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In this paper we discuss a deterministic form of ensemble Kalman inversion as a regularization method for linear inverse problems. By interpreting ensemble Kalman inversion as a low-rank approximation of Tikhonov regularization, we are able…

Numerical Analysis · Mathematics 2023-10-31 Fabian Parzer , Otmar Scherzer

We present a fundamentally new regularization method for the solution of the Fredholm integral equation of the first kind, in which we incorporate solutions corresponding to a range of Tikhonov regularizers into the end result. This method…

Methodology · Statistics 2022-01-24 Chuan Bi , Miao-jung Yvonne Ou , Mustapha Bouhrara , Richard G. Spencer

The computation of sparse solutions of large-scale linear discrete ill-posed problems remains a computationally demanding task. A powerful framework in this context is the use of iteratively reweighted schemes, which are based on…

Numerical Analysis · Mathematics 2025-10-14 Malena Sabaté Landman , Yuji Nakatsukasa

We present an algorithm for the solution of Sylvester equations with right-hand side of low rank. The method is based on projection onto a block rational Krylov subspace, with two key contributions with respect to the state-of-the-art.…

Numerical Analysis · Mathematics 2023-08-28 Angelo A. Casulli , Leonardo Robol

Nowadays, many fields of study are have to deal with large and sparse data matrixes, but the most important issue is finding the inverse of these matrixes. Thankfully, Krylov subspace methods can be used in solving these types of problem.…

Optimization and Control · Mathematics 2018-11-26 Shitao Fan

Dynamic inverse problems are challenging to solve due to the need to identify and incorporate appropriate regularization in both space and time. Moreover, the very large scale nature of such problems in practice presents an enormous…

Numerical Analysis · Mathematics 2025-01-23 Toluwani Okunola , Mirjeta Pasha , Misha Kilmer , Melina Freitag

These lecture notes evolve around mathematical concepts arising in inverse problems. We start by introducing inverse problems through examples such as differentiation, deconvolution, computed tomography and phase retrieval. This then leads…

Numerical Analysis · Mathematics 2025-08-26 Danielle Bednarski , Tim Roith

We consider a regularization concept for the solution of ill--posed operator equations, where the operator is composed of a continuous and a discontinuous operator. A particular application is level set regularization, where we develop a…

Numerical Analysis · Mathematics 2020-11-16 F. Frühauf , O. Scherzer , A. Leitao

Integral operators of Abel type of order a > 0 arise naturally in a large spectrum of physical processes. Their inversion requires care since the resulting inverse problem is ill-posed. The purpose of this work is to devise and analyse a…

Functional Analysis · Mathematics 2021-07-27 Cecile Della Valle , Camille Pouchol

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

We show that Nesterov acceleration is an optimal-order iterative regularization method for linear ill-posed problems provided that a parameter is chosen accordingly to the smoothness of the solution. This result is proven both for an a…

Numerical Analysis · Mathematics 2021-07-07 Stefan Kindermann

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

Many optimization problems require hyperparameters, i.e., parameters that must be pre-specified in advance, such as regularization parameters and parametric regularizers in variational regularization methods for inverse problems, and…

Optimization and Control · Mathematics 2025-10-09 Matthias J. Ehrhardt , Silvia Gazzola , Sebastian J. Scott

Based on the joint bidiagonalization process of a large matrix pair $\{A,L\}$, we propose and develop an iterative regularization algorithm for the large scale linear discrete ill-posed problems in general-form regularization: $\min\|Lx\| \…

Numerical Analysis · Mathematics 2020-07-21 Zhongxiao Jia , Yanfei Yang

Regularization techniques for the numerical solution of inverse scattering problems in two space dimensions are discussed. Assuming that the boundary of a scatterer is its most prominent feature, we exploit as model the class of…

Functional Analysis · Mathematics 2016-05-05 Gitta Kutyniok , Volker Mehrmann , Philipp Petersen

Coherent techniques for searches of gravitational-wave bursts effectively combine data from several detectors, taking into account differences in their responses. The efforts are now focused on the maximum likelihood principle as the most…

General Relativity and Quantum Cosmology · Physics 2009-11-11 Malik Rakhmanov

We consider the monotone inclusion problems in real Hilbert spaces. Proximal splitting algorithms are very popular technique to solve it and generally achieve weak convergence under mild assumptions. Researchers assume the strong conditions…

Optimization and Control · Mathematics 2022-05-05 Avinash Dixit , D. R. Sahu , Pankaj Gautam , T. Som

For the large-scale linear discrete ill-posed problem $\min\|Ax-b\|$ or $Ax=b$ with $b$ contaminated by Gaussian white noise, the Lanczos bidiagonalization based Krylov solver LSQR and its mathematically equivalent CGLS, the Conjugate…

Numerical Analysis · Mathematics 2020-03-20 Zhongxiao Jia

We introduce and study a mathematical framework for a broad class of regularization functionals for ill-posed inverse problems: Regularization Graphs. Regularization graphs allow to construct functionals using as building blocks linear…

Optimization and Control · Mathematics 2022-09-28 Kristian Bredies , Marcello Carioni , Martin Holler

We study a non-linear statistical inverse learning problem, where we observe the noisy image of a quantity through a non-linear operator at some random design points. We consider the widely used Tikhonov regularization (or method of…

Statistics Theory · Mathematics 2024-04-09 Abhishake Rastogi , Gilles Blanchard , Peter Mathé