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Variational regularization of ill-posed inverse problems is based on minimizing the sum of a data fidelity term and a regularization term. The balance between them is tuned using a positive regularization parameter, whose automatic choice…

Numerical Analysis · Mathematics 2025-11-12 Markus Juvonen , Bjørn Jensen , Ilmari Pohjola , Yiqiu Dong , Samuli Siltanen

Inverse problems play a key role in modern image/signal processing methods. However, since they are generally ill-conditioned or ill-posed due to lack of observations, their solutions may have significant intrinsic uncertainty. Analysing…

Signal Processing · Electrical Eng. & Systems 2019-09-09 Xiaohao Cai , Marcelo Pereyra , Jason D. McEwen

Selecting the best regularization parameter in inverse problems is a classical and yet challenging problem. Recently, data-driven approaches have become popular to tackle this challenge. These approaches are appealing since they do require…

Statistics Theory · Mathematics 2025-10-22 Jonathan Chirinos Rodriguez , Ernesto De Vito , Cesare Molinari , Lorenzo Rosasco , Silvia Villa

A Bayesian hierarchical model for total variation regularisation is presented in this paper. All the parameters of an inverse problem, including the "regularisation parameter", are estimated simultaneously from the data in the model. The…

Numerical Analysis · Mathematics 2014-12-16 Marko Järvenpää , Robert Piché

We study Bayesian inference methods for solving linear inverse problems, focusing on hierarchical formulations where the prior or the likelihood function depend on unspecified hyperparameters. In practice, these hyperparameters are often…

Numerical Analysis · Mathematics 2018-08-01 Qingping Zhou , Wenqing Liu , Jinglai Li , Youssef M. Marzouk

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…

Optimization and Control · Mathematics 2014-12-09 Samuel Vaiter , Gabriel Peyré , Jalal M. Fadili

In this paper, a methodology is investigated for signal recovery in the presence of non-Gaussian noise. In contrast with regularized minimization approaches often adopted in the literature, in our algorithm the regularization parameter is…

Optimization and Control · Mathematics 2017-01-23 Yosra Marnissi , Yuling Zheng , Emilie Chouzenoux , Jean-Christophe Pesquet

In this work we deal with parametric inverse problems, which consist in recovering a finite number of parameters describing the structure of an unknown object, from indirect measurements. State-of-the-art methods for approximating a…

Numerical Analysis · Mathematics 2021-12-22 Paolo Massa , Sara Garbarino , Federico Benvenuto

A regularization algorithm using inexact function values and inexact derivatives is proposed and its evaluation complexity analyzed. This algorithm is applicable to unconstrained problems and to problems with inexpensive constraints (that…

Optimization and Control · Mathematics 2019-04-22 S. Bellavia , G. Gurioli , B. Morini , Ph. L. Toint

Although much research has been devoted to the problem of restoring Poissonian images, namely in the fields of medical and astronomical imaging, applying the state of the art regularizers (such as those based on wavelets or total variation)…

Optimization and Control · Mathematics 2009-05-01 Mario A. T. Figueiredo , Jose M. Bioucas-Dias

We consider the problem of computing a positive definite $p \times p$ inverse covariance matrix aka precision matrix $\theta=(\theta_{ij})$ which optimizes a regularized Gaussian maximum likelihood problem, with the elastic-net regularizer…

Statistics Theory · Mathematics 2015-09-02 Yves F. Atchadé , Rahul Mazumder , Jie Chen

Much research has been devoted to the problem of restoring Poissonian images, namely for medical and astronomical applications. However, the restoration of these images using state-of-the-art regularizers (such as those based on multiscale…

Optimization and Control · Mathematics 2012-10-10 Mário A. T. Figueiredo , José M. Bioucas-Dias

This paper proposes a precise signal recovery method with multilayered non-convex regularization, enhancing sparsity/low-rankness for high-dimensional signals including images and videos. In optimization-based signal recovery, multilayered…

Signal Processing · Electrical Eng. & Systems 2024-09-24 Akari Katsuma , Seisuke Kyochi , Shunsuke Ono , Ivan Selesnick

Many inverse problems can be described by a PDE model with unknown parameters that need to be calibrated based on measurements related to its solution. This can be seen as a constrained minimization problem where one wishes to minimize the…

Numerical Analysis · Mathematics 2018-09-06 Nick Schenkels , Wim Vanroose

Inverse problems are fundamental in fields like medical imaging, geophysics, and computerized tomography, aiming to recover unknown quantities from observed data. However, these problems often lack stability due to noise and…

Numerical Analysis · Mathematics 2024-06-26 Andrea Ebner , Matthias Schwab , Markus Haltmeier

A simulation is useful when the phenomenon of interest is either expensive to regenerate or irreproducible with the same context. Recently, Bayesian inference on the distribution of the simulation input parameter has been implemented…

Machine Learning · Computer Science 2022-11-07 Dongjun Kim , Kyungwoo Song , Seungjae Shin , Wanmo Kang , Il-Chul Moon , Weonyoung Joo

Many inverse problems include nuisance parameters which, while not of direct interest, are required to recover primary parameters. Structure present in these problems allows efficient optimization strategies - a well known example is…

Numerical Analysis · Mathematics 2015-06-05 Aleksandr Y. Aravkin , Tristan van Leeuwen

Standard regularization methods that are used to compute solutions to ill-posed inverse problems require knowledge of the forward model. In many real-life applications, the forward model is not known, but training data is readily available.…

Numerical Analysis · Mathematics 2015-06-19 Julianne Chung , Matthias Chung

We consider simple bilevel optimization problems where the goal is to compute among the optimal solutions of a composite convex optimization problem, one that minimizes a secondary objective function. Our main contribution is threefold. (i)…

Optimization and Control · Mathematics 2025-04-14 Sepideh Samadi , Daniel Burbano , Farzad Yousefian

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