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The Golub-Kahan-Tikhonov method is a popular solution technique for large linear discrete ill-posed problems. This method first applies partial Golub-Kahan bidiagonalization to reduce the size of the given problem and then uses Tikhonov…

Numerical Analysis · Mathematics 2026-03-10 Davide Bianchi , Marco Donatelli , Davide Furchì , Lothar Reichel

Recently, in Applied Mathematics and Computation 474 (2024) 128688, a Levenberg-Marquardt method (LMM) with Singular Scaling was analyzed and successfully applied in parameter estimation problems in heat conduction where the use of a…

Numerical Analysis · Mathematics 2025-06-03 Rafaela Filippozzi , Everton Boos , Douglas S. Gonçalves , Fermin S. V. Bazán

We consider the approximation of $B^T (A+sI)^{-1} B$ for large s.p.d. $A\in\mathbb{R}^{n\times n}$ with dense spectrum and $B\in\mathbb{R}^{n\times p}$, $p\ll n$. We target the computations of Multiple-Input Multiple-Output (MIMO) transfer…

Numerical Analysis · Mathematics 2025-04-18 Vladimir Druskin , Jörn Zimmerling

After a general introduction about the regularization by noise phenomenon in the degenerate setting, the first part of this PhD thesis focuses at establishing the Schauder estimates, a useful analytical tool to prove also the well-posedness…

Probability · Mathematics 2023-04-12 Lorenzo Marino

The complex Langevin (CL) method shows significant potential in addressing the numerical sign problem. Nonetheless, it often produces incorrect results when used without any stabilization techniques. Leveraging insights from previous…

High Energy Physics - Lattice · Physics 2024-12-17 Kirill Boguslavski , Paul Hotzy , David I. Müller

In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…

Numerical Analysis · Mathematics 2023-11-08 Zhongjian Wang , Wenlong Zhang , Zhiwen Zhang

$\ell_1$ regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the Split Bregman and the Majorization-Minimization iterative methods that turn this non-smooth minimization problem…

Numerical Analysis · Mathematics 2024-12-16 Brian Sweeney , Rosemary Renaut , Malena Español

Tikhonov regularization with square-norm penalty for linear forward operators has been studied extensively in the literature. However, the results on convergence theory are based on technical proofs and difficult to interpret. It is also…

Numerical Analysis · Mathematics 2021-07-07 Daniel Gerth

When reconstructing images from noisy measurements, such as in medical scans or scientific imaging, we face an inverse problem: recovering an unknown image from indirect, corrupted observations. These problems are typically ill-posed,…

Numerical Analysis · Mathematics 2026-03-17 Toluwani Okunola , Mirjeta Pasha , Misha E. Kilmer

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

We study weighted Tikhonov regularization for large-scale linear discrete ill-posed problems with random noise. Under a polynomial upper-bound assumption on the generalized eigenvalues of the discrete forward operator, we derive stochastic…

Numerical Analysis · Mathematics 2026-05-19 Duan-Peng Ling , Wenlong Zhang

In this work, we propose a high-order regularization method to solve the ill-conditioned problems in robot localization. Numerical solutions to robot localization problems are often unstable when the problems are ill-conditioned. A typical…

Robotics · Computer Science 2025-05-07 Xinghua Liu , Ming Cao

In this paper we investigate an adaptive discretization strategy for ill-posed linear prob- lems combined with a regularization from a class of semiiterative methods. We show that such a discretization approach in combination with a…

Numerical Analysis · Mathematics 2014-07-22 Wolfgang Erb , Evgeniya V. Semenova

We provide convergence rates for Krylov subspace solutions to the trust-region and cubic-regularized (nonconvex) quadratic problems. Such solutions may be efficiently computed by the Lanczos method and have long been used in practice. We…

Optimization and Control · Mathematics 2019-01-03 Yair Carmon , John C. Duchi

We describe two algorithms to efficiently solve regularized linear least squares systems based on sketching. The algorithms compute preconditioners for $\min \|Ax-b\|^2_2 + \lambda \|x\|^2_2$, where $A\in\mathbb{R}^{m\times n}$ and…

Numerical Analysis · Mathematics 2022-03-15 Maike Meier , Yuji Nakatsukasa

This paper studies well-posedness and parameter sensitivity of the Square Root LASSO (SR-LASSO), an optimization model for recovering sparse solutions to linear inverse problems in finite dimension. An advantage of the SR-LASSO (e.g., over…

Optimization and Control · Mathematics 2024-04-01 Aaron Berk , Simone Brugiapaglia , Tim Hoheisel

Tikhonov regularization is a common technique used when solving poorly behaved optimization problems. Often, and with good reason, this technique is applied by practitioners in an ad hoc fashion. In this note, we systematically illustrate…

Optimization and Control · Mathematics 2022-12-16 J. Adriazola

Inverse scattering has a broad applicability in quantum mechanics, remote sensing, geophysical, and medical imaging. This paper presents a robust direct reduced order model (ROM) method for solving inverse scattering problems based on an…

Numerical Analysis · Mathematics 2023-11-29 Justin Baker , Elena Cherkaev , Vladimir Druskin , Shari Moskow , Mikhail Zaslavsky

In this work we present a novel optimization strategy for image reconstruction tasks under analysis-based image regularization, which promotes sparse and/or low-rank solutions in some learned transform domain. We parameterize such…

Computer Vision and Pattern Recognition · Computer Science 2023-08-11 Iaroslav Koshelev , Stamatios Lefkimmiatis

A wide range of applications necessitates solving large-scale ill-posed problems contaminated by noise. Krylov subspace regularization methods are particularly advantageous in this context, as they rely solely on matrix-vector…

Numerical Analysis · Mathematics 2025-06-25 Eva Mikušová , Iveta Hnětynková
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