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In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…

Numerical Analysis · Mathematics 2020-06-24 Federico Benvenuto , Bangti Jin

Despite a variety of available techniques the issue of the proper regularization parameter choice for inverse problems still remains one of the biggest challenges. The main difficulty lies in constructing a rule, allowing to compute the…

Numerical Analysis · Mathematics 2017-10-13 Ernesto De Vito , Massimo Fornasier , Valeriya Naumova

Tikhonov regularization with square-norm penalty for linear forward operators has been studied extensively in the literature. However, the results on convergence theory are based on technical proofs and difficult to interpret. It is also…

Numerical Analysis · Mathematics 2021-07-07 Daniel Gerth

This paper presents an error analysis of classical and learned Tikhonov regularization schemes for inverse problems. We first demonstrate, both theoretically and numerically, that using a fixed regularization parameter across varying noise…

Numerical Analysis · Mathematics 2026-04-02 Arne Behrens , Meira Iske , Ming Jiang , Peter Maass , Sebastian Neumayer

We study the choice of the regularisation parameter for linear ill-posed problems in the presence of noise that is possibly unbounded but only finite in a weaker norm, and when the noise-level is unknown. For this task, we analyse several…

Numerical Analysis · Mathematics 2021-04-14 Stefan Kindermann , Kemal Raik

We study the choice of the regularisation parameter for linear ill-posed problems in the presence of data noise and operator perturbations, for which a bound on the operator error is known but the data noise-level is unknown. We introduce a…

Numerical Analysis · Mathematics 2018-07-16 Uno Hämarik , Urve Kangro , Stefan Kindermann , Kemal Raik

Despite recent advances in regularisation theory, the issue of parameter selection still remains a challenge for most applications. In a recent work the framework of statistical learning was used to approximate the optimal Tikhonov…

Machine Learning · Statistics 2019-05-30 Ernesto de Vito , Zeljko Kereta , Valeria Naumova

We consider choice of the regularization parameter in Tikhonov method in the case of the unknown noise level of the data. From known heuristic parameter choice rules often the best results were obtained in the quasi-optimality criterion…

Numerical Analysis · Mathematics 2017-08-08 Toomas Raus , Uno Hämarik

We exploit the similarities between Tikhonov regularization and Bayesian hierarchical models to propose a regularization scheme that acts like a distributed Tikhonov regularization where the amount of regularization varies from component to…

Numerical Analysis · Mathematics 2024-04-10 Daniela Calvetti , Erkki Somersalo

Regularization plays a pivotal role in ill-posed machine learning and inverse problems. However, the fundamental comparative analysis of various regularization norms remains open. We establish a small noise analysis framework to assess the…

Machine Learning · Statistics 2024-09-05 Quanjun Lang , Fei Lu

The problem of numerical differentiation can be thought of as an inverse problem by considering it as solving a Volterra equation. It is well known that such inverse integral problems are ill-posed and one requires regularization methods to…

Numerical Analysis · Mathematics 2020-04-15 Abinash Nayak

We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and…

Numerical Analysis · Mathematics 2011-03-29 Kazufumi Ito , Bangti Jin , Tomoya Takeuchi

Conditional stability estimates are a popular tool for the regularization of ill-posed problems. A drawback in particular under nonlinear operators is that additional regularization is needed for obtaining stable approximate solutions if…

Numerical Analysis · Mathematics 2019-05-29 Daniel Gerth , Bernd Hofmann , Christopher Hofmann

This paper is concerned with the solution of large-scale linear discrete ill-posed problems with error-contaminated data. Tikhonov regularization is a popular approach to determine meaningful approximate solutions of such problems. The…

Numerical Analysis · Mathematics 2016-02-11 Guangxin Huang , Silvia Noschese , Lothar Reichel

Conditional stability estimates require additional regularization for obtaining stable approximate solutions if the validity area of such estimates is not completely known. In this context, we consider ill-posed nonlinear inverse problems…

Numerical Analysis · Mathematics 2020-01-29 Frank Werner , Bernd Hofmann

Conditional stability estimates allow us to characterize the degree of ill-posedness of many inverse problems, but without further assumptions they are not sufficient for the stable solution in the presence of data perturbations. We here…

Numerical Analysis · Mathematics 2018-10-17 Herbert Egger , Bernd Hofmann

Tikhonov regularization is studied in the case of linear pseudodifferential operator as the forward map and additive white Gaussian noise as the measurement error. The measurement model for an unknown function $u(x)$ is \begin{eqnarray*}…

Analysis of PDEs · Mathematics 2016-06-03 Hanne Kekkonen , Matti Lassas , Samuli Siltanen

We study the behaviour of Tikhonov regularisation on topological spaces with multiple regularisation terms. The main result of the paper shows that multi-parameter regularisation is well-posed in the sense that the results depend…

Numerical Analysis · Mathematics 2011-09-05 Markus Grasmair

Accurate determination of the regularization parameter in inverse problems still represents an analytical challenge, owing mainly to the considerable difficulty to separate the unknown noise from the signal. We present a new approach for…

Numerical Analysis · Mathematics 2019-07-24 Eitan Levin , Alexander Y. Meltzer

With the rapid growth of data, how to extract effective information from data is one of the most fundamental problems. In this paper, based on Tikhonov regularization, we propose an effective method for reconstructing the function and its…

Numerical Analysis · Mathematics 2021-05-04 Jiantang Zhang , Jin Cheng , Min Zhong
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