English
Related papers

Related papers: Lagrange duality for the Morozov principle

200 papers

A discrepancy principle for solving nonlinear equations with monotone operators given noisy data is formulated. The existence and uniqueness of the corresponding regularization parameter $a(\delta)$ is proved. Convergence of the solution…

Numerical Analysis · Mathematics 2009-03-04 N. S. Hoang , A. G. Ramm

We first introduce a new model for a two-dimensional gauge-covariant wave equation with space-time white noise. In our main theorem, we obtain the probabilistic global well-posedness of this model in the Lorenz gauge. Furthermore, we prove…

Analysis of PDEs · Mathematics 2025-02-12 Bjoern Bringmann , Igor Rodnianski

This paper is concerned with exponentially ill-posed operator equations with additive impulsive noise on the right hand side, i.e. the noise is large on a small part of the domain and small or zero outside. It is well known that Tikhonov…

Numerical Analysis · Mathematics 2016-03-18 Claudia König , Frank Werner , Thorsten Hohage

We consider a linear ill-posed equation in the Hilbert space setting. Multiple independent unbiased measurements of the right hand side are available. A natural approach is to take the average of the measurements as an approximation of the…

Numerical Analysis · Mathematics 2021-09-01 Tim Jahn

We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of…

Numerical Analysis · Mathematics 2015-05-30 Kazufumi Ito , Bangti Jin

We study in this paper a multilayer discretization of second order elliptic problems, aimed at providing reliable multilayer discretizations of shallow fluid flow problems with diffusive effects. This discretization is based upon the…

Numerical Analysis · Mathematics 2018-07-17 Toms Chacón Rebollo , Daniel Franco Coronil , Frédéric Hecht

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

In the context of mechanical Lagrangian dynamics, we prove a new Lyapunov instability criterion for a non strict local minimum equilibrium point of a smooth potential where the sufficient condition for instability is the existence of a…

Dynamical Systems · Mathematics 2021-12-22 J. M. Burgos , M. Paternain

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

A stochastic linear transport equation with multiplicative noise is considered and the question of no-blow-up is investigated. The drift is assumed only integrable to a certain power. Opposite to the deterministic case where smooth initial…

Probability · Mathematics 2013-03-19 Ennio Fedrizzi , Franco Flandoli

An uniform LP duality is an useful property of conic matrix systems. A consistent linear conic optimization problem yields uniform LP duality if for any linear cost function, for which the primal problem has finite optimal value, the…

Optimization and Control · Mathematics 2023-02-21 Kostyukova O. I. , Tchemisova T. , Dudina O. S

Accurate determination of the regularization parameter in inverse problems still represents an analytical challenge, owing mainly to the considerable difficulty to separate the unknown noise from the signal. We present a new approach for…

Numerical Analysis · Mathematics 2019-07-24 Eitan Levin , Alexander Y. Meltzer

The discrepancy function measures the deviation of the empirical distribution of a point set in $[0,1]^d$ from the uniform distribution. In this paper, we study the classical discrepancy function with respect to the BMO and exponential…

Number Theory · Mathematics 2016-08-25 Josef Dick , Aicke Hinrichs , Lev Markhasin , Friedrich Pillichshammer

Measuring the error by an l^1-norm, we analyze under sparsity assumptions an l^0-regularization approach, where the penalty in the Tikhonov functional is complemented by a general stabilizing convex functional. In this context, ill-posed…

Numerical Analysis · Mathematics 2018-10-23 Wei Wang , Shuai Lu , Bernd Hofmann , Jin Cheng

Double Machine Learning is often justified by nuisance-rate conditions, yet finite-sample reliability also depends on the conditioning of the orthogonal-score Jacobian. This conditioning is typically assumed rather than tracked. When…

Methodology · Statistics 2026-01-08 Gabriel Saco

We give necessary and/or sufficient conditions for stochastic stability of second-order linear autonomous systems with parameters, which are perturbed by a random process of the "white noise" type. The Ito's and Stratonovich's forms of…

Dynamical Systems · Mathematics 2021-04-06 M. M. Shumafov , V. B. Tlyachev

We consider estimation of parameters defined as linear functionals of solutions to linear inverse problems. Any such parameter admits a doubly robust representation that depends on the solution to a dual linear inverse problem, where the…

This paper provides a new regularization method which is particularly suitable for linear exponentially ill-posed problems. Under logarithmic source conditions (which have a natural interpretation in terms of Sobolev spaces in the…

Numerical Analysis · Mathematics 2020-07-08 Walter Cedric Simo Tao Lee

In this paper, a two-step regularization method is used to solve an ill-posed spherical pseudo-differential equation in the presence of noisy data. For the first step of regularization we approximate the data by means of a spherical…

Numerical Analysis · Mathematics 2015-01-05 Hui Cao , Sergei V. Pereverzyev , Ian H. Sloan , Pavlo Tkachenko

Regularization plays a pivotal role in ill-posed machine learning and inverse problems. However, the fundamental comparative analysis of various regularization norms remains open. We establish a small noise analysis framework to assess the…

Machine Learning · Statistics 2024-09-05 Quanjun Lang , Fei Lu