arXivDaily arXiv每日学术速递 周一至周五更新
arXiv 1105.0490math.STstat.TH
收藏

反问题的阈值正则化方法

A Threshold Regularization Method for Inverse Problems

Paul Rochet

摘要:

一些离散反问题的正则化方法包括考虑通常的最小二乘解的加权版本。然而,这些所谓的滤波器方法通常限于单调变换,例如吉洪诺夫正则化或谱截止。在本文中,我们指出,在几种情况下,非单调序列的过滤器是更有效的。我们研究了一种正则化方法,自然扩展的谱截止过程的非单调序列,并提供了几个预言不等式,显示该方法是近最优的温和的假设下。然后,我们将该方法推广到含噪声算子的反问题,并在一个新引入的条件框架下给出了有效的结果。

英文摘要:

A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter methods are generally restricted to monotonic transformations, e.g. the Tikhonov regularization or the spectral cut-off. In this paper, we point out that in several cases, non-monotonic sequences of filters are more efficient. We study a regularization method that naturally extends the spectral cut-off procedure to non-monotonic sequences and provide several oracle inequalities, showing the method to be nearly optimal under mild assumptions. Then, we extend the method to inverse problems with noisy operator and provide efficiency results in a newly introduced conditional framework.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