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This paper proposes a novel parameter selection strategy for kernel-based gradient descent (KGD) algorithms, integrating bias-variance analysis with the splitting method. We introduce the concept of empirical effective dimension to quantify…

Machine Learning · Statistics 2026-03-05 Xiaotong Liu , Yunwen Lei , Xiangyu Chang , Shao-Bo Lin

A computational method is introduced for choosing the regularization parameter for total variation (TV) regularization. The approach is based on computing reconstructions at a few different resolutions and various values of regularization…

Classical first-order optimization methods for imaging inverse problems scale poorly with image resolution. Wavelet based multilevel strategies can accelerate convergence under strong blur, but their fixed coarse-to-fine schedules lose…

Signal Processing · Electrical Eng. & Systems 2026-03-03 Edgar Desainte-Maréville , Marion Foare , Paulo Gonçalves , Nelly Pustelnik , Elisa Riccietti

We present a class of algorithms based on rational Krylov methods to compute the action of a generalized matrix function on a vector. These algorithms incorporate existing methods based on the Golub-Kahan bidiagonalization as a special…

Numerical Analysis · Mathematics 2021-07-27 Angelo Alberto Casulli , Igor Simunec

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

Fractional Tikhonov regularization methods have been recently proposed to reduce the oversmoothing property of the Tikhonov regularization in standard form, in order to preserve the details of the approximated solution. Their regularization…

Numerical Analysis · Mathematics 2020-09-07 Davide Bianchi , Alessandro Buccini , Marco Donatelli , Stefano Serra-Capizzano

In this paper, we consider the nonlinear ill-posed inverse problem with noisy data in the statistical learning setting. The Tikhonov regularization scheme in Hilbert scales is considered to reconstruct the estimator from the random noisy…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi

The $\chi^2$-principle generalizes the Morozov discrepancy principle (MDP) to the augmented residual of the Tikhonov regularized least squares problem. Weighting of the data fidelity by a known Gaussian noise distribution on the measured…

Numerical Analysis · Mathematics 2022-08-16 Saeed Vatankhah , Rosemary A Renaut , Vahid E Ardestani

A space-time interface-fitted approximation of an inverse source problem for the advection-diffusion equation with moving subdomains is investigated. The problem is reformulated as an optimization problem using Tikhonov regularization. A…

Numerical Analysis · Mathematics 2025-02-11 Thi Thanh Mai Ta , Quang Huy Nguyen , Dinh Nho Hào

Given a proper convex lower semicontinuous function defined on a Hilbert space and whose solution set is supposed nonempty. For attaining a global minimizer when this convex function is continuously differentiable, we approach it by a…

Optimization and Control · Mathematics 2024-04-02 A. C. Bagy , Z. Chbani , H. Riahi

We explore anisotropic regularisation methods in the spirit of [Holler & Kunisch, 14]. Based on ground truth data, we propose a bilevel optimisation strategy to compute the optimal regularisation parameters of such a model for the…

Numerical Analysis · Mathematics 2016-02-04 Martin Benning , Carola-Bibiane Schönlieb , Tuomo Valkonen , Verner Vlačić

For parameterized mixed-binary optimization problems, we construct local decision rules that prescribe near-optimal courses of action across a set of parameter values. The decision rules stem from solving risk-adaptive training problems…

Optimization and Control · Mathematics 2024-04-24 Johannes O. Royset , Miguel A. Lejeune

We introduce a novel adaptive Gaussian Process Regression (GPR) methodology for efficient construction of surrogate models for Bayesian inverse problems with expensive forward model evaluations. An adaptive design strategy focuses on…

Numerical Analysis · Mathematics 2024-05-01 Paolo Villani , Jörg Unger , Martin Weiser

We propose a new regularisation strategy for the classical ensemble Kalman inversion (EKI) framework. The strategy consists of: (i) an adaptive choice for the regularisation parameter in the update formula in EKI, and (ii) criteria for the…

Numerical Analysis · Mathematics 2020-09-24 Marco Iglesias , Yuchen Yang

In the numerical treatment of large-scale Sylvester and Lyapunov equations, projection methods require solving a reduced problem to check convergence. As the approximation space expands, this solution takes an increasing portion of the…

Numerical Analysis · Mathematics 2017-02-03 Davide Palitta , Valeria Simoncini

A supervised learning approach is proposed for regularization of large inverse problems where the main operator is built from noisy data. This is germane to superresolution imaging via the sampling indicators of the inverse scattering…

Numerical Analysis · Mathematics 2025-08-22 Fatemeh Pourahmadian , Yang Xu

This paper is concerned with solving ill-posed tensor linear equations. These kinds of equations may appear from finite difference discretization of high-dimensional convection-diffusion problems or when partial differential equations in…

Numerical Analysis · Mathematics 2019-07-23 Fatemeh P. A. Beik , Khalide Jbilou , Mehdi Najafi-Kalyani , Lothar Reichel

Adaptive regularized framework using cubics has emerged as an alternative to line-search and trust-region algorithms for smooth nonconvex optimization, with an optimal complexity amongst second-order methods. In this paper, we propose and…

Optimization and Control · Mathematics 2018-05-30 El houcine Bergou , Youssef Diouane , Serge Gratton

We study the application of the Augmented Lagrangian Method to the solution of linear ill-posed problems. Previously, linear convergence rates with respect to the Bregman distance have been derived under the classical assumption of a…

Numerical Analysis · Mathematics 2015-06-04 Klaus Frick , Markus Grasmair

We present DARTR: a Data Adaptive RKHS Tikhonov Regularization method for the linear inverse problem of nonparametric learning of function parameters in operators. A key ingredient is a system intrinsic data-adaptive (SIDA) RKHS, whose norm…

Machine Learning · Statistics 2022-03-09 Fei Lu , Quanjun Lang , Qingci An
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