Heuristic parameter selection based on functional minimization: optimality and model function approach
Two noise-level-free parameter choices for Tikhonov regularization to solve linear ill-posed problems in Hilbert spaces are analyzed. These are the modified L-curve method and a variant of the Hanke-Raus type rule. We present some details, and for this purpose we consider a linear compact operator \( A: X \to Y \) between Hilbert spaces \( X \) and \( Y \). In addition, let \( y_\delta = Ax + \delta \xi \) be noisy data, where \( x \in X \) denotes the unknown solution, the noise \( \xi \in Y \) satisfies \( \| \xi \| \leq 1 \), and \( \delta > 0 \) represents some noise level which may be unknown, in general. For Tikhonov regularization \( x_{\alpha,\delta} = (A^*A + \alpha I)^{-1} A^* y_\delta\), \(\alpha > 0 \), the authors consider the modified L-curve criterion \( \Psi_\mu(\alpha) = \| A x_{\alpha,\delta} - y_\delta \|^2 \| x_{\alpha,\delta} \|^{2\mu} \to \min \), as well as the Hanke-Raus type rule \( \Psi(\alpha) = \| A x_{\alpha,\delta} - y_\delta \|^2/\alpha \to \min \). Here, \( \mu > 0 \) denotes some parameter. For both parameter choice strategies, necessary and sufficient conditions for minimizers are provided. In addition, estimates for \( \| x-x_{\alpha_*,\delta} \| \) in terms of the noise level \( \delta \) and the realized discrepancy \( \delta_* = \| A x_{\alpha_*,\delta} - y_\delta \| \) are presented, where \( \alpha_* \) denotes a global minimizer of the parameter choice strategy under consideration. In those estimates it is assumed that a general source condition of the form \( x = \varphi(A^*A) v \) with \( v \in X\), \(\| v \| \leq 1 \), holds. For the L-curve method this in fact is the first available error bound. The next section of the paper is devoted to the analysis of model function approaches. Here, \( \Psi_\mu(\alpha) \) and \( \Psi(\alpha) \) are replaced by some model counter parts, respectively. Those models are based on approximations of the functional \( h(\alpha) := \| A x_{\alpha,\delta} \|^2 + \alpha \| x_{\alpha,\delta} \|^2 \) of the form \( h(\alpha) \approx C/(T+\alpha) \) with some parameters \( C \) and \( T \). Finally, results of some numerical experiments are presented.
- Heuristic parameter choice in Tikhonov method from minimizers of the quasi-optimality function
- A General Heuristic for Choosing the Regularization Parameter in Ill-Posed Problems
- On the Convergence of a Heuristic Parameter Choice Rule for Tikhonov Regularization
- Parameter choice methods using minimization schemes
- Heuristic Parameter-Choice Rules for Convex Variational Regularization Based on Error Estimates
- A General Heuristic for Choosing the Regularization Parameter in Ill-Posed Problems
- A Regularization Parameter in Discrete Ill-Posed Problems
- An improved fixed-point algorithm for determining a Tikhonov regularization parameter
- An improved model function method for choosing regularization parameters in linear inverse problems
- Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
- Dual Regularized Total Least Squares And Multi-Parameter Regularization
- Fixed-point iterations in determining the Tikhonov regularization parameter
- scientific article; zbMATH DE number 3919680 (Why is no real title available?)
- scientific article; zbMATH DE number 883145 (Why is no real title available?)
- scientific article; zbMATH DE number 936298 (Why is no real title available?)
- Iterative choices of regularization parameters in linear inverse problems
- Model functions in the modified \(L\)-curve method -- case study: The heat flux reconstruction in pool boiling
- Modulus of continuity for conditionally stable ill-posed problems in Hilbert space
- On the choice of the regularization parameter in ill-posed problems with approximately given noise level of data
- On the Choice of the Regularization Parameter in Nonlinear Inverse Problems
- On the convergence of the quasioptimality criterion for (iterated) Tikhonov regularization
- Regularization tools: A Matlab package for analysis and solution of discrete ill-posed problems
- Saturation of Regularization Methods for Linear Ill-Posed Problems in Hilbert Spaces
- The quasi-optimality criterion for classical inverse problems
- Regularized collocation in distribution of diffusion times applied to electrochemical impedance spectroscopy
- A simplified L-curve method as error estimator
- Parameter choices for fast harmonic spline approximation
- Model functions in the modified \(L\)-curve method -- case study: The heat flux reconstruction in pool boiling
- An improved model function method for choosing regularization parameters in linear inverse problems
- Heuristic parameter choice in Tikhonov method from minimizers of the quasi-optimality function
- The quasi-optimality criterion in the linear functional strategy
- On the linear model function method for choosing Tikhonov regularization parameters in linear ill-posed problems
- A Bayesian interpretation of the L-curve
- Parameter choice methods using minimization schemes
- Regularization of linear inverse problems with irregular noise using embedding operators
This page was built for publication: Heuristic parameter selection based on functional minimization: optimality and model function approach
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2840624)
