The characteristic feature of inverse problems is their instability with respect to data perturbations. In order to stabilize the inversion process, regularization methods have to be developed and applied. In this work we introduce and analyze the concept of filtered diagonal frame decomposition which extends the standard filtered singular value decomposition to the frame case. Frames as generalized singular system allows to better adapt to a given class of potential solutions. In this paper, we show that filtered diagonal frame decomposition yield a convergent regularization method. Moreover, we derive convergence rates under source type conditions and prove order optimality under the assumption that the considered frame is a Riesz-basis.
The truncated singular value decomposition may be used to find the solution of linear discrete ill-posed problems in conjunction with Tikhonov regularization and requires the estimation of a regularization parameter that balances between the sizes of the fit to data function and the regularization term. The unbiased predictive risk estimator is one suggested method for finding the regularization parameter when the noise in the measurements is normally distributed with known variance. In this paper we provide an algorithm using the unbiased predictive risk estimator that automatically finds bot…
We analyze sparse frame based regularization of inverse problems by means of a diagonal frame decomposition (DFD) for the forward operator, which generalizes the SVD. The DFD allows to define a non-iterative (direct) operator-adapted frame thresholding approach which we show to provide a convergent regularization method with linear convergence rates. These results will be compared to the well-known analysis and synthesis variants of sparse $\ell^1$-regularization which are usually implemented thorough iterative schemes. If the frame is a basis (non-redundant case), the three versions of sparse…
Institute of Biomathematics and Biometry, Helmholtz Zentrum München, German Research Center for Environmental Health（生物数学与生物计量研究所，赫尔霍兹慕尼黑中心，德国环境健康研究中心）；Technische Universität München（慕尼黑工业大学）
In this paper, a new regularization term is proposed to solve mathematical image problems. By using difference operators in the four directions; horizontal, vertical and two diagonal directions, an estimation of derivative amplitude is found. Based on the new obtained estimation, a new regularization term will be defined, which can be viewed as a new discretized total variation (TVprn) model. By improving TVprn, a more effective regularization term is introduced. By finding conjugate of TVprn and producing vector fields with special constraints, a new discretized TV for two dimensional discret…
Regularization Properties of the Krylov Iterative Solvers CGME and LSMR For Linear Discrete Ill-Posed Problems with an Application to Truncated Randomized SVDs
Large kernel systems are prone to be ill-conditioned. Pivoted Cholesky decomposition (PCD) render a stable and efficient solution to the systems without a perturbation of regularization. This paper proposes a new PCD algorithm by tuning Cross Approximation (CA) algorithm to kernel matrices which merges the merits of PCD and CA, and proves as well as numerically exemplifies that it solves large kernel systems two-order more efficiently than those resorts to regularization. As a by-product, a diagonal-pivoted CA technique is also shown efficient in eigen-decomposition of large covariance matrice…
Well-Posedness and Efficient Algorithms for Inverse Optimal Transport with Bregman Regularization
Yau Mathematical Sciences Center, Tsinghua University（丘成桐数学科学中心，清华大学）；Department of Mathematical Sciences, Tsinghua University（数学科学系，清华大学）；Department of Mathematics, Cornell University（数学系，康奈尔大学）
We present a new inner-outer iterative algorithm for edge enhancement in imaging problems. At each outer iteration, we formulate a Tikhonov-regularized problem where the penalization is expressed in the 2-norm and involves a regularization operator designed to improve edge resolution as the outer iterations progress, through an adaptive process. An efficient hybrid regularization method is used to project the Tikhonov-regularized problem onto approximation subspaces of increasing dimensions (inner iterations), while conveniently choosing the regularization parameter (by applying well-known tec…
We develop a generalized hybrid iterative approach for computing solutions to large-scale Bayesian inverse problems. We consider a hybrid algorithm based on the generalized Golub-Kahan bidiagonalization for computing Tikhonov regularized solutions to problems where explicit computation of the square root and inverse of the covariance kernel for the prior covariance matrix is not feasible. This is useful for large-scale problems where covariance kernels are defined on irregular grids or are only available via matrix-vector multiplication, e.g., those from the Matérn class. We show that iterates…
