A main drawback of classical Tikhonov regularization is that often the parameters required to apply theoretical results, e.g., the smoothness of the sought-after solution and the noise level, are unknown in practice. In this paper we investigate in new detail the residuals in Tikhonov regularization viewed as functions of the regularization parameter. We show that the residual carries, with some restrictions, the information on both the unknown solution and the noise level. By calculating approximate solutions for a large range of regularization parameters, we can extract both parameters from the residual given only one set of noisy data and the forward operator. The smoothness in the residual allows to revisit parameter choice rules and relate a-priori, a-posteriori, and heuristic rules in a novel way that blurs the lines between the classical division of the parameter choice rules. All results are accompanied by numerical experiments.
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 often not clear how those results translate into the discrete, numerical setting. In this paper we present a new strategy to study the properties of a regularization method on the example of Tikhonov regularization. The technique is based on the observation that Tikhonov regularization approximates the unknown exact solution in the range of the adjoint of the …
A new iterated Tikhonov regularization method for Fredholm integral equation of first kind
Hebei Normal University（河北师范大学）；Hebei Key Laboratory of Computational Mathematics and Applications（河北省计算数学与应用重点实验室）；Hebei Research Center of the Basic Discipline Pure Mathematics（河北省基础学科纯数学研究中心）
This paper is concerned with the introduction of Tikhonov regularization into least squares approximation scheme on $[-1,1]$ by orthonormal polynomials, in order to handle noisy data. This scheme includes interpolation and hyperinterpolation as special cases. With Gauss quadrature points employed as nodes, coefficients of the approximation polynomial with respect to given basis are derived in an entry-wise closed form. Under interpolatory conditions, the solution to the regularized approximation problem is rewritten in forms of two kinds of barycentric interpolation formulae, by introducing on…
We consider a modified Tikhonov-type functional for the solution of ill-posed nonlinear inverse problems. Motivated by applications in the field of production engineering, we allow small deviations in the solution, which are modeled through a tolerance measure in the regularization term of the functional. The existence, stability, and weak convergence of minimizers are proved for such a functional, as well as the convergence rates in the Bregman distance. We present an example for illustrating the effect of tolerances on the regularized solution and examine parameter choice rules for finding t…
Tikhonov regularization is a popular approach to obtain a meaningful solution for ill-conditioned linear least squares problems. A relatively simple way of choosing a good regularization parameter is given by Morozov's discrepancy principle. However, most approaches require the solution of the Tikhonov problem for many different values of the regularization parameter, which is computationally demanding for large scale problems. We propose a new and efficient algorithm which simultaneously solves the Tikhonov problem and finds the corresponding regularization parameter such that the discrepancy…
Discretized Tikhonov regularization for Robin boundaries localization
Sun Yat-sen University（中山大学）；Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy and Sciences（奥地利科学院约翰·拉顿计算与应用数学研究所）；University of Nova Gorica（新戈里察大学）
Given a compact linear operator $\K$, the (pseudo) inverse $\K^\dagger$ is usually substituted by a family of regularizing operators $\R_α$ which depends on $\K$ itself. Naturally, in the actual computation we are forced to approximate the true continuous operator $\K$ with a discrete operator $\K^{(n)}$ characterized by a finesses discretization parameter $n$, and obtaining then a discretized family of regularizing operators $\R_α^{(n)}$. In general, the numerical scheme applied to discretize $\K$ does not preserve, asymptotically, the full spectrum of $\K$. In the context of a generalized Ti…
Many problems in Science and Engineering give rise to linear integral equations of the first kind with a smooth kernel. Discretization of the integral operator yields a matrix, whose singular values cluster at the origin. We describe the approximation of such matrices by adaptive cross approximation, which avoids forming the entire matrix. The choice of the number of steps of adaptive cross approximation is discussed. The discretized right-hand side represents data that commonly are contaminated by measurement error. Solution of the linear system of equations so obtained is not meaningful beca…
