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The computation of sparse solutions of large-scale linear discrete ill-posed problems remains a computationally demanding task. A powerful framework in this context is the use of iteratively reweighted schemes, which are based on…

Numerical Analysis · Mathematics 2025-10-14 Malena Sabaté Landman , Yuji Nakatsukasa

Flexible Krylov methods are a common standpoint for inverse problems. In particular, they are used to address the challenges associated with explicit variational regularization when it goes beyond the two-norm, for example involving an…

Numerical Analysis · Mathematics 2025-10-22 Malena Sabaté Landman

This paper introduces a new class of algorithms for solving large-scale linear inverse problems based on new flexible and inexact Golub-Kahan factorizations. The proposed methods iteratively compute regularized solutions by approximating a…

Numerical Analysis · Mathematics 2025-10-22 Malena Sabaté Landman , Silvia Gazzola

This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

Numerical Analysis · Mathematics 2023-06-16 Julianne Chung , Malena Sabaté Landman

This paper introduces new solvers for the computation of low-rank approximate solutions to large-scale linear problems, with a particular focus on the regularization of linear inverse problems. Although Krylov methods incorporating explicit…

Numerical Analysis · Mathematics 2019-11-05 Silvia Gazzola , Chang Meng , James Nagy

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

Tikhonov regularization is a widely used technique in solving inverse problems that can enforce prior properties on the desired solution. In this paper, we propose a Krylov subspace based iterative method for solving linear inverse problems…

Numerical Analysis · Mathematics 2023-08-15 Haibo Li

This paper presents two new augmented flexible (AF)-Krylov subspace methods, AF-GMRES and AF-LSQR, to compute solutions of large-scale linear discrete ill-posed problems that can be modeled as the sum of two independent random variables,…

Numerical Analysis · Mathematics 2023-10-10 Malena Sabate Landman , Jiahua Jiang , Jianru Zhang , Wuwei Ren

Choosing an appropriate regularization term is necessary to obtain a meaningful solution to an ill-posed linear inverse problem contaminated with measurement errors or noise. The $\ell_p$ norm covers a wide range of choices for the…

Numerical Analysis · Mathematics 2020-12-30 Jeffrey Cornelis , Wim Vanroose

This paper surveys an important class of methods that combine iterative projection methods and variational regularization methods for large-scale inverse problems. Iterative methods such as Krylov subspace methods are invaluable in the…

Numerical Analysis · Mathematics 2021-08-23 Julianne Chung , Silvia Gazzola

For approximately solving linear ill-posed problems in Hilbert spaces, we investigate the regularization properties of the aggregation method and the RatCG method. These recent algorithms use previously calculated solutions of Tikhonov…

Numerical Analysis · Mathematics 2026-01-16 Stefan Kindermann

We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…

Statistics Theory · Mathematics 2008-07-31 Jean-Michel Loubes , Carenne Ludeña

This paper presents a new algorithmic framework for computing sparse solutions to large-scale linear discrete ill-posed problems. The approach is motivated by recent perspectives on iteratively reweighted norm schemes, viewed through the…

Numerical Analysis · Mathematics 2025-02-05 Lucas Onisk , Malena Sabaté Landman

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 investigate various approaches that use learning from training data to solve inverse problems, following a bi-level learning approach. We consider a general framework for optimal inversion design, where training data can be…

Numerical Analysis · Mathematics 2021-10-07 Julianne Chung , Matthias Chung , Silvia Gazzola , Mirjeta Pasha

This paper is concerned with the regularization of large-scale discrete inverse problems by means of inexact Krylov methods. Specifically, we derive two new inexact Krylov methods that can be efficiently applied to unregularized or…

Numerical Analysis · Mathematics 2021-05-18 Silvia Gazzola , Malena Sabaté Landman

This paper derives a new class of adaptive regularization parameter choice strategies that can be effectively and efficiently applied when regularizing large-scale linear inverse problems by combining standard Tikhonov regularization and…

Numerical Analysis · Mathematics 2019-07-15 Silvia Gazzola , Malena Sabate Landman

In this study, we introduce two new Krylov subspace methods for solving rectangular large-scale linear inverse problems. The first approach is a modification of the Hessenberg iterative algorithm that is based off an LU factorization and is…

Numerical Analysis · Mathematics 2024-09-10 Ariana N. Brown , Julianne Chung , James G. Nagy , Malena Sabaté Landman

The variable projection (VarPro) method is an efficient method to solve separable nonlinear least squares problems. In this paper, we propose a modified VarPro for large-scale separable nonlinear inverse problems that promotes…

Numerical Analysis · Mathematics 2021-06-01 Malena Espanol , Mirjeta Pasha

The paper presents two variants of a Krylov-Simplex iterative method that combines Krylov and simplex iterations to minimize the residual $r = b-Ax$. The first method minimizes $\|r\|_\infty$, i.e. maximum of the absolute residuals. The…

Numerical Analysis · Mathematics 2021-01-28 Wim Vanroose , Jeffrey Cornelis
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