English
Related papers

Related papers: A Parameter Choice Rule for Tikhonov Regularizatio…

200 papers

We study Tikhonov regularization for certain classes of non-linear ill-posed operator equations in Hilbert space. Emphasis is on the case where the solution smoothness fails to have a finite penalty value, as in the preceding study…

Numerical Analysis · Mathematics 2019-04-04 Bernd Hofmann , Peter Mathé

Bayesian regularization is a central tool in modern-day statistical and machine learning methods. Many applications involve high-dimensional sparse signal recovery problems. The goal of our paper is to provide a review of the literature on…

Methodology · Statistics 2019-02-19 Nicholas G. Polson , Vadim Sokolov

Inspired by several recent developments in regularization theory, optimization, and signal processing, we present and analyze a numerical approach to multi-penalty regularization in spaces of sparsely represented functions. The sparsity…

Numerical Analysis · Mathematics 2014-11-25 Valeriya Naumova , Steffen Peter

Stein's unbiased risk estimate (SURE) was proposed by Stein for the independent, identically distributed (iid) Gaussian model in order to derive estimates that dominate least-squares (LS). In recent years, the SURE criterion has been…

Methodology · Statistics 2009-11-13 Yonina C. Eldar

The training of over-parameterized neural networks has received much study in recent literature. An important consideration is the regularization of over-parameterized networks due to their highly nonconvex and nonlinear geometry. In this…

Machine Learning · Computer Science 2024-09-24 Hongyang R. Zhang , Dongyue Li , Haotian Ju

This paper presents a detailed theoretical analysis of the three stochastic approximation proximal gradient algorithms proposed in our companion paper [49] to set regularization parameters by marginal maximum likelihood estimation. We prove…

Statistics Theory · Mathematics 2020-08-14 Valentin De Bortoli , Alain Durmus , Ana F. Vidal , Marcelo Pereyra

We consider the identification of scattering and absorption rates in the stationary radiative transfer equation. For a stable solution of this parameter identification problem, we consider Tikhonov regularization within Banach spaces. A…

Optimization and Control · Mathematics 2013-11-04 Herbert Egger , Matthias Schlottbom

In this paper, we consider an inverse problem to determine a source term in a parabolic equation, where the data are obtained at a certain time. In general, this problem is ill-posed, therefore the Tikhonov regularization method is proposed…

Analysis of PDEs · Mathematics 2015-12-10 Nguyen Huy Tuan , Nguyen Van Thinh , Vo Anh Khoa , Tran Thanh Binh

We present a new inner-outer iterative algorithm for edge enhancement in imaging problems. At each outer iteration, we formulate a Tikhonov-regularized problem where the penalization is expressed in the 2-norm and involves a regularization…

Numerical Analysis · Mathematics 2020-12-30 Silvia Gazzola , Misha E. Kilmer , James G. Nagy , Oguz Semerici , Eric L. Miller

The radiological characterization of contaminated elements (walls, grounds, objects) from nuclear facilities often suffers from a too small number of measurements. In order to determine risk prediction bounds on the level of contamination,…

Applications · Statistics 2017-05-30 Géraud Blatman , Thibault Delage , Bertrand Iooss , Nadia Pérot

For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of…

Machine Learning · Statistics 2017-10-12 Markus Grasmair , Timo Klock , Valeriya Naumova

Finding a good regularization parameter for Tikhonov regularization problems is a though yet often asked question. One approach is to use leave-one-out cross-validation scores to indicate the goodness of fit. This utilizes only the noisy…

Numerical Analysis · Mathematics 2021-05-31 Felix Bartel , Ralf Hielscher , Daniel Potts

Despite the popularity and practical success of total variation (TV) regularization for function estimation, surprisingly little is known about its theoretical performance in a statistical setting. While TV regularization has been known for…

Statistics Theory · Mathematics 2026-05-08 Miguel del Álamo , Housen Li , Axel Munk

In the setting of supervised learning using reproducing kernel methods, we propose a data-dependent regularization parameter selection rule that is adaptive to the unknown regularity of the target function and is optimal both for the…

Statistics Theory · Mathematics 2019-05-28 Gilles Blanchard , Peter Mathé , Nicole Mücke

We study kernel least-squares estimation under a norm constraint. This form of regularisation is known as Ivanov regularisation and it provides better control of the norm of the estimator than the well-established Tikhonov regularisation.…

Statistics Theory · Mathematics 2019-06-17 Stephen Page , Steffen Grünewälder

In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To this end, we associate a stochastic inertial system that…

Optimization and Control · Mathematics 2025-12-18 Chiara Schindler

We consider the ill-posed inverse problem of identifying a nonlinearity in a time-dependent PDE model. The nonlinearity is approximated by a neural network, and needs to be determined alongside other unknown physical parameters and the…

Numerical Analysis · Mathematics 2022-11-23 Barbara Kaltenbacher , Tram Thi Ngoc Nguyen

This paper deals with the problem of finding suboptimal values of an unknown function on the basis of measured data corrupted by bounded noise. As a prior, we assume that the unknown function is parameterized in terms of a number of basis…

Optimization and Control · Mathematics 2025-06-10 Jaap Eising , Jorge Cortes

It is common to have to process signals, whose values are points on the 3-D sphere. We consider a Tikhonov-type regularization model to smoothen or interpolate sphere-valued signals defined on arbitrary graphs. We propose a convex…

Optimization and Control · Mathematics 2022-07-26 Laurent Condat

A challenging problem in estimating high-dimensional graphical models is to choose the regularization parameter in a data-dependent way. The standard techniques include $K$-fold cross-validation ($K$-CV), Akaike information criterion (AIC),…

Machine Learning · Statistics 2010-06-18 Han Liu , Kathryn Roeder , Larry Wasserman