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We provide novel theoretical results regarding local optima of regularized $M$-estimators, allowing for nonconvexity in both loss and penalty functions. Under restricted strong convexity on the loss and suitable regularity conditions on the…

Statistics Theory · Mathematics 2015-01-05 Po-Ling Loh , Martin J. Wainwright

We study Tikhonov regularization for solving ill--posed operator equations where the solutions are functions defined on surfaces. One contribution of this paper is an error analysis of Tikhonov regularization which takes into account…

Numerical Analysis · Mathematics 2016-12-15 Guozhi Dong , Bert Juettler , Otmar Scherzer , Thomas Takacs

In this paper, we study the effect of different regularizers and their implications in high dimensional image classification and sparse linear unmixing. Although kernelization or sparse methods are globally accepted solutions for processing…

Machine Learning · Statistics 2016-11-03 Devis Tuia , Remi Flamary , Michel Barlaud

We present a new approach to convergence rate results for variational regularization. Avoiding Bregman distances and using image space approximation rates as source conditions we prove a nearly minimax theorem showing that the modulus of…

Numerical Analysis · Mathematics 2021-07-07 Philip Miller

The authors study Tikhonov regularization of linear ill-posed problems with a general convex penalty defined on a Banach space. It is well known that the error analysis requires smoothness assumptions. Here such assumptions are given in…

Numerical Analysis · Mathematics 2019-08-19 Bernd Hofmann , Stefan Kindermann , Peter Mathé

We consider a class of constrained optimization problems with a possibly nonconvex non-Lipschitz objective and a convex feasible set being the intersection of a polyhedron and a possibly degenerate ellipsoid. Such problems have a wide range…

Optimization and Control · Mathematics 2016-04-08 Xiaojun Chen , Zhaosong Lu , Ting Kei Pong

The Augmented Lagrangian Method as an approach for regularizing inverse problems received much attention recently, e.g. under the name Bregman iteration in imaging. This work shows convergence (rates) for this method when Morozov's…

Numerical Analysis · Mathematics 2012-04-19 Klaus Frick , Dirk A. Lorenz , Elena Resmerita

In this paper, we establish an initial theory regarding the Second Order Asymptotical Regularization (SOAR) method for the stable approximate solution of ill-posed linear operator equations in Hilbert spaces, which are models for linear…

Numerical Analysis · Mathematics 2018-08-28 Ye Zhang , Bernd Hofmann

We construct an efficient numerical scheme for solving obstacle problems in divergence form. The numerical method is based on a reformulation of the obstacle in terms of an L1-like penalty on the variational problem. The reformulation is an…

Numerical Analysis · Mathematics 2014-04-08 Giang Tran , Hayden Schaeffer , William M. Feldman , Stanley J. Osher

Non-linear filtering approaches allow to obtain decompositions of images with respect to a non-classical notion of scale, induced by the choice of a convex, absolutely one-homogeneous regularizer. The associated inverse scale space flow can…

Numerical Analysis · Mathematics 2022-03-22 Danielle Bednarski , Jan Lellmann

In this paper we propose a new class of iterative regularization methods for solving ill-posed linear operator equations. The prototype of these iterative regularization methods is in the form of second order evolution equation with a…

Numerical Analysis · Mathematics 2020-06-24 Rongfang Gong , B. Hofmann , Ye Zhang

In the present work, we present numerical results for an iterative method for solving an optimal control problem with inequality contraints. The method is based on generalized Bregman distances. Under a combination of a source condition and…

Optimization and Control · Mathematics 2016-06-07 Frank Pörner

This paper deals with Lavrentiev regularization for solving linear ill-posed problems, mostly with respect to accretive operators on Hilbert spaces. We present converse and saturation results which are an important part in regularization…

Numerical Analysis · Mathematics 2016-07-19 Robert Plato

Matrix-valued optimization tasks, including those involving symmetric positive definite (SPD) matrices, arise in a wide range of applications in machine learning, data science and statistics. Classically, such problems are solved via…

Optimization and Control · Mathematics 2024-10-15 Andrew Cheng , Melanie Weber

We study the convergence of variationally regularized solutions to linear ill-posed operator equations in Banach spaces as the noise in the right hand side tends to $0$. The rate of this convergence is determined by abstract smoothness…

Numerical Analysis · Mathematics 2018-07-17 Benjamin Sprung , Thorsten Hohage

Many statistical problems can be reduced to a linear inverse problem in which only a noisy version of the operator is available. Particular examples include random design regression, deconvolution problem, instrumental variable regression,…

Statistics Theory · Mathematics 2025-04-22 Vladimir Spokoiny

Primal-dual splitting involving proximity operators in order to be able to find some approximation to the minimizer for a general form of Tikhonov type functional is in the focus of this work. This approximation is produced by a pair of…

Numerical Analysis · Mathematics 2019-03-19 Erdem Altuntac

The recently developed data-driven eigenmatrix method shows very promising reconstruction accuracy in sparse recovery for a wide range of kernel functions and random sample locations. However, its current implementation can lead to…

Numerical Analysis · Mathematics 2024-05-15 Koung Hee Leem , Jun Liu , George Pelekanos

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

Numerical Analysis · Mathematics 2015-04-17 Stefania Bellavia , Benedetta Morini

Tikhonov regularization involves minimizing the combination of a data discrepancy term and a regularizing term, and is the standard approach for solving inverse problems. The use of non-convex regularizers, such as those defined by trained…

Optimization and Control · Mathematics 2023-02-20 Daniel Obmann , Markus Haltmeier