In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise variance are known, and the parameter choice involves minimizing a function whose solution depends only on the signal-to-noise ratio. Moreover, when neither noise variance nor data norm is given, we propose an iterative algorithm which alternates between a minimization step of finding the regularization parameter and an estimation step of estimating signal-to-no…
For the Tikhonov regularization of ill-posed nonlinear operator equations, convergence is studied in a Hilbert scale setting. We include the case of oversmoothing penalty terms, which means that the exact solution does not belong to the domain of definition of the considered penalty functional. In this case, we try to close a gap in the present theory, where Hölder-type convergence rates results have been proven under corresponding source conditions, but assertions on norm convergence of regularized solutions without source conditions are completely missing. A result of the present work is to …
This paper considers large-scale linear ill-posed inverse problems whose solutions can be represented as sums of smooth and piecewise constant components. To solve such problems we consider regularizers consisting of two terms that must be balanced. Namely, a Tikhonov term guarantees the smoothness of the smooth solution component, while a total-variation (TV) regularizer promotes blockiness of the non-smooth solution component. A scalar parameter allows to balance between these two terms and, hence, to appropriately separate and regularize the smooth and non-smooth components of the solution.…
Ensemble Kalman inversion (EKI) is a derivative-free optimizer aimed at solving inverse problems, taking motivation from the celebrated ensemble Kalman filter. The purpose of this article is to consider the introduction of adaptive Tikhonov strategies for EKI. This work builds upon Tikhonov EKI (TEKI) which was proposed for a fixed regularization constant. By adaptively learning the regularization parameter, this procedure is known to improve the recovery of the underlying unknown. For the analysis, we consider a continuous-time setting where we extend known results such as well-posdeness and …
With the rapid growth of data, how to extract effective information from data is one of the most fundamental problems. In this paper, based on Tikhonov regularization, we propose an effective method for reconstructing the function and its derivative from scattered data with random noise. Since the noise level is not assumed small, we will use the amount of data for reducing the random error, and use a relatively small number of knots for interpolation. An indicator function for our algorithm is constructed. It indicates where the numerical results are good or may not be good. The corresponding…
A remark on an error analysis for classical and learned Tikhonov regularization schemes
Center for Industrial Mathematics, University of Bremen（不来梅大学工业数学中心）；LMAM, School of Mathematical Sciences, Peking University（北京大学数学科学学院）；Faculty of Mathematics, Chemnitz University of Technology（开姆尼茨工业大学数学学院）
Error Estimates for Arnoldo-Tikhonov Regularization for Ill-Posed Operator Equations
Institute for Industrial Mathematics, Kepler University（工业数学研究所，开普勒大学）；Johann Radon Institute for Computational and Applied Mathematics, Austrian Academy of Sciences（约翰·拉德纳计算与应用数学研究所，奥地利科学院）；Department of Mathematical Sciences, Kent State University（凯特州立大学数学科学系）
Inverse initial data reconstruction for a memory convection-diffusion equation via Legendre spatial reduction and Tikhonov regularization
University of North Carolina at Charlotte（北卡罗来纳大学夏洛特分校）；International University - Vietnam National University（越南国立大学国际大学）；Texas A&M University（德克萨斯农工大学）
This paper discusses weighted tensor Golub-Kahan-type bidiagonalization processes using the t-product. This product was introduced in [M. E. Kilmer and C. D. Martin, Factorization strategies for third order tensors, Linear Algebra Appl., 435 (2011), pp.~641--658]. A few steps of a bidiagonalization process with a weighted least squares norm are carried out to reduce a large-scale linear discrete ill-posed problem to a problem of small size. The weights are determined by symmetric positive definite (SPD) tensors. Tikhonov regularization is applied to the reduced problem. An algorithm for tensor…
This paper describes solution methods for linear discrete ill-posed problems defined by third order tensors and the t-product formalism introduced in [M. E. Kilmer and C. D. Martin, Factorization strategies for third order tensors, Linear Algebra Appl., 435 (2011), pp. 641--658]. A t-product Arnoldi (t-Arnoldi) process is defined and applied to reduce a large-scale Tikhonov regularization problem for third order tensors to a problem of small size. The data may be represented by a laterally oriented matrix or a third order tensor, and the regularization operator is a third order tensor. The dis…
