Related papers: Statistical Inverse Problems in Hilbert Scales
This paper generalizes regularized regression problems in a hyper-reproducing kernel Hilbert space (hyper-RKHS), illustrates its utility for kernel learning and out-of-sample extensions, and proves asymptotic convergence results for the…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
This paper derives a new class of adaptive regularization parameter choice strategies that can be effectively and efficiently applied when regularizing large-scale linear inverse problems by combining standard Tikhonov regularization and…
Ensemble Kalman inversion is a parallelizable methodology for solving inverse or parameter estimation problems. Although it is based on ideas from Kalman filtering, it may be viewed as a derivative-free optimization method. In its most…
Several convergence results in Hilbert scales under different source conditions are proved and orders of convergence and optimal orders of convergence are derived. Also, relations between those source conditions are proved. The concept of a…
We consider an inverse problem of recovering a potential associated to a semi-linear wave equation with a quadratic nonlinearity in $1 + 1$ dimensions. We develop a numerical scheme to determine the potential from a noisy…
Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…
One fundamental problem when solving inverse problems is how to find regularization parameters. This article considers solving this problem using data-driven bilevel optimization, i.e. we consider the adaptive learning of the regularization…
For approximately solving linear ill-posed problems in Hilbert spaces, we investigate the regularization properties of the aggregation method and the RatCG method. These recent algorithms use previously calculated solutions of Tikhonov…
This paper discusses the properties of certain risk estimators recently proposed to choose regularization parameters in ill-posed problems. A simple approach is Stein's unbiased risk estimator (SURE), which estimates the risk in the data…
In this paper we extend a recent idea of formulating and regularizing inverse problems as minimization problems, so without using a forward operator, thus avoiding explicit evaluation of a parameter-to-state map. We do so by rephrasing…
This paper develops a discrete data-driven approach for solving the inverse source problem of the wave equation with final time measurements. Focusing on the $L^2$-Tikhonov regularization method, we analyze its convergence under two…
Non-linear systems of differential equations have attracted the interest in fields like system biology, ecology or biochemistry, due to their flexibility and their ability to describe dynamical systems. Despite the importance of such models…
Tikhonov regularization is a popular approach to obtain a meaningful solution for ill-conditioned linear least squares problems. A relatively simple way of choosing a good regularization parameter is given by Morozov's discrepancy…
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.…
The problem of object restoration in the case of spatially incoherent illumination is considered. A regularized solution to the inverse problem is obtained through a probabilistic approach, and a numerical algorithm based on the statistical…
Random feature approximation is arguably one of the most widely used techniques for kernel methods in large-scale learning algorithms. In this work, we analyze the generalization properties of random feature methods, extending previous…
A general stochastic algorithm for solving mixed linear and nonlinear problems was introduced in [11]. We show in this paper how it can be used to solve the fault inverse problem, where a planar fault in elastic half-space and a slip on…
A main drawback of classical Tikhonov regularization is that often the parameters required to apply theoretical results, e.g., the smoothness of the sought-after solution and the noise level, are unknown in practice. In this paper we…