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Many inverse problems can be described by a PDE model with unknown parameters that need to be calibrated based on measurements related to its solution. This can be seen as a constrained minimization problem where one wishes to minimize the…

Numerical Analysis · Mathematics 2018-09-06 Nick Schenkels , Wim Vanroose

In this paper we the formulation of inverse problems as constrained minimization problems and their iterative solution by gradient or Newton type. We carry out a convergence analysis in the sense of regularization methods and discuss…

Numerical Analysis · Mathematics 2021-01-15 Barbara Kaltenbacher , Kha Van Huynh

We propose and analyze random subspace variants of the second-order Adaptive Regularization using Cubics (ARC) algorithm. These methods iteratively restrict the search space to some random subspace of the parameters, constructing and…

Optimization and Control · Mathematics 2025-01-17 Coralia Cartis , Zhen Shao , Edward Tansley

We propose Mstab, a novel Krylov subspace recycling method for the iterative solution of sequences of linear systems with fixed system matrix and changing right-hand sides. This new method is a straight and simple generalization of IDRstab.…

Numerical Analysis · Mathematics 2016-04-21 Martin Peter Neuenhofen

We consider radial complex scaling/perfectly matched layer methods for scalar resonance problems in homogeneous exterior domains. We introduce a new abstract framework to analyze the convergence of domain truncations and discretizations.…

Numerical Analysis · Mathematics 2020-07-21 Martin Halla

This paper is concerned with the development and analysis of an iterative solver for high-dimensional second-order elliptic problems based on subspace-based low-rank tensor formats. Both the subspaces giving rise to low-rank approximations…

Numerical Analysis · Mathematics 2014-07-21 Markus Bachmayr , Wolfgang Dahmen

Iterative regularization exploits the implicit bias of an optimization algorithm to regularize ill-posed problems. Constructing algorithms with such built-in regularization mechanisms is a classic challenge in inverse problems but also in…

Optimization and Control · Mathematics 2022-02-02 Cesare Molinari , Mathurin Massias , Lorenzo Rosasco , Silvia Villa

In this study, we introduce two new Krylov subspace methods for solving rectangular large-scale linear inverse problems. The first approach is a modification of the Hessenberg iterative algorithm that is based off an LU factorization and is…

Numerical Analysis · Mathematics 2024-09-10 Ariana N. Brown , Julianne Chung , James G. Nagy , Malena Sabaté Landman

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

The iteratively reweighted least squares method (IRLS) is a popular technique used in practice for solving regression problems. Various versions of this method have been proposed, but their theoretical analyses failed to capture the good…

Data Structures and Algorithms · Computer Science 2019-07-11 Alina Ene , Adrian Vladu

We consider nonlinear inverse problems arising in the context of parameter identification for parabolic partial differential equations (PDEs). For stable reconstructions, regularization methods such as the iteratively regularized…

Numerical Analysis · Mathematics 2025-07-16 Michael Kartmann , Benedikt Klein , Mario Ohlberger , Thomas Schuster , Stefan Volkwein

Learning convolution kernels in operators from data arises in numerous applications and represents an ill-posed inverse problem of broad interest. With scant prior information, kernel methods offer a natural nonparametric approach with…

Numerical Analysis · Mathematics 2025-07-17 Haibo Li , Fei Lu

We describe an iterative unfolding method for experimental data, making use of a regularization function. The use of this function allows one to build an improved normalization procedure for Monte Carlo spectra, unbiased by the presence of…

Data Analysis, Statistics and Probability · Physics 2014-04-29 Bogdan Malaescu

In this manuscript we propose and analyze an implicit two-point type method (or inertial method) for obtaining stable approximate solutions to linear ill-posed operator equations. The method is based on the iterated Tikhonov (iT) scheme. We…

Numerical Analysis · Mathematics 2024-01-30 Joel C. Rabelo , Antonio Leitão , Alexandre L. Madureira

In many Direct and Inverse Scattering problems one has to use a parameter-fitting procedure, because analytical inversion procedures are often not available. In this paper a variety of such methods is presented with a discussion of…

Numerical Analysis · Mathematics 2007-05-23 Alexander G. Ramm , Semion Gutman

In this paper we address the numerical solution of nonlinear ill-posed systems by iterative regularization methods in the classes of Levenberg-Marquardt, trust-region and adaptive quadratic regularization procedures. Both with exact and…

Numerical Analysis · Mathematics 2015-04-17 Stefania Bellavia , Benedetta Morini

$\ell_1$ regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the Split Bregman and the Majorization-Minimization iterative methods that turn this non-smooth minimization problem…

Numerical Analysis · Mathematics 2024-12-16 Brian Sweeney , Rosemary Renaut , Malena Español

The numerical solution of parameter identification inverse problems for kinetic equations can exhibit high computational and memory costs. In this paper, we propose a dynamical low-rank scheme for the reconstruction of the scattering…

Numerical Analysis · Mathematics 2025-06-27 Lena Baumann , Lukas Einkemmer , Christian Klingenberg , Jonas Kusch

Sparse recovery is ubiquitous in machine learning and signal processing. Due to the NP-hard nature of sparse recovery, existing methods are known to suffer either from restrictive (or even unknown) applicability conditions, or high…

Signal Processing · Electrical Eng. & Systems 2024-03-21 William de Vazelhes , Bhaskar Mukhoty , Xiao-Tong Yuan , Bin Gu

Suppose that $Y$ is a scalar and $X$ is a second-order stochastic process, where $Y$ and $X$ are conditionally independent given the random variables $\xi_1,...,\xi_p$ which belong to the closed span $L_X^2$ of $X$. This paper investigates…

Statistics Theory · Mathematics 2009-04-02 Tailen Hsing , Haobo Ren