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We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that selects the optimal smoothing sequence…

Statistics Theory · Mathematics 2008-07-31 Jean-Michel Loubes , Carenne Ludeña

Modern statistical applications often involve minimizing an objective function that may be nonsmooth and/or nonconvex. This paper focuses on a broad Bregman-surrogate algorithm framework including the local linear approximation, mirror…

Optimization and Control · Mathematics 2021-12-20 Yiyuan She , Zhifeng Wang , Jiuwu Jin

We introduce subgradient-based Lavrentiev regularisation of the form \begin{equation*} \mathcal{A}(u) + \alpha \partial \mathcal{R}(u) \ni f^\delta \end{equation*} for linear and nonlinear ill-posed problems with monotone operators…

Optimization and Control · Mathematics 2024-10-01 Markus Grasmair , Fredrik Hildrum

We propose a variational regularisation approach for the problem of template-based image reconstruction from indirect, noisy measurements as given, for instance, in X-ray computed tomography. An image is reconstructed from such measurements…

Optimization and Control · Mathematics 2019-04-02 Lukas F. Lang , Sebastian Neumayer , Ozan Öktem , Carola-Bibiane Schönlieb

In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…

Numerical Analysis · Mathematics 2023-10-31 Fabian Parzer , Otmar Scherzer

Bayesian approach to inverse problems is studied in the case where the forward map is a linear hypoelliptic pseudodifferential operator and measurement error is additive white Gaussian noise. The measurement model for an unknown Gaussian…

Statistics Theory · Mathematics 2016-07-20 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

We develop a novel stochastic primal dual splitting method with Bregman distances for solving a structured composite problems involving infimal convolutions in non-Euclidean spaces. The sublinear convergence in expectation of the…

Optimization and Control · Mathematics 2021-03-17 Nguyen Van Dung , Băng Công Vũ

We study linear inverse problems under the premise that the forward operator is not at hand but given indirectly through some input-output training pairs. We demonstrate that regularization by projection and variational regularization can…

Numerical Analysis · Mathematics 2020-12-30 Andrea Aspri , Yury Korolev , Otmar Scherzer

In this paper, we introduce some adaptive methods for solving variational inequalities with relatively strongly monotone operators. Firstly, we focus on the modification of the recently proposed, in smooth case [1], adaptive numerical…

Optimization and Control · Mathematics 2022-11-01 A. A. Titov , S. S. Ablaev , M. S. Alkousa , F. S. Stonyakin , A. V. Gasnikov

This paper addresses a backward heat conduction problem with fractional Laplacian and time-dependent coefficient in an unbounded domain. The problem models generalized diffusion processes and is well-known to be severely ill-posed. We…

Numerical Analysis · Mathematics 2022-02-22 Walter C. Simo Tao Lee

Inverse problems constrained by partial differential equations are often ill-conditioned due to noisy and incomplete data or inherent non-uniqueness. A prominent example is full waveform inversion, which estimates Earth's subsurface…

Geophysics · Physics 2026-03-03 Ali Siahkoohi , Kamal Aghazade , Ali Gholami

The Halpern iteration for solving monotone inclusion problems has gained increasing interests in recent years due to its simple form and appealing convergence properties. In this paper, we investigate the inexact variants of the scheme in…

Optimization and Control · Mathematics 2025-05-28 Ling Liang , Zusen Xu , Kim-Chuan Toh , Jia-Jie Zhu

In this paper, we consider the variational regularization of manifold-valued data in the inverse problems setting. In particular, we consider TV and TGV regularization for manifold-valued data with indirect measurement operators. We provide…

Numerical Analysis · Mathematics 2018-04-30 Martin Storath , Andreas Weinmann

This article gives dual representations for convex integral functionals on the linear space of regular processes. This space turns out to be a Banach space containing many more familiar classes of stochastic processes and its dual can be…

Probability · Mathematics 2017-01-18 Teemu Pennanen , Ari-Pekka Perkkiö

This paper analyzes a popular computational framework to solve infinite-dimensional Bayesian inverse problems, discretizing the prior and the forward model in a finite-dimensional weighted inner product space. We demonstrate the benefit of…

Numerical Analysis · Mathematics 2024-02-22 Daniel Sanz-Alonso , Nathan Waniorek

We establish the convergence of the forward-backward splitting algorithm based on Bregman distances for the sum of two monotone operators in reflexive Banach spaces. Even in Euclidean spaces, the convergence of this algorithm has so far…

Optimization and Control · Mathematics 2020-09-29 Minh N. Bùi , Patrick L. Combettes

The (global) Lipschitz smoothness condition is crucial in establishing the convergence theory for most optimization methods. Unfortunately, most machine learning and signal processing problems are not Lipschitz smooth. This motivates us to…

Optimization and Control · Mathematics 2019-04-23 Qiuwei Li , Zhihui Zhu , Gongguo Tang , Michael B. Wakin

Non-self-adjoint second-order ordinary differential operators on a finite interval with complex weights are studied. Properties of spectral characteristics are established and the inverse problem of recovering operators from their spectral…

Spectral Theory · Mathematics 2024-02-09 V. A. Yurko

We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…

Statistics Theory · Mathematics 2018-09-05 Mathias Trabs

This paper studies the convergence of the mirror descent algorithm for finite horizon stochastic control problems with measure-valued control processes. The control objective involves a convex regularisation function, denoted as $h$, with…

Optimization and Control · Mathematics 2025-08-22 Bekzhan Kerimkulov , David Šiška , Łukasz Szpruch , Yufei Zhang
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