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In this paper, we study the Tikhonov regularization scheme in Hilbert scales for the nonlinear statistical inverse problem with a general noise. The regularizing norm in this scheme is stronger than the norm in Hilbert space. We focus on…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

The iterative ensemble Kalman filter (IEnKF) in a deterministic framework was introduced in Sakov et al. (2012) to extend the ensemble Kalman filter (EnKF) and improve its performance in mildly up to strongly nonlinear cases. However, the…

Atmospheric and Oceanic Physics · Physics 2018-10-17 Pavel Sakov , Jean-Matthieu Haussaire , Marc Bocquet

The ensemble Kalman inversion (EKI) for the solution of Bayesian inverse problems of type $y = A u +\varepsilon$, with $u$ being an unknown parameter, $y$ a given datum, and $\varepsilon$ measurement noise, is a powerful tool usually…

Numerical Analysis · Mathematics 2023-03-16 Leon Bungert , Philipp Wacker

The Ensemble Kalman methodology in an inverse problems setting can be viewed as an iterative scheme, which is a weakly tamed discretization scheme for a certain stochastic differential equation (SDE). Assuming a suitable approximation…

Probability · Mathematics 2018-06-19 Dirk Blömker , Claudia Schillings , Philipp Wacker

We investigate a level-set type method for solving ill-posed problems, with the assumption that the solutions are piecewise, but not necessarily constant functions with unknown level sets and unknown level values. In order to get stable…

Numerical Analysis · Mathematics 2012-10-30 Adriano De Cezaro

Despite the cheap availability of computing resources enabling faster Monte Carlo simulations, the potential benefits of particle filtering in revealing accurate statistical information on the imprecisely known model parameters or modeling…

Methodology · Statistics 2014-02-07 Saikat Sarkar , Debasish Roy

This is a survey, which is a continuation of the previous survey of the author about applications of Carleman estimates to Inverse Problems, J. Inverse and Ill-Posed Problems, 21, 477-560, 2013. It is shown here that Tikhonov functionals…

Mathematical Physics · Physics 2014-10-29 Michael V. Klibanov

In this paper, we investigate regularization of linear inverse problems with irregular noise. In particular, we consider the case that the noise can be preprocessed by certain adjoint embedding operators. By introducing the consequent…

Numerical Analysis · Mathematics 2024-01-30 Xinyan Li , Simon Hubmer , Shuai Lu , Ronny Ramlau

The theory of spectral filtering is a remarkable tool to understand the statistical properties of learning with kernels. For least squares, it allows to derive various regularization schemes that yield faster convergence rates of the excess…

Machine Learning · Computer Science 2021-11-11 Gaspard Beugnot , Julien Mairal , Alessandro Rudi

$\ell_1$ regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the Split Bregman and the Majorization-Minimization iterative methods that turn this non-smooth minimization problem…

Numerical Analysis · Mathematics 2024-12-16 Brian Sweeney , Rosemary Renaut , Malena Español

This paper is concerned with the regularization of large-scale discrete inverse problems by means of inexact Krylov methods. Specifically, we derive two new inexact Krylov methods that can be efficiently applied to unregularized or…

Numerical Analysis · Mathematics 2021-05-18 Silvia Gazzola , Malena Sabaté Landman

In this article we study the problem of recovering the unknown solution of a linear ill-posed problem, via iterative regularization methods. We review the problem of projection-regularization from a statistical point of view. A basic…

Statistics Theory · Mathematics 2007-06-13 Ana K. Fermin , Carenne Ludena

It is common to have to process signals or images whose values are cyclic and can be represented as points on the complex circle, like wrapped phases, angles, orientations, or color hues. We consider a Tikhonov-type regularization model to…

Optimization and Control · Mathematics 2022-06-08 Laurent Condat

We consider the monotone inclusion problems in real Hilbert spaces. Proximal splitting algorithms are very popular technique to solve it and generally achieve weak convergence under mild assumptions. Researchers assume the strong conditions…

Optimization and Control · Mathematics 2022-05-05 Avinash Dixit , D. R. Sahu , Pankaj Gautam , T. Som

The ensemble Kalman inversion (EKI) is a particle based method which has been introduced as the application of the ensemble Kalman filter to inverse problems. In practice it has been widely used as derivative-free optimization method in…

Numerical Analysis · Mathematics 2022-09-21 Simon Weissmann

We propose a sparse reconstruction framework for solving inverse problems. Opposed to existing sparse regularization techniques that are based on frame representations, we train an encoder-decoder network by including an $\ell^1$-penalty.…

Numerical Analysis · Mathematics 2019-08-07 Daniel Obmann , Johannes Schwab , Markus Haltmeier

Mathematical modeling and simulation of complex physical systems based on partial differential equations (PDEs) have been widely used in engineering and industrial applications. To enable reliable predictions, it is crucial yet challenging…

Numerical Analysis · Mathematics 2021-07-20 Han Gao , Jian-Xun Wang

Further development of the method of computational experiments for solving ill-posed problems is given. The effective (unoverstated) estimate for solution error of the first-kind equation is obtained using the truncating singular numbers…

Numerical Analysis · Mathematics 2015-09-22 V. S. Sizikov , A. V. Stepanov

In this article, we consider the Tikhonov regularization of an optimal control problem of semilinear partial differential equations with box constraints on the control. We derive a-priori regularization error estimates for the control under…

Optimization and Control · Mathematics 2017-05-04 Frank Pörner , Daniel Wachsmuth