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Tikhonov regularization with square-norm penalty for linear forward operators has been studied extensively in the literature. However, the results on convergence theory are based on technical proofs and difficult to interpret. It is also…

Numerical Analysis · Mathematics 2021-07-07 Daniel Gerth

This paper is focused on the optimization approach to the solution of inverse problems. We introduce a stochastic dynamical system in which the parameter-to-data map is embedded, with the goal of employing techniques from nonlinear Kalman…

Numerical Analysis · Mathematics 2022-04-29 Daniel Zhengyu Huang , Tapio Schneider , Andrew M. Stuart

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

From the viewpoint of inverse problem, the optimization of drug release based on the multi-laminated drug controlled release devices has been regarded as the solution problem of the diffusion equation initial value inverse problem. In view…

Numerical Analysis · Mathematics 2019-04-15 Xinming Zhang , Ling Ma

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

Large-scale dynamic inverse problems are often ill-posed due to model complexity and the high dimensionality of the unknown parameters. Regularization is commonly employed to mitigate ill-posedness by incorporating prior information and…

Numerical Analysis · Mathematics 2026-01-21 Aryeh Keating , Mirjeta Pasha

This paper presents an error analysis of classical and learned Tikhonov regularization schemes for inverse problems. We first demonstrate, both theoretically and numerically, that using a fixed regularization parameter across varying noise…

Numerical Analysis · Mathematics 2026-04-02 Arne Behrens , Meira Iske , Ming Jiang , Peter Maass , Sebastian Neumayer

Regularized kernel methods such as support vector machines (SVM) and support vector regression (SVR) constitute a broad and flexible class of methods which are theoretically well investigated and commonly used in nonparametric…

Methodology · Statistics 2013-05-07 Robert Hable

Ensemble Kalman methods were initially developed to solve nonlinear data assimilation problems in oceanography, but are now popular in applications far beyond their original use cases. Of particular interest is climate model calibration. As…

Data Analysis, Statistics and Probability · Physics 2025-11-21 Rebecca Gjini , Matthias Morzfeld , Oliver R. A. Dunbar , Tapio Schneider

The ensemble Kalman filter is a well-known and celebrated data assimilation algorithm. It is of particular relevance as it used for high-dimensional problems, by updating an ensemble of particles through a sample mean and covariance…

Numerical Analysis · Mathematics 2022-07-27 Neil K. Chada

In this paper we develop flexible Krylov methods for efficiently computing regularized solutions to large-scale linear inverse problems with an $\ell_2$ fit-to-data term and an $\ell_p$ penalization term, for $p\geq 1$. First we approximate…

Numerical Analysis · Mathematics 2018-06-19 Julianne Chung , Silvia Gazzola

The ensemble Kalman inversion (EKI), as a derivative-free methodology, has been widely used in the parameter estimation of inverse problems. Unfortunately, its cost may become moderately large for systems described by high dimensional…

Numerical Analysis · Mathematics 2018-09-25 Liang Yan , Tao Zhou

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations,…

Statistics Theory · Mathematics 2011-05-05 Paul Rochet

The ensemble Kalman filter (EnKF) is a data assimilation technique that uses an ensemble of models, updated with data, to track the time evolution of a usually non-linear system. It does so by using an empirical approximation to the…

Applications · Statistics 2021-03-12 Elizabeth Hou , Earl Lawrence , Alfred O. Hero

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

Tikhonov regularization is one of the most commonly used methods of regularization of ill-posed problems. In the setting of finite element solutions of elliptic partial differential control problems, Tikhonov regularization amounts to…

Numerical Analysis · Mathematics 2016-09-19 Erik Burman , Peter Hansbo , Mats Larson

We consider the nonstationary iterated Tikhonov regularization in Banach spaces which defines the iterates via minimization problems with uniformly convex penalty term. The penalty term is allowed to be non-smooth to include $L^1$ and total…

Numerical Analysis · Mathematics 2014-01-21 Qinian Jin , Min Zhong

We consider Tikhonov regularization of control-constrained optimal control problems. We present new a-priori estimates for the regularization error assuming measure and source-measure conditions. In the special case of bang-bang solutions,…

Optimization and Control · Mathematics 2017-12-08 Nikolaus von Daniels

A learning approach to selecting regularization parameters in multi-penalty Tikhonov regularization is investigated. It leads to a bilevel optimization problem, where the lower level problem is a Tikhonov regularized problem parameterized…

Optimization and Control · Mathematics 2018-12-05 Gernot Holler , Karl Kunisch , Richard C. Barnard

This paper considers large-scale linear ill-posed inverse problems whose solutions can be represented as sums of smooth and piecewise constant components. To solve such problems we consider regularizers consisting of two terms that must be…

Numerical Analysis · Mathematics 2022-06-30 Ali Gholami , Silvia Gazzola