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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,…

Numerical Analysis · Mathematics 2022-03-23 Min Zhong , Wei Wang

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…

Statistics Theory · Mathematics 2019-10-08 Zhengling Qi , Ying Cui , Yufeng Liu , Jong-Shi Pang

Recovering a function or high-dimensional parameter vector from indirect measurements is a central task in various scientific areas. Several methods for solving such inverse problems are well developed and well understood. Recently, novel…

Numerical Analysis · Mathematics 2019-12-10 Housen Li , Johannes Schwab , Stephan Antholzer , Markus Haltmeier

We prove statistical rates of convergence for kernel-based least squares regression from i.i.d. data using a conjugate gradient algorithm, where regularization against overfitting is obtained by early stopping. This method is related to…

Statistics Theory · Mathematics 2016-07-11 Gilles Blanchard , Nicole Krämer

In this work we consider numerical efficiency and convergence rates for solvers of non-convex multi-penalty formulations when reconstructing sparse signals from noisy linear measurements. We extend an existing approach, based on reduction…

Information Theory · Computer Science 2021-01-15 Zeljko Kereta , Johannes Maly , Valeriya Naumova

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…

Machine Learning · Statistics 2024-10-02 Qin Li , Maria Oprea , Li Wang , Yunan Yang

Flexible sparsity regularization means stably approximating sparse solutions of operator equations by using coefficient-dependent penalizations. We propose and analyse a general nonconvex approach in this respect, from both theoretical and…

Optimization and Control · Mathematics 2021-11-12 Daria Ghilli , Dirk A. Lorenz , Elena Resmerita

Recent advances in machine learning have inspired a surge of research into reconstructing specific quantities of interest from measurements that comply with certain physical laws. These efforts focus on inverse problems that are governed by…

Machine Learning · Statistics 2025-04-23 Honam Wong , Wendao Wu , Fanghui Liu , Yiping Lu

Inverse problems are paramount in Science and Engineering. In this paper, we consider the setup of Statistical Inverse Problem (SIP) and demonstrate how Stochastic Gradient Descent (SGD) algorithms can be used in the linear SIP setting. We…

Machine Learning · Statistics 2022-11-29 Yuri R. Fonseca , Yuri F. Saporito

We describe the minimax reconstruction rates in linear ill-posed equations in Hilbert space when smoothness is given in terms of general source sets. The underlying fundamental result, the minimax rate on ellipsoids, is proved similarly to…

Statistics Theory · Mathematics 2017-11-16 LiTao Ding , Peter Mathé

We consider inverse problems in Hilbert spaces under correlated Gaussian noise and use a Bayesian approach to find their regularised solution. We focus on mildly ill-posed inverse problems with the noise being generalised derivative of…

Statistics Theory · Mathematics 2023-11-21 Natalia Bochkina , Jenovah Rodrigues

Convergence rates in spectral regularization methods quantify the approximation error in inverse problems as a function of the noise level or the number of sampling points. Classical strong convergence rate results typically rely on source…

Numerical Analysis · Mathematics 2025-12-05 Sabrina Guastavino , Gabriele Santin , Francesco Marchetti , Federico Benvenuto

We consider the problem of learning a linear operator $\theta$ between two Hilbert spaces from empirical observations, which we interpret as least squares regression in infinite dimensions. We show that this goal can be reformulated as an…

Statistics Theory · Mathematics 2024-07-11 Mattes Mollenhauer , Nicole Mücke , T. J. Sullivan

The goal of regression and classification methods in supervised learning is to minimize the empirical risk, that is, the expectation of some loss function quantifying the prediction error under the empirical distribution. When facing scarce…

Optimization and Control · Mathematics 2019-07-15 Soroosh Shafieezadeh-Abadeh , Daniel Kuhn , Peyman Mohajerin Esfahani

We investigate if kernel regularization methods can achieve minimax convergence rates over a source condition regularity assumption for the target function. These questions have been considered in past literature, but only under specific…

Machine Learning · Statistics 2016-11-15 Gilles Blanchard , Nicole Mücke

This paper studies the learning of linear operators between infinite-dimensional Hilbert spaces. The training data comprises pairs of random input vectors in a Hilbert space and their noisy images under an unknown self-adjoint linear…

Statistics Theory · Mathematics 2023-05-12 Maarten V. de Hoop , Nikola B. Kovachki , Nicholas H. Nelsen , Andrew M. Stuart

Regularization is a critical technique for ensuring well-posedness in solving inverse problems with incomplete measurement data. Traditionally, the regularization term is designed based on prior knowledge of the unknown signal's…

Numerical Analysis · Mathematics 2024-12-16 Bosu Choi , Jihun Han , Yoonsang Lee

Most recent machine learning research focuses on developing new classifiers for the sake of improving classification accuracy. With many well-performing state-of-the-art classifiers available, there is a growing need for understanding…

Machine Learning · Computer Science 2020-09-30 Jaehoon Koo , Diego Klabjan , Jean Utke

This paper studies convergence of empirical risks in reproducing kernel Hilbert spaces (RKHS). A conventional assumption in the existing research is that empirical training data do not contain any noise but this may not be satisfied in some…

Optimization and Control · Mathematics 2020-05-19 Shaoyan Guo , Huifu Xu , Liwei Zhang

Inverse optimization refers to the inference of unknown parameters of an optimization problem based on knowledge of its optimal solutions. This paper considers inverse optimization in the setting where measurements of the optimal solutions…

Optimization and Control · Mathematics 2017-12-27 Anil Aswani , Zuo-Jun Max Shen , Auyon Siddiq