Data-Driven Priors in the Maximum Entropy on the Mean Method for Linear Inverse Problems

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Authors: Matthew King–Roskamp, Rustum Choksi, Tim Hoheisel
Cited by: 0
References: 33

Abstract

Abstract. We establish the theoretical framework for implementing the maximum entropy on the mean (MEM) method for linear inverse problems in the setting of approximate (data-driven) priors. We prove a.s. convergence for empirical means and further develop general estimates for the difference between the MEM solutions with different priors [Formula: see text] and [Formula: see text] based on the epigraphical distance between their respective log-moment generating functions. These estimates allow us to establish a rate of convergence in expectation for empirical means. We illustrate our results with denoising on the MNIST and Fashion-MNIST datasets.

Fields of Study & Subjects

Numerical methods in inverse problems Image and Signal Denoising Methods Optimization and Variational Analysis

Publication details

Journal / source
SIAM Journal on Mathematics of Data Science
Volume
8
Issue
1
Pages
108–140
Publication date
12 February 2026
Language
EN