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In the context of linear inverse problems, we propose and study a general iterative regularization method allowing to consider large classes of regularizers and data-fit terms. The algorithm we propose is based on a primal-dual diagonal…

Optimization and Control · Mathematics 2017-08-04 Guillaume Garrigos , Lorenzo Rosasco , Silvia Villa

Within the statistical and machine learning literature, regularization techniques are often used to construct sparse (predictive) models. Most regularization strategies only work for data where all predictors are treated identically, such…

Computation · Statistics 2020-12-16 Sander Devriendt , Katrien Antonio , Tom Reynkens , Roel Verbelen

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

We investigate the regularizing behavior of an iterative Krylov subspace method for the solution of linear inverse problems in precisions lower than double. Recent works have considered the projection of iterated Tikhonov methods using…

Numerical Analysis · Mathematics 2025-12-02 Chelsea Drum , James. G. Nagy , Lucas Onisk

Regularization is used in many different areas of optimization when solutions are sought which not only minimize a given function, but also possess a certain degree of regularity. Popular applications are image denoising, sparse regression…

Optimization and Control · Mathematics 2021-11-15 Bennet Gebken , Katharina Bieker , Sebastian Peitz

In this paper we consider the training of single hidden layer neural networks by pseudoinversion, which, in spite of its popularity, is sometimes affected by numerical instability issues. Regularization is known to be effective in such…

Neural and Evolutionary Computing · Computer Science 2015-08-26 Rossella Cancelliere , Mario Gai , Patrick Gallinari , Luca Rubini

We consider choice of the regularization parameter in Tikhonov method in the case of the unknown noise level of the data. From known heuristic parameter choice rules often the best results were obtained in the quasi-optimality criterion…

Numerical Analysis · Mathematics 2017-08-08 Toomas Raus , Uno Hämarik

We consider linear inverse problems where the solution is assumed to have a sparse expansion on an arbitrary pre-assigned orthonormal basis. We prove that replacing the usual quadratic regularizing penalties by weighted l^p-penalties on the…

Functional Analysis · Mathematics 2025-10-20 Ingrid Daubechies , Michel Defrise , Christine De Mol

The present paper contains some investigations about a uniform variant of the notion of metric hemiregularity, the latter being a less explored property obtained by weakening metric regularity. The introduction of such a quantitative…

Optimization and Control · Mathematics 2017-04-06 Amos Uderzo

In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…

Numerical Analysis · Mathematics 2023-10-31 Fabian Parzer , Otmar Scherzer

With the rapid growth of data, how to extract effective information from data is one of the most fundamental problems. In this paper, based on Tikhonov regularization, we propose an effective method for reconstructing the function and its…

Numerical Analysis · Mathematics 2021-05-04 Jiantang Zhang , Jin Cheng , Min Zhong

We consider the ill-posed operator equation $Ax=y$ with an injective and bounded linear operator $A$ mapping between $\ell^2$ and a Hilbert space $Y$, possessing the unique solution \linebreak $x^\dag=\{x^\dag_k\}_{k=1}^\infty$. For the…

Functional Analysis · Mathematics 2017-01-04 De-Han Chen , Bernd Hofmann , Jun Zou

This work presents a new method for online selection of multiple penalty parameters for the alternating direction method of multipliers (ADMM) algorithm applied to optimization problems with multiple constraints or functionals with block…

Image and Video Processing · Electrical Eng. & Systems 2026-04-21 Luke Lozenski , Michael T. McCann , Brendt Wohlberg

We formulate a principle for classification with the knowledge of the marginal distribution over the data points (unlabeled data). The principle is cast in terms of Tikhonov style regularization where the regularization penalty articulates…

Machine Learning · Computer Science 2012-12-12 Adrian Corduneanu , Tommi S. Jaakkola

We consider high-dimensional estimation problems where the number of parameters diverges with the sample size. General conditions are established for consistency, uniqueness, and asymptotic normality in both unpenalized and penalized…

Statistics Theory · Mathematics 2025-04-08 Jana Gauss , Thomas Nagler

Recently, the regularized functional matching pursuit (RFMP) was introduced as a greedy algorithm for linear ill-posed inverse problems. This algorithm incorporates the Tikhonov-Phillips regularization which implies the necessity of a…

Numerical Analysis · Mathematics 2016-11-04 Martin Gutting , Bianca Kretz , Volker Michel , Roger Telschow

Tikhonov regularization is a widely used technique in solving inverse problems that can enforce prior properties on the desired solution. In this paper, we propose a Krylov subspace based iterative method for solving linear inverse problems…

Numerical Analysis · Mathematics 2023-08-15 Haibo Li

In this paper, we propose a penalty dual-primal augmented lagrangian method for solving convex minimization problems under linear equality or inequality constraints. The proposed method combines a novel penalty technique with updates the…

Optimization and Control · Mathematics 2023-05-09 Jie Liu , Xiaoqing Ou , Jiawei Chen

A supervised learning approach is proposed for regularization of large inverse problems where the main operator is built from noisy data. This is germane to superresolution imaging via the sampling indicators of the inverse scattering…

Numerical Analysis · Mathematics 2025-08-22 Fatemeh Pourahmadian , Yang Xu

For the solution of full-rank ill-posed linear systems a new approach based on the Arnoldi algorithm is presented. Working with regularized systems, the method theoretically reconstructs the true solution by means of the computation of a…

Numerical Analysis · Mathematics 2010-09-29 Claude Brezinski , Paolo Novati , Michela Redivo-Zaglia
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