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When solving rank-deficient or discrete ill-posed problems by regularization methods, the choice of the regularization parameter is crucial. It is also of interest, the regularization norm used in the selection of the solution. In this…

Numerical Analysis · Mathematics 2024-10-30 Ibrahima Dione

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

The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting a good parameter value by maximizing the probability of the data,…

Numerical Analysis · Mathematics 2020-02-11 Toby Sanders , Rodrigo B. Platte , Robert D. Skeel

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

High-dimensional predictive models, those with more measurements than observations, require regularization to be well defined, perform well empirically, and possess theoretical guarantees. The amount of regularization, often determined by…

Methodology · Statistics 2019-07-16 Darren Homrighausen , Daniel J. McDonald

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

The analysis of Tikhonov regularization for nonlinear ill-posed equations with smoothness promoting penalties is an important topic in inverse problem theory. With focus on Hilbert scale models, the case of oversmoothing penalties, i.e.,…

Numerical Analysis · Mathematics 2024-04-18 Bernd Hofmann , Christopher Hofmann , Peter Mathé , Robert Plato

Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…

Numerical Analysis · Mathematics 2018-10-17 Herbert Egger , Bernd Hofmann

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

Regularization is a well studied problem in the context of neural networks. It is usually used to improve the generalization performance when the number of input samples is relatively small or heavily contaminated with noise. The…

Artificial Intelligence · Computer Science 2011-04-19 Salah Rifai , Xavier Glorot , Yoshua Bengio , Pascal Vincent

Tikhonov regularization for projected solutions of large-scale ill-posed problems is considered. The Golub-Kahan iterative bidiagonalization is used to project the problem onto a subspace and regularization then applied to find a subspace…

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

This paper deals with Tikhonov regularization for linear and nonlinear ill-posed operator equations with wavelet Besov norm penalties. We focus on $B^0_{p,1}$ penalty terms which yield estimators that are sparse with respect to a wavelet…

Numerical Analysis · Mathematics 2019-09-04 Thorsten Hohage , Philip Miller

We consider the problem of parameter estimation by the observations of deterministic signal in white gaussian noise. It is supposed that the signal has a singularity of cusp-type. The properties of the maximum likelihood and bayesian…

Statistics Theory · Mathematics 2015-09-10 Oleg Chernoyarov , Serguei Dachian , Yury Kutoyants

The authors study Tikhonov regularization of linear ill-posed problems with a general convex penalty defined on a Banach space. It is well known that the error analysis requires smoothness assumptions. Here such assumptions are given in…

Numerical Analysis · Mathematics 2019-08-19 Bernd Hofmann , Stefan Kindermann , Peter Mathé

We deal with a boundary detection problem arising in nondestructive testing of materials. The problem consists in recovering an unknown portion of the boundary, where a Robin condition is satisfied, with the use of a Cauchy data pair…

Numerical Analysis · Mathematics 2013-05-07 Hui Cao , Sergei V. Pereverzev , Eva Sincich

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

Minimizing the rank of a matrix subject to constraints is a challenging problem that arises in many applications in control theory, machine learning, and discrete geometry. This class of optimization problems, known as rank minimization, is…

Optimization and Control · Mathematics 2016-11-17 Benjamin Recht , Weiyu Xu , Babak Hassibi

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

In the case of multi-parameter full-waveform inversion, the computation of the additional Hessian terms that contain derivatives with respect to more than one type of parameter is necessary. If a simple gradient-based minimization is used,…

Geophysics · Physics 2018-04-05 Pawan Bharadwaj , Wim Mulder , Guy Drijkoningen

We consider a modified Tikhonov-type functional for the solution of ill-posed nonlinear inverse problems. Motivated by applications in the field of production engineering, we allow small deviations in the solution, which are modeled through…

Numerical Analysis · Mathematics 2020-07-14 Iwona Piotrowska-Kurczewski , Georgia Sfakianaki