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We study a non-linear statistical inverse learning problem, where we observe the noisy image of a quantity through a non-linear operator at some random design points. We consider the widely used Tikhonov regularization (or method of…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi , Gilles Blanchard , Peter Mathé

In this work, we study the well-posedness of certain sparse regularized linear regression problems, i.e., the existence, uniqueness and continuity of the solution map with respect to the data. We focus on regularization functions that are…

Statistics Theory · Mathematics 2024-09-06 Jasper Marijn Everink , Yiqiu Dong , Martin Skovgaard Andersen

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for…

Numerical Analysis · Mathematics 2017-02-13 Christian Clason , Barbara Kaltenbacher , Daniel Wachsmuth

In this paper, we focus on the local convergence rate analysis of the proximal iteratively reweighted $\ell_1$ algorithms for solving $\ell_p$ regularization problems, which are widely applied for inducing sparse solutions. We show that if…

Optimization and Control · Mathematics 2021-01-12 Hao Wang , Hao Zeng , Jiashan Wang

If the magnetic field caused by a magnetic dipole is measured, the electrical conductivity of the subsurface can be determined by solving the inverse problem. For this problem a form of regularisation is required as the forward model is…

Geophysics · Physics 2022-11-24 Wouter Deleersnyder , David Dudal , Benjamin Maveau , Marieke Paepen

The goal of this paper is to further develop an approach to inverse problems with imperfect forward operators that is based on partially ordered spaces. Studying the dual problem yields useful insights into the convergence of the…

Numerical Analysis · Mathematics 2019-01-30 Martin Burger , Yury Korolev , Julian Rasch

We consider hierarchical variational inequality problems, or more generally, variational inequalities defined over the set of zeros of a monotone operator. This framework includes convex optimization over equilibrium constraints and…

Optimization and Control · Mathematics 2026-01-07 Daniel Cortild , Meggie Marschner , Mathias Staudigl

This paper discusses the properties of certain risk estimators recently proposed to choose regularization parameters in ill-posed problems. A simple approach is Stein's unbiased risk estimator (SURE), which estimates the risk in the data…

In this paper we develop flexible Krylov methods for efficiently computing regularized solutions to large-scale linear inverse problems with an $\ell_2$ fit-to-data term and an $\ell_p$ penalization term, for $p\geq 1$. First we approximate…

Numerical Analysis · Mathematics 2018-06-19 Julianne Chung , Silvia Gazzola

The objective of this work is to quantify the reconstruction error in sparse inverse problems with measures and stochastic noise, motivated by optimal sensor placement. To be useful in this context, the error quantities must be explicit in…

Numerical Analysis · Mathematics 2024-04-19 Phuoc-Truong Huynh , Konstantin Pieper , Daniel Walter

From a numerical analysis perspective, assessing the robustness of l1-minimization is a fundamental issue in compressed sensing and sparse regularization. Yet, the recovery guarantees available in the literature usually depend on a priori…

Numerical Analysis · Mathematics 2017-05-10 Simone Brugiapaglia , Ben Adcock , Richard K. Archibald

Estimating high-dimensional precision matrices is a fundamental problem in modern statistics, with the graphical lasso and its $\ell_1$-penalty being a standard approach for recovering sparsity patterns. However, many statistical models,…

Statistics Theory · Mathematics 2025-06-19 Piotr Graczyk , Bartosz Kołodziejek , Hideto Nakashima , Maciej Wilczyński

We present a new inner-outer iterative algorithm for edge enhancement in imaging problems. At each outer iteration, we formulate a Tikhonov-regularized problem where the penalization is expressed in the 2-norm and involves a regularization…

Numerical Analysis · Mathematics 2020-12-30 Silvia Gazzola , Misha E. Kilmer , James G. Nagy , Oguz Semerici , Eric L. Miller

In the context of sparse recovery, it is known that most of existing regularizers such as $\ell_1$ suffer from some bias incurred by some leading entries (in magnitude) of the associated vector. To neutralize this bias, we propose a class…

Optimization and Control · Mathematics 2015-11-24 Zhaosong Lu , Xiaorui Li

In this paper, we develop a framework for the discretization of a mixed formulation of quasi-reversibility solutions to ill-posed problems with respect to Poisson's equations. By carefully choosing test and trial spaces a formulation that…

Numerical Analysis · Mathematics 2024-10-01 Erik Burman , Mingfei Lu

Matching pursuit, especially its orthogonal version (OMP) and variations, is a greedy algorithm widely used in signal processing, compressed sensing, and sparse modeling. Inspired by constrained sparse signal recovery, this paper proposes a…

Optimization and Control · Mathematics 2020-03-18 Jinglai Shen , Seyedahmad Mousavi

We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…

Numerical Analysis · Mathematics 2011-03-29 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

The joint bidiagonalization process of a matrix pair $\{A,L\}$ can be used to develop iterative regularization algorithms for large scale ill-posed problems in general-form Tikhonov regularization…

Numerical Analysis · Mathematics 2020-12-29 Haibo Li

We know that compressive sensing can establish stable sparse recovery results from highly undersampled data under a restricted isometry property condition. In reality, however, numerous problems are coherent, and vast majority conventional…

Optimization and Control · Mathematics 2021-11-25 Yanyun Ding , Haibin Zhang , Peili Li , Yunhai Xiao
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