English
Related papers

Related papers: Tikhonov Regularization Within Ensemble Kalman Inv…

200 papers

These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…

Numerical Analysis · Mathematics 2025-08-26 Danielle Bednarski , Tim Roith

Many modern algorithms for inverse problems and data assimilation rely on ensemble Kalman updates to blend prior predictions with observed data. Ensemble Kalman methods often perform well with a small ensemble size, which is essential in…

Machine Learning · Statistics 2024-01-05 Omar Al Ghattas , Daniel Sanz-Alonso

For the Tikhonov regularization of ill-posed nonlinear operator equations, convergence is studied in a Hilbert scale setting. We include the case of oversmoothing penalty terms, which means that the exact solution does not belong to the…

Numerical Analysis · Mathematics 2020-02-03 Bernd Hofmann , Robert Plato

We investigate a Tikhonov regularization scheme specifically tailored for shallow neural networks within the context of solving a classic inverse problem: approximating an unknown function and its derivatives within a unit cubic domain…

Numerical Analysis · Mathematics 2024-12-17 Yuanyuan Li , Shuai Lu

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…

Numerical Analysis · Mathematics 2024-02-22 Daniel Sanz-Alonso , Nathan Waniorek

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

In this work, we develop efficient solvers for linear inverse problems based on randomized singular value decomposition (RSVD). This is achieved by combining RSVD with classical regularization methods, e.g., truncated singular value…

Numerical Analysis · Mathematics 2019-09-05 Kazufumi Ito , Bangti Jin

We propose an efficient and flexible method for solving Abel integral equation of the first kind, frequently appearing in many fields of astrophysics, physics, chemistry, and applied sciences. This equation represents an ill-posed problem,…

Instrumentation and Methods for Astrophysics · Physics 2016-08-26 I. I. Antokhin

This paper discusses an efficient parallel implementation of the ensemble Kalman filter based on the modified Cholesky decomposition. The proposed implementation starts with decomposing the domain into sub-domains. In each sub-domain a…

Numerical Analysis · Computer Science 2016-06-03 Elias D. Nino , Adrian Sandu , Xinwei Deng

Inverse problems arise in a wide spectrum of applications in fields ranging from engineering to scientific computation. Connected with the rise of interest in inverse problems is the development and analysis of regularization methods, such…

Numerical Analysis · Mathematics 2025-05-12 Abinash Nayak

In this paper we develop randomized Krylov subspace methods for efficiently computing regularized solutions to large-scale linear inverse problems. Building on the recently developed randomized Gram-Schmidt process, where sketched inner…

Numerical Analysis · Mathematics 2025-08-29 Julianne Chung , Silvia Gazzola

We study Tikhonov regularization for possibly nonlinear inverse problems with weighted $\ell^1$-penalization. The forward operator, mapping from a sequence space to an arbitrary Banach space, typically an $L^2$-space, is assumed to satisfy…

Numerical Analysis · Mathematics 2021-10-19 Philip Miller , Thorsten Hohage

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

In this paper we provide a convergence analysis of some variational methods alternative to the classical Tikhonov regularization, namely Ivanov regularization (also called method of quasi solutions) with some versions of the discrepancy…

Numerical Analysis · Mathematics 2018-04-18 Barbara Kaltenbacher , Andrej Klassen

We study Tikhonov regularization for solving ill--posed operator equations where the solutions are functions defined on surfaces. One contribution of this paper is an error analysis of Tikhonov regularization which takes into account…

Numerical Analysis · Mathematics 2016-12-15 Guozhi Dong , Bert Juettler , Otmar Scherzer , Thomas Takacs

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

We consider the problem of selecting the best estimator among a family of Tikhonov regularized estimators, or, alternatively, to select a linear combination of these regularizers that is as good as the best regularizer in the family. Our…

Statistics Theory · Mathematics 2019-05-30 Pierre C Bellec , Dana Yang

This paper introduces new solvers for efficiently computing solutions to large-scale inverse problems with group sparsity regularization, including both non-overlapping and overlapping groups. Group sparsity regularization refers to a type…

Numerical Analysis · Mathematics 2023-06-16 Julianne Chung , Malena Sabaté Landman

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

This manuscript derives locally weighted ensemble Kalman methods from the point of view of ensemble-based function approximation. This is done by using pointwise evaluations to build up a local linear or quadratic approximation of a…

Numerical Analysis · Mathematics 2025-05-07 Philipp Wacker