aiqbench analysis
This research establishes a superior $O(n^{-1/2})$ convergence rate for the empirical Maximum Entropy on the Mean method, significantly improving upon previous bounds through novel stability analysis of convex optimization problems. By reformulating the dual problem as an expected risk minimization task, the study enables scalable stochastic gradient algorithms for large-scale data-driven inverse problems. These advancements directly enhance the computational efficiency and statistical robustness of modern machine learning frameworks used to solve complex inverse problems.
On the Computational and Statistical Efficiency of the Empirical Maximum Entropy on the Mean Method
arXiv:2608.27705v1 Announce Type: cross Abstract: The Maximum Entropy on the Mean (MEM) method provides a flexible computational framework for solving inverse problems by combining data fidelity with entropy-based regularization. In practice, however, the prior distribution is typically unknown but can be estimated from data, giving rise to the empirical MEM method. We establish a parametric convergence rate of $O(n^{-1/2})$ in expectation for empirical MEM, improving upon the previously established $O(n^{-1/4})$ guarantee by King-Roskamp et al. (2026). Our proof is based on a novel stability analysis of the primal and dual optimization problems under perturbations of the underlying probability measure, relying only on foundational tools from convex analysis and probability. We further show that the MEM dual problem admits a reformulation as an expected risk minimization problem, thereby placing MEM within the modern framework of stochastic optimization and enabling scalable stochastic gradient algorithms for large-scale inverse problems. Together, these results place empirical MEM as a statistically and computationally efficient methodology for data-driven inverse problems.
Abstract:The Maximum Entropy on the Mean (MEM) method provides a flexible computational framework for solving inverse problems by combining data fidelity with entropy-based regularization. In practice, however, the prior distribution is typically unknown but can be estimated from data, giving rise to the empirical MEM method. We establish a parametric convergence rate of $O(n^{-1/2})$ in expectation for empirical MEM, improving upon the previously established $O(n^{-1/4})$ guarantee by King-Roskamp et al. (2026). Our proof is based on a novel stability analysis of the primal and dual optimization problems under perturbations of the underlying probability measure, relying only on foundational tools from convex analysis and probability. We further show that the MEM dual problem admits a reformulation as an expected risk minimization problem, thereby placing MEM within the modern framework of stochastic optimization and enabling scalable stochastic gradient algorithms for large-scale inverse problems. Together, these results place empirical MEM as a statistically and computationally efficient methodology for data-driven inverse problems.
Optimization and Control (math.OC); Machine Learning (cs.LG); Machine Learning (stat.ML)
arXiv:2608.27705 [math.OC]
(or arXiv:2608.27705v1 [math.OC] for this version)
https://doi.org/10.48550/arXiv.2608.27705 Focus to learn more arXiv-issued DOI via DataCite (pending registration)
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Full text under the publisher's open licence · 259 words
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