Parameter Choice by Fast Balancing
Numerical Analysis
2010-08-04 v1
Abstract
Choosing the regularization parameter for inverse problems is of major importance for the performance of the regularization method. We will introduce a fast version of the Lepskij balancing principle and show that it is a valid parameter choice method for Tikhonov regularization both in a deterministic and a stochastic noise regime as long as minor conditions on the solution are fulfilled.
Cite
@article{arxiv.1008.0620,
title = {Parameter Choice by Fast Balancing},
author = {Frank Bauer},
journal= {arXiv preprint arXiv:1008.0620},
year = {2010}
}