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In this paper we study nonconvex penalization using Bernstein functions whose first-order derivatives are completely monotone. The Bernstein function can induce a class of nonconvex penalty functions for high-dimensional sparse estimation…

Machine Learning · Statistics 2015-10-30 Zhihua Zhang

Regularisation theory in Banach spaces, and non--norm-squared regularisation even in finite dimensions, generally relies upon Bregman divergences to replace norm convergence. This is comparable to the extension of first-order optimisation…

Optimization and Control · Mathematics 2021-03-19 Tuomo Valkonen

In recent years, a series of convergence rates conditions for regularization methods has been developed. Mainly, the motivations for developing novel conditions came from the desire to carry over convergence rates results from the Hilbert…

Functional Analysis · Mathematics 2014-09-29 Roman Andreev , Peter Elbau , Maarten V. de Hoop , Lingyun Qiu , Otmar Scherzer

We consider an optimization problem with strongly convex objective and linear inequalities constraints. To be able to deal with a large number of constraints we provide a penalty reformulation of the problem. As penalty functions we use a…

Optimization and Control · Mathematics 2020-04-29 Angelia Nedich , Tatiana Tatarenko

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

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

We address the problem of classification when data are collected from two samples with measurement errors. This problem turns to be an inverse problem and requires a specific treatment. In this context, we investigate the minimax rates of…

Statistics Theory · Mathematics 2013-07-15 Sébastien Loustau , Clément Marteau

In this paper we consider the Iteratively Regularized Gauss-Newton Method (IRGNM) in its classical Tikhonov version and in an Ivanov type version, where regularization is achieved by imposing bounds on the solution. We do so in a general…

Numerical Analysis · Mathematics 2017-07-25 Barbara Kaltenbacher , Mario Luiz Previatti de Souza

In this paper, based on the Tikhonov regularization technique, we study a monotone general variational inequality (GVI) by considering an associated strongly monotone GVI, depending on a regularization parameter $\alpha,$ such that the…

Optimization and Control · Mathematics 2025-03-11 Pham Ky Anh , Trinh Ngoc Hai , Nguyen Van Manh

We study a new penalty reformulation of constrained convex optimization based on the softplus penalty function. We develop novel and tight upper bounds on the objective value gap and the violation of constraints for the solutions to the…

Optimization and Control · Mathematics 2023-05-23 Meng Li , Paul Grigas , Alper Atamturk

In this work we derive higher order error estimates for inverse problems distorted by non-additive noise, in terms of Bregman distances. The results are obtained by means of a novel source condition, inspired by the dual problem.…

Numerical Analysis · Mathematics 2025-04-25 Diana-Elena Mirciu , Elena Resmerita

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

Constrained learning is prevalent in many statistical tasks. Recent work proposes distance-to-set penalties to derive estimators under general constraints that can be specified as sets, but focuses on obtaining point estimates that do not…

Methodology · Statistics 2022-10-25 Rick Presman , Jason Xu

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

In this paper, we investigate an ill-posed Cauchy problem involving a stochastic parabolic equation. We first establish a Carleman estimate for this equation. Leveraging this estimate, we derive the conditional stability and convergence…

Numerical Analysis · Mathematics 2024-05-13 Fangfang Dou , Peimin Lü , Yu Wang

Several generalizations of the traditional Tikhonov-Phillips regularization method have been proposed during the last two decades. Many of these generalizations are based upon inducing stability throughout the use of different penalizers…

Functional Analysis · Mathematics 2014-03-25 Gisela L. Mazzieri , Ruben D. Spies , Karina G. Temperini

We propose a penalty-based smoothing framework for convex nonsmooth functions with a supremum structure. The regularization yields a differentiable surrogate with controlled approximation error, a single-valued dual maximizer, and explicit…

Optimization and Control · Mathematics 2026-01-22 Samir Adly , Juan José Maulén , Emilio Vilches

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

In this paper, we study the Tikhonov regularization scheme in Hilbert scales for the nonlinear statistical inverse problem with a general noise. The regularizing norm in this scheme is stronger than the norm in Hilbert space. We focus on…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi

This paper addresses the regularization by sparsity constraints by means of weighted $\ell^p$ penalties for $0\leq p\leq 2$. For $1\leq p\leq 2$ special attention is payed to convergence rates in norm and to source conditions. As main…

Functional Analysis · Mathematics 2011-03-16 Dirk A. Lorenz
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