Related papers: Variational regularisation for inverse problems wi…
Source conditions are a key tool in regularisation theory that are needed to derive error estimates and convergence rates for ill-posed inverse problems. In this paper, we provide a recipe to practically compute source condition elements as…
We study unconstrained optimization problems with nonsmooth and convex objective function in the form of a mathematical expectation. The proposed method approximates the expected objective function with a sample average function using…
In this paper, we propose a general algorithmic framework for first-order methods in optimization in a broad sense, including minimization problems, saddle-point problems, and variational inequalities. This framework allows obtaining many…
We extend the classical Bernstein technique to the setting of integro-differential operators. As a consequence, we provide first and one-sided second derivative estimates for solutions to fractional equations, including some convex fully…
In this paper, we consider the asymptotical regularization with convex constraints for nonlinear ill-posed problems. The method allows to use non-smooth penalty terms, including the L1-like and the total variation-like penalty functionals,…
The aim of this paper is to provide an overview of recent development related to Bregman distances outside its native areas of optimization and statistics. We discuss approaches in inverse problems and image processing based on Bregman…
Considering the question: how non-linear may a non-linear operator be in order to extend the linear regularization theory, we introduce the class of dilinear mappings, which covers linear, bilinear, and quadratic operators between Banach…
We propose an unsupervised approach for learning end-to-end reconstruction operators for ill-posed inverse problems. The proposed method combines the classical variational framework with iterative unrolling, which essentially seeks to…
Successive quadratic approximations, or second-order proximal methods, are useful for minimizing functions that are a sum of a smooth part and a convex, possibly nonsmooth part that promotes regularization. Most analyses of iteration…
Sparse regularization plays a central role in solving inverse problems arising from incomplete or corrupted measurements. Different regularizers correspond to different prior assumptions about the structure of the unknown signal, and…
We present a general technique for the analysis of first-order methods. The technique relies on the construction of a duality gap for an appropriate approximation of the objective function, where the function approximation improves as the…
Stochastic optimisation algorithms are the de facto standard for machine learning with large amounts of data. Handling only a subset of available data in each optimisation step dramatically reduces the per-iteration computational costs,…
Regularization plays a pivotal role when facing the challenge of solving ill-posed inverse problems, where the number of observations is smaller than the ambient dimension of the object to be estimated. A line of recent work has studied…
This study investigates the variational posterior convergence rates of inverse problems for partial differential equations (PDEs) with parameters in Besov spaces $B_{pp}^\alpha$ ($p \geq 1$) which are modeled naturally in a Bayesian manner…
Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various…
We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…
Inverse problems in physical or biological sciences often involve recovering an unknown parameter that is random. The sought-after quantity is a probability distribution of the unknown parameter, that produces data that aligns with…
We adopt Bayesian approach to consider the inverse problem of estimate a function from noisy observations. One important component of this approach is the prior measure. Total variation prior has been proved with no discretization invariant…
A central theme in classical algorithms for the reconstruction of discontinuous functions from observational data is perimeter regularization via the use of the total variation. On the other hand, sparse or noisy data often demands a…
In a recent paper by A. Chambolle et al. [Geometric properties of solutions to the total variation denoising problem. Inverse Problems 33, 2017] it was proven that if the subgradient of the total variation at the noise free data is not…