74 citations · 192 across the 22 of their papers we have counts for
22 papers
A direct probing method of an inverse problem for the Eikonal equation
Kazufumi Ito, Ying Liang
In this paper, we propose a direct probing method for the inverse problem based on the Eikonal equation. For the Eikonal equation with a point source, the viscosity solution repres…
Least-Squares Method for Inverse Medium Problems
Kazufumi Ito, Ying Liang, Jun Zou
We present a two-stage least-squares method to inverse medium problems of reconstructing multiple unknown coefficients simultaneously from noisy data. A direct sampling method is a…
Regularized Linear Inversion with Randomized Singular Value Decomposition
Kazufumi Ito, Bangti Jin
In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical re…
A neural network based policy iteration algorithm with global -superlinear convergence for stochastic games on domains
Kazufumi Ito, Christoph Reisinger, Yufei Zhang
In this work, we propose a class of numerical schemes for solving semilinear Hamilton-Jacobi-Bellman-Isaacs (HJBI) boundary value problems which arise naturally from exit time prob…
Fully Discrete Schemes and Their Analyses for Forward-Backward Stochastic Differential Equations
Kazufumi Ito, Yufei Zhang, Jun Zou
We propose some numerical schemes for forward-backward stochastic differential equations (FBSDEs) based on a new fundamental concept of transposition solutions. These schemes explo…
Variational Gaussian Approximation for Poisson Data
Simon Arridge, Kazufumi Ito, Bangti Jin +1
The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work,…