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In this paper, we propose new randomization based algorithms for large scale linear discrete ill-posed problems with general-form regularization: ${\min} \|Lx\|$ subject to ${\min} \|Ax - b\|$, where $L$ is a regularization matrix. Our…

Numerical Analysis · Mathematics 2019-09-24 Zhongxiao Jia , Yanfei Yang

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

This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…

Numerical Analysis · Mathematics 2026-01-01 Qiling Gu , Wenlong Zhang , Zhidong Zhang

Owing to the edge preserving ability and low computational cost of the total variation (TV), variational models with the TV regularization have been widely investigated in the field of multiplicative noise removal. The key points of the…

Computer Vision and Pattern Recognition · Computer Science 2015-03-18 Dai-Qiang Chen , Li-Zhi Cheng

Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2016-06-03 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

We consider the problem of estimating the slope function in a functional regression with a scalar response and a functional covariate. This central problem of functional data analysis is well known to be ill-posed, thus requiring a…

Methodology · Statistics 2016-10-05 Anirvan Chakraborty , Victor M. Panaretos

Problems in machine learning (ML) can involve noisy input data, and ML classification methods have reached limiting accuracies when based on standard ML data sets consisting of feature vectors and their classes. Greater accuracy will…

Machine Learning · Statistics 2013-12-31 Yue Fan , Louise Raphael , Mark Kon

The truncated singular value decomposition (SVD) of the measurement matrix is the optimal solution to the_representation_ problem of how to best approximate a noisy measurement matrix using a low-rank matrix. Here, we consider the…

Statistics Theory · Mathematics 2014-04-21 Raj Rao Nadakuditi

The parameter selection is crucial to regularization based image restoration methods. Generally speaking, a spatially fixed parameter for regularization item in the whole image does not perform well for both edge and smooth areas. A larger…

Image and Video Processing · Electrical Eng. & Systems 2021-04-07 Tingting Zhang , Jie Chen , Caiying Wu , Zhifei He , Tieyong Zeng , Qiyu Jin

The reconstruction of low-rank matrix from its noisy observation finds its usage in many applications. It can be reformulated into a constrained nuclear norm minimization problem, where the bound $\eta$ of the constraint is explicitly given…

Optimization and Control · Mathematics 2022-04-14 Kexin Li , Hongwei Li , Raymond H. Chan , You-wei Wen

One of the key assumptions in the stability and convergence analysis of variational regularization is the ability of finding global minimizers. However, such an assumption is often not feasible when the regularizer is a black box or…

Optimization and Control · Mathematics 2023-07-05 Daniel Obmann , Markus Haltmeier

A low rank matrix X has been contaminated by uniformly distributed noise, missing values, outliers and corrupt entries. Reconstruction of X from the singular values and singular vectors of the contaminated matrix Y is a key problem in…

Information Theory · Computer Science 2017-11-21 Danny Barash , Matan Gavish

In this work, we investigate the regularized solutions and their finite element solutions to the inverse source problems governed by partial differential equations, and establish the stochastic convergence and optimal finite element…

Numerical Analysis · Mathematics 2021-10-25 Zhiming Chen , Wenlong Zhang , Jun Zou

In this paper we investigate the problem of identifying the source term in an elliptic system from a single noisy measurement couple of the Neumann and Dirichlet data. A variational method of Tikhonov-type regularization with specific…

Analysis of PDEs · Mathematics 2019-03-15 Michael Hinze , Bernd Hofmann , Tran Nhan Tam Quyen

The effectiveness of non-parametric, kernel-based methods for function estimation comes at the price of high computational complexity, which hinders their applicability in adaptive, model-based control. Motivated by approximation techniques…

Statistics Theory · Mathematics 2023-03-17 Anna Scampicchio , Elena Arcari , Melanie N. Zeilinger

In this paper, we expand the theory of depth-unbiased source localization to unbiased parameter estimation and signal reconstruction of an arbitrary number of non-zero parameters to be recovered. The topic touches on the concept of exact…

Information Theory · Computer Science 2026-05-08 Joonas Lahtinen

In this work, we investigate data fitting problems with random noises. A randomized progressive iterative regularization method is proposed. It works well for large-scale matrix computations and converges in expectation to the least-squares…

Numerical Analysis · Mathematics 2025-06-05 Dakang Cen , Wenlong Zhang , Junbin Zhong

We present a converged algorithm for Tikhonov regularized nonnegative matrix factorization (NMF). We specially choose this regularization because it is known that Tikhonov regularized least square (LS) is the more preferable form in solving…

Machine Learning · Computer Science 2015-03-20 Andri Mirzal

The $\chi^2$-principle generalizes the Morozov discrepancy principle (MDP) to the augmented residual of the Tikhonov regularized least squares problem. Weighting of the data fidelity by a known Gaussian noise distribution on the measured…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A Renaut , Vahid E Ardestani

The widely used nuclear norm heuristic for rank minimization problems introduces a regularization parameter which is difficult to tune. We have recently proposed a method to approximate the regularization path, i.e., the optimal solution as…

Systems and Control · Computer Science 2015-04-22 Niclas Blomberg , Cristian R. Rojas , Bo Wahlberg