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This paper considers large-scale linear ill-posed inverse problems whose solutions can be represented as sums of smooth and piecewise constant components. To solve such problems we consider regularizers consisting of two terms that must be…

Numerical Analysis · Mathematics 2022-06-30 Ali Gholami , Silvia Gazzola

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 consider discrete linear Chebyshev approximation problems in which the unknown parameters of linear function are fitted by minimizing the maximum absolute deviation of errors. Such problems find application in the solution of…

Optimization and Control · Mathematics 2020-12-22 Nikolai Krivulin

In this paper, we are concerned with efficiently solving the sequences of regularized linear least squares problems associated with employing Tikhonov-type regularization with regularization operators designed to enforce edge recovery. An…

Numerical Analysis · Mathematics 2023-06-29 Matthias Bolten , Scott P. MacLachlan , Misha E. Kilmer

In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To this end, we associate a stochastic inertial system that…

Optimization and Control · Mathematics 2025-12-18 Chiara Schindler

For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators.…

Statistics Theory · Mathematics 2017-06-08 Mikhail Ermakov

Boundary integral equation methods are widely used in the solution of many partial differential equations. The kernels that appear in these surface integrals are nearly singular when evaluated near the boundary, and straightforward…

Numerical Analysis · Mathematics 2025-07-02 Joseph Siebor , Svetlana Tlupova

In this paper, we study an explicit Tikhonov-regularized inertial gradient algorithm for smooth convex minimization with Lipschitz continuous gradient. The method is derived via an explicit time discretization of a damped inertial system…

Optimization and Control · Mathematics 2026-02-02 Samir Adly , Vinh Thanh Ho , Huu Nhan Nguyen

In this work, we consider the linear inverse problem $y=Ax+\epsilon$, where $A\colon X\to Y$ is a known linear operator between the separable Hilbert spaces $X$ and $Y$, $x$ is a random variable in $X$ and $\epsilon$ is a zero-mean random…

Machine Learning · Statistics 2021-11-23 Giovanni S. Alberti , Ernesto De Vito , Matti Lassas , Luca Ratti , Matteo Santacesaria

We study general singular value shrinkage estimators in high-dimensional regression and classification, when the number of features and the sample size both grow proportionally to infinity. We allow models with general covariance matrices…

Statistics Theory · Mathematics 2020-04-01 Panagiotis Lolas

This paper extends and analyzes the high-order kernel regularization framework of Beale & Tlupova (arXiv:2510.13639) to all four on-surface boundary integral operators of the Helmholtz Calderon calculus in three dimensions: the…

Numerical Analysis · Mathematics 2026-04-29 Luiz M. Faria , Carlos Perez-Arancibia , Svetlana Tlupova

Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewed as a derivative-free optimization method. In its most…

Numerical Analysis · Mathematics 2024-12-20 Neil K. Chada , Andrew M. Stuart , Xin T. Tong

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

Numerical Analysis · Mathematics 2020-04-15 Abinash Nayak

We consider the identification of scattering and absorption rates in the stationary radiative transfer equation. For a stable solution of this parameter identification problem, we consider Tikhonov regularization within Banach spaces. A…

Optimization and Control · Mathematics 2013-11-04 Herbert Egger , Matthias Schlottbom

We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a…

Machine Learning · Computer Science 2015-11-10 Francis Bach

In this paper, we establish universal approximation theorems for neural networks applied to general nonlinear ill-posed operator equations. In addition to the approximation error, the measurement error is also taken into account in our…

Numerical Analysis · Mathematics 2025-11-21 Lan Wang , Qiao Zhu , Bangti Jin , Ye Zhang

The standard approach for dealing with the ill-posedness of the training problem in machine learning and/or the reconstruction of a signal from a limited number of measurements is regularization. The method is applicable whenever the…

Optimization and Control · Mathematics 2020-07-13 Michael Unser

Parameter identification problems typically consist of a model equation, e.g. a (system of) ordinary or partial differential equation(s), and the observation equation. In the conventional reduced setting, the model equation is eliminated…

Numerical Analysis · Mathematics 2016-03-18 Barbara Kaltenbacher

This paper deals with an inertial proximal algorithm that contains a Tikhonov regularization term, in connection to the minimization problem of a convex lower semicontinuous function $f$. We show that for appropriate Tikhonov regularization…

Optimization and Control · Mathematics 2024-01-09 Szilárd Csaba László

We consider a parameter identification problem related to a quasi-linear elliptic Neumann boundary value problem involving a parameter function $a(\cdot)$ and the solution $u(\cdot)$, where the problem is to identify $a(\cdot)$ on an…

Numerical Analysis · Mathematics 2020-04-24 M Thamban Nair , Samprita Das Roy
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