English
Related papers

Related papers: On the Convergence of Stochastic Gradient Descent …

200 papers

We analyze convergence of the Levenberg-Marquardt method for solving nonlinear inverse problems in Hilbert spaces. Specifically, we establish local convergence and convergence rates for a class of inverse problems that satisfy H\"{o}lder…

Functional Analysis · Mathematics 2025-01-16 Akari Ishida , Sei Nagayasu , Gen Nakamura

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

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

We consider the problem of supervised learning with convex loss functions and propose a new form of iterative regularization based on the subgradient method. Unlike other regularization approaches, in iterative regularization no constraint…

Machine Learning · Statistics 2015-04-02 Junhong Lin , Lorenzo Rosasco , Ding-Xuan Zhou

We consider a stochastic gradient descent (SGD) algorithm for solving linear inverse problems (e.g., CT image reconstruction) in the Banach space framework of variable exponent Lebesgue spaces $\ell^{(p_n)}(\mathbb{R})$. Such non-standard…

Optimization and Control · Mathematics 2023-03-17 Marta Lazzaretti , Zeljko Kereta , Luca Calatroni , Claudio Estatico

Landweber-type methods are prominent for solving ill-posed inverse problems in Banach spaces and their convergence has been well-understood. However, how to derive their convergence rates remains a challenging open question. In this paper,…

Numerical Analysis · Mathematics 2024-11-15 Qinian Jin

Stochastic gradient descent (SGD) is a promising numerical method for solving large-scale inverse problems. However, its theoretical properties remain largely underexplored in the lens of classical regularization theory. In this note, we…

Numerical Analysis · Mathematics 2020-07-22 Tim Jahn , Bangti Jin

Optimization techniques are at the core of many scientific and engineering disciplines. The steepest descent methods play a foundational role in this area. In this paper we studied a generalized steepest descent method on Riemannian…

Optimization and Control · Mathematics 2025-02-28 Rashid A. , Amal A Samad

In this paper we consider ill-posed inverse problems, both linear and nonlinear, by a heavy ball method in which a strongly convex regularization function is incorporated to detect the feature of the sought solution. We develop ideas on how…

Numerical Analysis · Mathematics 2024-04-05 Qinian Jin , Qin Huang

This paper is concerned with a novel regularisation technique for solving linear ill-posed operator equations in Hilbert spaces from data that is corrupted by white noise. We combine convex penalty functionals with extreme-value statistics…

Statistics Theory · Mathematics 2012-04-03 Klaus Frick , Philipp Marnitz , Axel Munk

The effective and efficient numerical solution of Riemann-Hilbert problems has been demonstrated in recent work. With the aid of ideas from the method of nonlinear steepest descent for Riemann-Hilbert problems, the resulting numerical…

Numerical Analysis · Mathematics 2015-03-20 Sheehan Olver , Thomas Trogdon

We propose and analyze a family of successive projection methods whose step direction is the same as Landweber method for solving nonlinear ill-posed problems that satisfy the Tangential Cone Condition (TCC). This family enconpasses…

Numerical Analysis · Mathematics 2020-11-13 A. Leitao , B. F. Svaiter

Convergence of a projected stochastic gradient algorithm is demonstrated for convex objective functionals with convex constraint sets in Hilbert spaces. In the convex case, the sequence of iterates ${u_n}$ converges weakly to a point in the…

Optimization and Control · Mathematics 2019-10-01 Caroline Geiersbach , Georg Pflug

In this paper, the local convergence of Iteratively regularized Landweber iteration method is investigated for solving non-linear inverse problems in Banach spaces. Our analysis mainly relies on the assumption that the inverse mapping…

Numerical Analysis · Mathematics 2020-11-17 Gaurav Mittal , Ankik Kumar Giri

The stochastic gradient descent has been widely used for solving composite optimization problems in big data analyses. Many algorithms and convergence properties have been developed. The composite functions were convex primarily and…

Machine Learning · Statistics 2020-03-03 Takayuki Kawashima , Hironori Fujisawa

This paper considers the inversion of ill-posed linear operators. To regularise the problem the solution is enforced to lie in a non-convex subset. Theoretical properties for the stable inversion are derived and an iterative algorithm akin…

Numerical Analysis · Mathematics 2009-11-30 Thomas Blumensath

In this article, we study the convergence behavior of the regularization-based algorithm for solving the polynomial regression model when both input data and responses are from infinite-dimensional Hilbert spaces. We derive convergence…

Statistics Theory · Mathematics 2025-12-02 Naveen Gupta , Sivananthan Sampath

We consider a class of statistical inverse problems involving the estimation of a regression operator from a Polish space to a separable Hilbert space, where the target lies in a vector-valued reproducing kernel Hilbert space induced by an…

Machine Learning · Statistics 2026-04-28 Jia-Qi Yang , Lei Shi

This paper introduces two variational inference approaches for infinite-dimensional inverse problems, developed through gradient descent with a constant learning rate. The proposed methods enable efficient approximate sampling from the…

Numerical Analysis · Mathematics 2026-03-05 Jiaming Sui , Junxiong Jia , Jinglai Li

We study the global convergence of the gradient descent method of the minimization of strictly convex functionals on an open and bounded set of a Hilbert space. Such results are unknown for this type of sets, unlike the case of the entire…

Numerical Analysis · Mathematics 2022-04-08 Thuy T. Le , Loc. H. Nguyen