A stochastic procedure to solve linear ill-posed problems

DOI10.1080/03610926.2015.1019153MaRDI QIDQ2979623zbMATH OpenOpenAlexFDO

Authors Fouad Maouche, Abdelnasser Dahmani, Nadji Rahmania

Publication date 25 April 2017

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2015.1019153

zbMATH Keywords

deconvolutionHilbert spacesill-posed problemlinear inverse problemsnumerical examplestochastic algorithms, Robbins-Monro algorithm

Mathematics Subject Classification ID

Linear operators and ill-posed problems, regularization (47A52) Numerical solutions to equations with linear operators (65J10) Numerical solution to inverse problems in abstract spaces (65J22)

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Cites work

• A Stochastic Approximation Method
• A stochastic Newton MCMC method for large-scale statistical inverse problems with application to seismic inversion
• An efficient hierarchical identification method for general dual-rate sampled-data systems
• Deconvolution and regularization with Toeplitz matrices
• Hierarchical estimation algorithms for multivariable systems using measurement information
• Linear processes in function spaces. Theory and applications
• Numerical methods for controls for nonlinear stochastic systems with delays and jumps: applications to admission control
• Recursive least squares estimation algorithm applied to a class of linear-in-parameters output error moving average systems
• Remarks on Inequalities for Large Deviation Probabilities
• Several gradient-based iterative estimation algorithms for a class of nonlinear systems using the filtering technique

Cited in

(12)

• Robbins-Monro algorithm with \(\psi\)-mixing random errors
• The mean-square convergence of stochastic iterative procedures in ill-posed problems
• scientific article; zbMATH DE number 5606150 (Why is no real title available?)
• Regularization of some linear ill-posed problems with discretized random noisy data
• The solution of ill-posed stochastic linear algebraic equations by the maximum likelihood regularization method
• scientific article; zbMATH DE number 59425 (Why is no real title available?)
• scientific article; zbMATH DE number 1354060 (Why is no real title available?)
• scientific article; zbMATH DE number 4115846 (Why is no real title available?)
• scientific article; zbMATH DE number 5230276 (Why is no real title available?)
• Consistency of the Robbins-Monro's algorithm in a nonlinear stochastic ill-posed problem
• Stochastic algorithms for solving linear and nonlinear inverse ill-posed problems for particle size retrieving and x-ray diffraction analysis of epitaxial films
• Stochastic approximation in ill-posed problems under random errors

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