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Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2016-06-03 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

Reconstruction of a function from noisy data is often formulated as a regularized optimization problem over an infinite-dimensional reproducing kernel Hilbert space (RKHS). The solution describes the observed data and has a small RKHS norm.…

Machine Learning · Statistics 2013-07-18 Aleksandr Y. Aravkin , Bradley M. Bell , James V. Burke , Gianluigi Pillonetto

This paper deals with asymptotics for multiple-set linear canonical analysis (MSLCA). A definition of this analysis, that adapts the classical one to the context of Euclidean random variables, is given and properties of the related…

Statistics Theory · Mathematics 2017-04-24 Guy Martial Nkiet

In this paper, an online learning algorithm is proposed as sequential stochastic approximation of a regularization path converging to the regression function in reproducing kernel Hilbert spaces (RKHSs). We show that it is possible to…

Probability · Mathematics 2013-01-23 Pierre Tarrès , Yuan Yao

Reproducing kernel Hilbert spaces (RKHSs) are key elements of many non-parametric tools successfully used in signal processing, statistics, and machine learning. In this work, we aim to address three issues of the classical RKHS based…

Signal Processing · Electrical Eng. & Systems 2019-05-09 Maria Peifer , Luiz. F. O. Chamon , Santiago Paternain , Alejandro Ribeiro

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings…

Machine Learning · Computer Science 2012-07-25 Steffen Grünewälder , Guy Lever , Luca Baldassarre , Sam Patterson , Arthur Gretton , Massimilano Pontil

Functional Time Series are sequences of dependent random elements taking values on some functional space. Most of the research on this domain is focused on producing a predictor able to forecast the value of the next function having…

Methodology · Statistics 2023-05-05 Nicolás Hernández , Jairo Cugliari , Julien Jacques

Regularization is a long-standing challenge for ill-posed linear inverse problems, and a prototype is the Fredholm integral equation of the first kind with additive Gaussian measurement noise. We introduce a new RKHS regularization adaptive…

Numerical Analysis · Mathematics 2023-12-06 Fei Lu , Miao-Jung Yvonne Ou

Inspired by ideas taken from the machine learning literature, new regularization techniques have been recently introduced in linear system identification. In particular, all the adopted estimators solve a regularized least squares problem,…

Systems and Control · Computer Science 2015-07-03 Gianluigi Pillonetto , Tianshi Chen , Alessandro Chiuso , Giuseppe De Nicolao , Lennart Ljung

This monograph studies the relations between two approaches using positive definite kernels: probabilistic methods using Gaussian processes, and non-probabilistic methods using reproducing kernel Hilbert spaces (RKHS). They are widely…

Machine Learning · Statistics 2025-06-24 Motonobu Kanagawa , Philipp Hennig , Dino Sejdinovic , Bharath K. Sriperumbudur

We consider joint Tikhonov- and Lavrentiev-regularization of control problems with pointwise control- and state-constraints. We derive error estimates for the error which is introduced by the Tikhonov regularization. With the help of this…

Optimization and Control · Mathematics 2010-10-26 Dirk A. Lorenz , Arnd Rösch

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Peter Hansbo , Mats Larson

The Arnoldi-Tikhonov method is a well-established regularization technique for solving large-scale ill-posed linear inverse problems. This method leverages the Arnoldi decomposition to reduce computational complexity by projecting the…

Numerical Analysis · Mathematics 2025-06-02 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

Pairs of equivalent Gaussian distributions for centered stationary processes on homogeneous spaces can be characterized in terms of their spectral measures. The purpose of this note is to consider part of the latter characterization from…

Probability · Mathematics 2026-01-27 Michael Hediger

Reproducing Kernel Hilbert Space (RKHS) embedding of probability distributions has proved to be an effective approach, via MMD (maximum mean discrepancy), for nonparametric hypothesis testing problems involving distributions defined over…

Statistics Theory · Mathematics 2025-10-17 Soumya Mukherjee , Bharath K. Sriperumbudur

This paper addresses Tikhonov like regularization methods with convex penalty functionals for solving nonlinear ill-posed operator equations formulated in Banach or, more general, topological spaces. We present an approach for proving…

Numerical Analysis · Mathematics 2009-06-19 Jens Geissler , Bernd Hofmann

It is common to have to process signals or images whose values are cyclic and can be represented as points on the complex circle, like wrapped phases, angles, orientations, or color hues. We consider a Tikhonov-type regularization model to…

Optimization and Control · Mathematics 2022-06-08 Laurent Condat

In this paper, we consider the nonlinear ill-posed inverse problem with noisy data in the statistical learning setting. The Tikhonov regularization scheme in Hilbert scales is considered to reconstruct the estimator from the random noisy…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi

The regularity of refinable functions has been investigated deeply in the past 25 years using Fourier analysis, wavelet analysis, restricted and joint spectral radii techniques. However the shift-invariance of the underlying regular setting…

Numerical Analysis · Mathematics 2018-07-31 Maria Charina , Costanza Conti , Lucia Romani , Joachim Stöckler , Alberto Viscardi

One of the challenges with functional data is incorporating spatial structure, or local correlation, into the analysis. This structure is inherent in the output from an increasing number of biomedical technologies, and a functional linear…

Applications · Statistics 2011-11-07 Timothy W. Randolph , Jaroslaw Harezlak , Ziding Feng