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In this paper we consider the training of single hidden layer neural networks by pseudoinversion, which, in spite of its popularity, is sometimes affected by numerical instability issues. Regularization is known to be effective in such…
Convergence rates results for Tikhonov regularization of nonlinear ill-posed operator equations in abstract function spaces require the handling of both smoothness conditions imposed on the solution and structural conditions expressing the…
The use of convex regularizers allows for easy optimization, though they often produce biased estimation and inferior prediction performance. Recently, nonconvex regularizers have attracted a lot of attention and outperformed convex ones.…
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…
We propose to learn non-convex regularizers with a prescribed upper bound on their weak-convexity modulus. Such regularizers give rise to variational denoisers that minimize a convex energy. They rely on few parameters (less than 15,000)…
We address the inverse problem of local volatility surface calibration from market given option prices. We integrate the ever-increasing flow of option price information into the well-accepted local volatility model of Dupire. This leads to…
Measuring the error by an l^1-norm, we analyze under sparsity assumptions an l^0-regularization approach, where the penalty in the Tikhonov functional is complemented by a general stabilizing convex functional. In this context, ill-posed…
We present a converged algorithm for Tikhonov regularized nonnegative matrix factorization (NMF). We specially choose this regularization because it is known that Tikhonov regularized least square (LS) is the more preferable form in solving…
In this paper, we study the stochastic convergence of regularized solutions for backward heat conduction problems. These problems are recognized as ill-posed due to the exponential decay of eigenvalues associated with the forward problems.…
Robust principal component analysis is an important representative method in data analysis. It is usually viewed as an optimization problem involving the rank and $\ell_0$-norm of matrices. In this paper, we study the rank and $\ell_0$…
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…
This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…
Machine learning techniques for the solution of inverse problems have become an attractive approach in the last decade, while their theoretical foundations are still in their infancy. In this chapter we want to pursue the study of…
This paper deals with a second order dynamical system with a Tikhonov regularization term in connection to the minimization problem of a convex Fr\'echet differentiable function. The fact that beside the asymptotically vanishing damping we…
Rank minimization is of interest in machine learning applications such as recommender systems and robust principal component analysis. Minimizing the convex relaxation to the rank minimization problem, the nuclear norm, is an effective…
From the viewpoint of inverse problem, the optimization of drug release based on the multi-laminated drug controlled release devices has been regarded as the solution problem of the diffusion equation initial value inverse problem. In view…
We investigate the use of Tikhonov regularization with the minimum support stabilizer for underdetermined 2-D inversion of gravity data. This stabilizer produces models with non-smooth properties which is useful for identifying geologic…
In this work, we consider the linear inverse problem $y=Ax+\epsilon$, where $A\colon X\to Y$ is a known linear operator between the separable Hilbert spaces $X$ and $Y$, $x$ is a random variable in $X$ and $\epsilon$ is a zero-mean random…
An open question contributed by Yu. Orlov to a recently published volume "Unsolved Problems in Mathematical Systems and Control Theory", V.D. Blondel, A. Megretski (eds), Princeton Univ. Press, 2004, concerns regularization of optimal…
So-called functional error estimators provide a valuable tool for reliably estimating the discretization error for a sum of two convex functions. We apply this concept to Tikhonov regularization for the solution of inverse problems for…