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We study the choice of the regularisation parameter for linear ill-posed problems in the presence of noise that is possibly unbounded but only finite in a weaker norm, and when the noise-level is unknown. For this task, we analyse several…

Numerical Analysis · Mathematics 2021-04-14 Stefan Kindermann , Kemal Raik

We investigate the convergence theory of several known as well as new heuristic parameter choice rules for convex Tikhonov regularisation. The success of such methods is dependent on whether certain restrictions on the noise are satisfied.…

Numerical Analysis · Mathematics 2021-04-14 Stefan Kindermann , Kemal Raik

We consider choice of the regularization parameter in Tikhonov method in the case of the unknown noise level of the data. From known heuristic parameter choice rules often the best results were obtained in the quasi-optimality criterion…

Numerical Analysis · Mathematics 2017-08-08 Toomas Raus , Uno Hämarik

In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…

Numerical Analysis · Mathematics 2020-06-24 Federico Benvenuto , Bangti Jin

Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov…

Machine Learning · Statistics 2019-05-30 Ernesto de Vito , Zeljko Kereta , Valeria Naumova

We consider choice of the regularization parameter in Tikhonov method if the noise level of the data is unknown. One of the best rules for the heuristic parameter choice is the quasi-optimality criterion where the parameter is chosen as the…

Numerical Analysis · Mathematics 2018-09-10 Toomas Raus , Uno Hämarik

The linear functional strategy for the regularization of inverse problems is considered. For selecting the regularization parameter therein, we propose the heuristic quasi-optimality principle and some modifications including the smoothness…

Numerical Analysis · Mathematics 2018-05-23 Stefan Kindermann , Sergiy Pereverzyev , Andrey Pilipenko

A main drawback of classical Tikhonov regularization is that often the parameters required to apply theoretical results, e.g., the smoothness of the sought-after solution and the noise level, are unknown in practice. In this paper we…

Numerical Analysis · Mathematics 2021-01-01 Daniel Gerth , Ronny Ramlau

A new parameter choice rule for inverse problems is introduced. This parameter choice rule was developed for total variation regularization in electron tomography and might in general be useful for $L^1$ regularization of inverse problems…

Numerical Analysis · Mathematics 2008-04-28 Hans Rullgård

We present a novel approach to nonlinear constrained Tikhonov regularization from the viewpoint of optimization theory. A second-order sufficient optimality condition is suggested as a nonlinearity condition to handle the nonlinearity of…

Numerical Analysis · Mathematics 2015-05-30 Kazufumi Ito , Bangti Jin

We study Tikhonov regularization for certain classes of non-linear ill-posed operator equations in Hilbert space. Emphasis is on the case where the solution smoothness fails to have a finite penalty value, as in the preceding study…

Numerical Analysis · Mathematics 2019-04-04 Bernd Hofmann , Peter Mathé

This paper introduces a new strategy for setting the regularization parameter when solving large-scale discrete ill-posed linear problems by means of the Arnoldi-Tikhonov method. This new rule is essentially based on the discrepancy…

Numerical Analysis · Mathematics 2013-07-02 Silvia Gazzola , Paolo Novati , Maria Rosaria Russo

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

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

We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…

Numerical Analysis · Mathematics 2011-03-29 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

Optimization and Control · Mathematics 2017-05-04 Frank Pörner , Daniel Wachsmuth

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

Estimating the values of unknown parameters from corrupted measured data faces a lot of challenges in ill-posed problems. In such problems, many fundamental estimation methods fail to provide a meaningful stabilized solution. In this work,…

Information Theory · Computer Science 2017-01-11 Mohamed Suliman , Tarig Ballal , Tareq Y. Al-Naffouri

The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between…

Numerical Analysis · Mathematics 2022-08-16 Rosemary A. Renaut , Anthony W. Helmstetter , Saeed Vatankhah

Choosing the regularization parameter for inverse problems is of major importance for the performance of the regularization method. We will introduce a fast version of the Lepskij balancing principle and show that it is a valid parameter…

Numerical Analysis · Mathematics 2010-08-04 Frank Bauer
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