unknown network. Moreover, we may have a priori information on the presence or absence of a few edges as in the link prediction problem. The stationarity assumption implies that the observations’ covariance matrix and the so-called graph shift operator (GSO—a matrix encoding the graph topology) commute under mild requirements. This motivates formulating the topology inference task as an inverse problem, whereby one searches for a sparse GSO that is structurally admissible and approximately commutes with the observations’ empirical covariance matrix. For streaming data, said covariance can be updated recursively, and we show online proximal gradient iterations can be brought to bear to efficiently track the time-varying solution of the inverse problem with quantifiable guarantees. Specifically, we derive conditions under which the GSO recovery cost is strongly convex and use this property to prove that the online algorithm converges to within a neighborhood of the optimal time-varying batch solution. Numerical tests illustrate the effectiveness of the proposed graph learning approach in adapting to streaming information and tracking changes in the sought dynamic network. 

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4. Online proximal gradient for learning graphs from streaming signals

   https://doi.org/10.23919/Eusipco47968.2020.9287550  

   Shafipour, Rasoul; Mateos, Gonzalo (January 2021, 2020 28th European Signal Processing Conference (EUSIPCO))

   null (Ed.)

   We leverage proximal gradient iterations to develop an online graph learning algorithm from streaming network data. Our goal is to track the (possibly) time-varying network topology, and effect memory and computational savings by processing the data on-the-fly as they are acquired. The setup entails observations modeled as stationary graph signals generated by local diffusion dynamics on the unknown network. Moreover, we may have a priori information on the presence or absence of a few edges as in the link prediction problem. The stationarity assumption implies that the observations' covariance matrix and the so-called graph shift operator (GSO - a matrix encoding the graph topology) commute under mild requirements. This motivates formulating the topology inference task as an inverse problem, whereby one searches for a (e.g., sparse) GSO that is structurally admissible and approximately commutes with the observations' empirical covariance matrix. For streaming data said covariance can be updated recursively, and we show online proximal gradient iterations can be brought to bear to efficiently track the time-varying solution of the inverse problem with quantifiable guarantees. Specifically, we derive conditions under which the GSO recovery cost is strongly convex and use this property to prove that the online algorithm converges to within a neighborhood of the optimal time-varying batch solution. Preliminary numerical tests illustrate the effectiveness of the proposed graph learning approach in adapting to streaming information and tracking changes in the sought dynamic network. 

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5. Estimate the spectrum of affine dynamical systems from partial observations of a single trajectory data

   https://doi.org/10.1088/1361-6420/ac37fb  

   Cheng, Jiahui; Tang, Sui (December 2021, Inverse Problems)

   Abstract In this paper, we study the nonlinear inverse problem of estimating the spectrum of a system matrix, that drives a finite-dimensional affine dynamical system, from partial observations of a single trajectory data. In the noiseless case, we prove an annihilating polynomial of the system matrix, whose roots are a subset of the spectrum, can be uniquely determined from data. We then study which eigenvalues of the system matrix can be recovered and derive various sufficient and necessary conditions to characterize the relationship between the recoverability of each eigenvalue and the observation locations. We propose various reconstruction algorithms with theoretical guarantees, generalizing the classical Prony method, ESPRIT, and matrix pencil method. We test the algorithms over a variety of examples with applications to graph signal processing, disease modeling and a real-human motion dataset. The numerical results validate our theoretical results and demonstrate the effectiveness of the proposed algorithms. 

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