arXiv subjects

Shunta Nonaga

Publications and source records attributed to Shunta Nonaga.

2 recordsLinked to original sources

arXiv2026

SAVER: Stochastic Adaptive Variance-Driven Exploration and Reconstruction for Low-Dose Computed Tomography

Computed Tomography (CT) is indispensable in clinical diagnostics, yet minimizing radiation dose without compromising image quality remains a critical challenge. Conventional low-dose protocols often rely on fixed, uniform angular sampling, independent of the underlying structural complexity of organs of individual patients. We propose ``Stochastic Adaptive Variance-Driven Exploration and Reconstruction'' (SAVER), an adaptive data acquisition framework that selects projection angles in real-time based on the statistical variance of acquired data. Utilizing a Softmax-based stochastic scheduling scheme with simulated annealing, SAVER prioritizes directions with high structural information while maintaining necessary exploration. Numerical experiments across 8 diverse phantoms demonstrate that SAVER achieves consistently higher reconstruction fidelity than conventional random sampling, particularly for objects with high structural anisotropy. Furthermore, the proposed method exhibits robust performance under significant measurement noise. By dynamically reallocating radiation dose to the most informative projections, SAVER provides a mathematically-grounded approach to maximize diagnostic quality per unit of radiation dose, marking a shift toward sample-dependent, data-driven CT acquisition.

cs.LG↗

arXiv2025

Risk-Averse Best Arm Set Identification with Fixed Budget and Fixed Confidence

Decision making under uncertain environments in the maximization of expected reward while minimizing its risk is one of the ubiquitous problems in many subjects. Here, we introduce a novel problem setting in stochastic bandit optimization that jointly addresses two critical aspects of decision-making: maximizing expected reward and minimizing associated uncertainty, quantified via the mean-variance(MV) criterion. Unlike traditional bandit formulations that focus solely on expected returns, our objective is to efficiently and accurately identify the Pareto-optimal set of arms that strikes the best trade-off between expected performance and risk. We propose a unified meta-algorithmic framework capable of operating under both fixed-confidence and fixed-budget regimes, achieved through adaptive design of confidence intervals tailored to each scenario using the same sample exploration strategy. We provide theoretical guarantees on the correctness of the returned solutions in both settings. To complement this theoretical analysis, we conduct extensive empirical evaluations across synthetic benchmarks, demonstrating that our approach outperforms existing methods in terms of both accuracy and sample efficiency, highlighting its broad applicability to risk-aware decision-making tasks in uncertain environments.

cs.LG↗