English

Regularising linear inverse problems under unknown non-Gaussian white noise allowing repeated measurements

Numerical Analysis 2023-02-14 v3 Numerical Analysis

Abstract

We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary distribution. The measuring process can be repeated, which allows to reduce and estimate the measurement error through averaging. We show convergence against the true solution of the infinite-dimensional problem for a priori and a posteriori regularisation schemes as the number of measurements and the dimension of the discretisation tend to infinity under natural and easily verifiable conditions for the discretisation.

Keywords

Cite

@article{arxiv.2010.04519,
  title  = {Regularising linear inverse problems under unknown non-Gaussian white noise allowing repeated measurements},
  author = {Bastian Harrach and Tim Jahn and Roland Potthast},
  journal= {arXiv preprint arXiv:2010.04519},
  year   = {2023}
}

Comments

54 pages, 2 figures

R2 v1 2026-06-23T19:12:22.003Z