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Floor van Maarschalkerwaart

Publications and source records attributed to Floor van Maarschalkerwaart.

2 recordsLinked to original sources

A Distributionally Robust Framework for Learned Reconstructions in Inverse Problems

Learned reconstruction operators for inverse problems are typically trained under a fixed noise model, and generalize poorly when the distribution during testing differs from the one assumed during training. Distributionally robust optimization (DRO) addresses this by optimizing against the worst-case distribution within a prescribed ambiguity set, but standard Wasserstein DRO perturbs the full joint distribution uniformly, which can be overly conservative and ignores the physics of the measurement process. We develop a structured DRO framework in which the ambiguity set is restricted to structured perturbations aligned with the data-acquisition process. This allows us to learn data-driven reconstruction operators that remain robust to distributional shifts. By constraining perturbations to subsets such as $P(Y|X)$, our framework models uncertainty in the forward operator and noise model more faithfully, accommodating any noise model expressible as a stochastic forward operator. We establish strong duality for this general formulation and derive explicit finite-dimensional dual representations for perturbations in the joint, marginal, and conditional distributions. A central result is an explicit worst-case risk bound that induces Tikhonov regularization on the Lipschitz constant of the reconstruction operator, and is less conservative relative to standard DRO for well-posed problems. Numerical experiments on deblurring and sinogram-to-CT reconstruction demonstrate improved robustness, stability, and interpretability over standard DRO and MSE baselines. In the linear setting, the learned operator becomes effectively low-rank, truncating at the intrinsic dimension of the data and recovering a data-driven analogue of truncated-SVD regularization.

math.OC↗

Perturbation-Aware Distributionally Robust Optimization for Inverse Problems

This paper builds on classical distributionally robust optimization techniques to construct a comprehensive framework that can be used for solving inverse problems. Given an estimated distribution of inputs in $X$ and outputs in $Y$, an ambiguity set is constructed by collecting all the perturbations that belong to a prescribed set $K$ and are inside an entropy-regularized Wasserstein ball. By finding the worst-case reconstruction within $K$ one can produce reconstructions that are robust with respect to various types of perturbations: $X$-robustness, $Y|X$-robustness and, more general, targeted robustness depending on noise type, imperfect forward operators and noise anisotropies. After defining the general robust optimization problem, we derive its (weak) dual formulation and we use it to design an efficient algorithm. Finally, we demonstrate the effectiveness of our general framework to solve matrix inversion and deconvolution problems defining $K$ as the set of multivariate Gaussian perturbations in $Y|X$.

math.OC↗