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We study a regularization framework that combines a convex fidelity term with multiple $\ell_1$-based regularizers, each linked to a distinct linear transform. This multi-penalty model enhances flexibility in promoting structured sparsity.…

Numerical Analysis · Mathematics 2026-02-02 Qianru Liu , Rui Wang , Yuesheng Xu

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

This paper discusses basic results and recent developments on variational regularization methods, as developed for inverse problems. In a typical setup we review basic properties needed to obtain a convergent regularization scheme and…

Machine Learning · Computer Science 2021-12-10 Martin Burger

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

Ill-posed linear inverse problems (ILIP), such as restoration and reconstruction, are a core topic of signal/image processing. A standard approach to deal with ILIP uses a constrained optimization problem, where a regularization function is…

Optimization and Control · Mathematics 2016-11-15 Manya V. Afonso , Jose M. Bioucas-Dias , Mario A. T. Figueiredo

Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

We consider the maximum likelihood estimation of sparse inverse covariance matrices. We demonstrate that current heuristic approaches primarily encourage robustness, instead of the desired sparsity. We give a novel approach that solves the…

Machine Learning · Statistics 2021-11-08 Dimitris Bertsimas , Jourdain Lamperski , Jean Pauphilet

We introduce Stochastic Asymptotical Regularization (SAR) methods for the uncertainty quantification of the stable approximate solution of ill-posed linear-operator equations, which are deterministic models for numerous inverse problems in…

Numerical Analysis · Mathematics 2022-12-21 Ye Zhang , Chuchu Chen

Regularization methods allow one to handle a variety of inferential problems where there are more covariates than cases. This allows one to consider a potentially enormous number of covariates for a problem. We exploit the power of these…

Methodology · Statistics 2012-10-03 Yoonkyung Lee , Steven N. MacEachern , Yoonsuh Jung

Regularization is a core component of modern inverse problems, as it helps establish the well-posedness of the solution of interest. Popular regularization approaches include variational regularization and iterative regularization. The…

Optimization and Control · Mathematics 2025-08-08 Jie Gao , Cesare Molinari , Silvia Villa , Jingwei Liang

Parameter identification problems typically consist of a model equation, e.g. a (system of) ordinary or partial differential equation(s), and the observation equation. In the conventional reduced setting, the model equation is eliminated…

Numerical Analysis · Mathematics 2016-03-18 Barbara Kaltenbacher

This paper concerns a spectral estimation problem in which we want to find a spectral density function that is consistent with estimated second-order statistics. It is an inverse problem admitting multiple solutions, and selection of a…

Optimization and Control · Mathematics 2019-08-08 Bin Zhu

Recovering a low-rank signal matrix from its noisy observation, commonly known as matrix denoising, is a fundamental inverse problem in statistical signal processing. Matrix denoising methods are generally based on shrinkage or thresholding…

Methodology · Statistics 2017-01-23 Santosh Kumar Yadav , Rohit Sinha , Prabin Kumar Bora

Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse covariance matrix of the Gaussian distribution, one can learn…

Machine Learning · Computer Science 2010-11-02 Katya Scheinberg , Shiqian Ma , Donald Goldfarb

We propose and investigate efficient numerical methods for inverse problems related to Magnetic Resonance Imaging (MRI). Our goal is to extend the recent convergence results for the Landweber-Kaczmarz method obtained in [Haltmeier, Leitao,…

Numerical Analysis · Mathematics 2020-12-22 A. Leitao , J. Zubelli

The Bayesian statistical framework provides a systematic approach to enhance the regularization model by incorporating prior information about the desired solution. For the Bayesian linear inverse problems with Gaussian noise and Gaussian…

Numerical Analysis · Mathematics 2024-05-21 Haibo Li

We consider a statistical inverse learning problem, where we observe the image of a function $f$ through a linear operator $A$ at i.i.d. random design points $X_i$, superposed with an additive noise. The distribution of the design points is…

Machine Learning · Statistics 2016-04-15 Gilles Blanchard , Nicole Mücke

The Eilers-Whittaker method for data smoothing effectiveness depends on the choice of the regularisation parameter, and automatic selection is a necessity for large datasets. Common methods, such as leave-one-out cross-validation, can…

To deal with the ill-posed nature of the inverse heat conduction problem (IHCP), the regularization parameter alpha can be incorporated into a minimization problem, which is known as Tikhonov regularization method, a popular technique to…

Numerical Analysis · Mathematics 2021-10-05 C. Ahn , C. Park , DI. Park , JG. Kim

The present paper proposes a Bayesian framework for inverse problems that seamlessly integrates optimization and inversion to enable rapid surrogate modeling, accurate parameter inference, and rigorous uncertainty quantification. Bayesian…

Computational Engineering, Finance, and Science · Computer Science 2026-02-05 Mihaela Chiappetta , Massimo Carraturo , Alexander Raßloff , Markus Kästner , Ferdinando Auricchio