SAFIP: A STREAMING ALGORITHM FOR INVERSE PROBLEMS

Maeva Biret (1, 2) , Michel Broniatowski (2)

1 Safran Aircraft Engines
2 LSTA - Laboratoire de Statistique Théorique et Appliquée

This paper presents a new algorithm which aims at the resolution of inverse problems of the form f (x) = 0, for x ∈ R d and f an arbitrary function with mild regularity condition. The set of solutions S may be infinite. This algorithm produces a good coverage of S, with a limited number of evaluations of the function f. It is therefore appropriate for complex problems where those evaluations are costly. Various examples are presented, with d varying from 2 to 10. Proofs of convergence and of coverage of S are presented.

Domaines: Statistiques [math.ST]

Maeva Biret, Michel Broniatowski. SAFIP: A STREAMING ALGORITHM FOR INVERSE PROBLEMS. 2016. ⟨hal-01371926⟩