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In this paper we consider the computation of approximate solutions for inverse problems in Hilbert spaces. In order to capture the special feature of solutions, non-smooth convex functions are introduced as penalty terms. By exploiting the…

Numerical Analysis · Mathematics 2015-06-18 Qinian Jin , Xiliang Lu

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

In this work we analyze the inverse problem of recovering the space-dependent potential coefficient in an elliptic / parabolic problem from distributed observation. We establish novel (weighted) conditional stability estimates under very…

Numerical Analysis · Mathematics 2022-12-21 Bangti Jin , Xiliang Lu , Qimeng Quan , Zhi Zhou

We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to…

Numerical Analysis · Mathematics 2024-04-10 Daniela Calvetti , Erkki Somersalo

Inspired by several recent developments in regularization theory, optimization, and signal processing, we present and analyze a numerical approach to multi-penalty regularization in spaces of sparsely represented functions. The sparsity…

Numerical Analysis · Mathematics 2014-11-25 Valeriya Naumova , Steffen Peter

In this paper we study Tikhonov regularization for the stable solution of an ill-posed non-linear operator equation. The operator we consider, which is related to an active contour model for image segmentation, is continuous, compact, but…

Numerical Analysis · Mathematics 2012-09-12 Markus Grasmair

Sparsity and rank functions are important ways of regularizing under-determined linear systems. Optimization of the resulting formulations is made difficult since both these penalties are non-convex and discontinuous. The most common remedy…

Optimization and Control · Mathematics 2019-01-01 Carl Olsson , Marcus Carlsson , Daniele Gerosa

We consider a regularization problem whose objective function consists of a convex fidelity term and a regularization term determined by the $\ell_1$ norm composed with a linear transform. Empirical results show that the regularization with…

Numerical Analysis · Mathematics 2023-01-18 Qianru Liu , Rui Wang , Yuesheng Xu , Mingsong Yan

Many applications in science and engineering require the solution of large linear discrete ill-posed problems that are obtained by the discretization of a Fredholm integral equation of the first kind in several space-dimensions. The matrix…

Numerical Analysis · Mathematics 2017-05-19 Laura Dykes , Guangxin Huang , Silvia Noschese , Lothar Reichel

We provide a modified augmented Lagrange method coupled with a Tikhonov regularization for solving ill-posed state-constrained elliptic optimal control problems with sparse controls. We consider a linear quadratic optimal control problem…

Optimization and Control · Mathematics 2017-08-14 Veronika Karl , Frank Pörner

Within the framework of statistical learning theory we analyze in detail the so-called elastic-net regularization scheme proposed by Zou and Hastie for the selection of groups of correlated variables. To investigate on the statistical…

Machine Learning · Statistics 2008-07-23 C. De Mol , E. De Vito , L. Rosasco

The elastic-net is among the most widely used types of regularization algorithms, commonly associated with the problem of supervised generalized linear model estimation via penalized maximum likelihood. Its nice properties originate from a…

Machine Learning · Statistics 2020-10-05 Juan C. Laria , Line H. Clemmensen , Bjarne K. Ersbøll

In many linear regression problems, including ill-posed inverse problems in image restoration, the data exhibit some sparse structures that can be used to regularize the inversion. To this end, a classical path is to use $\ell_{12}$ block…

Signal Processing · Electrical Eng. & Systems 2021-10-25 Charles-Alban Deledalle , Nicolas Papadakis , Joseph Salmon , Samuel Vaiter

We study the linear ill-posed inverse problem with noisy data in the statistical learning setting. Approximate reconstructions from random noisy data are sought with general regularization schemes in Hilbert scale. We discuss the rates of…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi , Peter Mathé

We consider the problem of learning a sparse graph under the Laplacian constrained Gaussian graphical models. This problem can be formulated as a penalized maximum likelihood estimation of the Laplacian constrained precision matrix. Like in…

Machine Learning · Computer Science 2023-09-06 Jiaxi Ying , José Vinícius de M. Cardoso , Daniel P. Palomar

The most widely used form of convolutional sparse coding uses an $\ell_1$ regularization term. While this approach has been successful in a variety of applications, a limitation of the $\ell_1$ penalty is that it is homogeneous across the…

Computer Vision and Pattern Recognition · Computer Science 2017-11-09 Brendt Wohlberg

Regularization methods improve the stability of ill-posed inverse problems by introducing some a priori characteristics for the solution such as smoothness or sharpness. In this contribution, we propose a multidimensional, scale-dependent…

Geophysics · Physics 2023-01-27 Wouter Deleersnyder , Benjamin Maveau , David Dudal , Thomas Hermans

We consider a regularized least squares problem, with regularization by structured sparsity-inducing norms, which extend the usual $\ell_1$ and the group lasso penalty, by allowing the subsets to overlap. Such regularizations lead to…

Optimization and Control · Mathematics 2012-09-04 Silvia Villa , Lorenzo Rosasco , Sofia Mosci , Alessandro Verri

Regularizing neural networks is important for anticipating model behavior in regions of the data space that are not well represented. In this work, we propose a regularization technique for enforcing a level of smoothness in the mapping…

Machine Learning · Computer Science 2025-03-05 Ali Hasan , Haoming Yang , Yuting Ng , Vahid Tarokh

It is well known that the out-of-sample performance of Markowitz's mean-variance portfolio criterion can be negatively affected by estimation errors in the mean and covariance. In this paper we address the problem by regularizing the…

Portfolio Management · Quantitative Finance 2015-10-16 Michael Ho , Zheng Sun , Jack Xin