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arXiv 1708.02149math.NAcs.NA
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Tikhonov方法中正则化参数的启发式选择:从准最优性函数的极小值出发

Heuristic parameter choice in Tikhonov method from minimizers of the quasi-optimality function

University of Tartu(塔尔图大学)

Toomas Raus, Uno Hämarik

AI总结:

本文研究了在数据噪声水平未知时Tikhonov方法中正则化参数的选择问题,提出通过准最优性函数的局部极小值来获得良好的正则化参数,改进了传统准最优准则的不足。

摘要:

本文研究了在数据噪声水平未知时Tikhonov方法中正则化参数的选择问题,提出通过准最优性函数的局部极小值来获得良好的正则化参数,改进了传统准最优准则的不足。

英文摘要:

We consider choice of the regularization parameter in Tikhonov method in the case of the unknown noise level of the data. From known heuristic parameter choice rules often the best results were obtained in the quasi-optimality criterion where the parameter is chosen as the global minimizer of the quasi-optimality function. In some problems this rule fails, the error of the Tikhonov approximation is very large. We prove, that one of the local minimizers of the quasi-optimality function is always a good regularization parameter. We propose an algorithm for finding a proper local minimizer of the quasi-optimality function.

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。

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