On the discrepancy principle and generalised maximum likelihood for regularisation

DOI10.1017/S0004972700014891MaRDI QIDQ4866745zbMATH OpenOpenAlexFDO

Authors Mark A. Lukas

Publication date 18 March 1996

Published in Bulletin of the Australian Mathematical Society (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1017/s0004972700014891

zbMATH Keywords

discrepancy principlegeneralized maximum likelihood

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Numerical solutions to equations with linear operators (65J10) Numerical solutions of ill-posed problems in abstract spaces; regularization (65J20) Numerical methods for ill-posed problems for integral equations (65R30)

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Cites work

• A comparison of GCV and GML for choosing the smoothing parameter in the generalized spline smoothing problem
• A posteriori parameter choice for general regularization methods for solving linear ill-posed problems
• Approximation of method of regularization estimators
• Assessing regularised solutions
• Asymptotic optimality of generalized cross-validation for choosing the regularization parameter
• Convergence Rates for Regularized Solutions
• Convergence rates for regularized solutions of integral equations from discrete noisy data
• Convergence rates of certain approximate solutions to Fredholm integral equations of the first kind
• scientific article; zbMATH DE number 45848 (Why is no real title available?)
• Improved estimates of statistical regularization parameters in Fourier differentiation and smoothing
• Numerical differentiation procedures for non-exact data
• Optimisation in the regularisation ill-posed problems
• Practical Approximate Solutions to Linear Operator Equations When the Data are Noisy
• Smoothing noisy data with spline functions
• Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
• Some results on Tchebycheffian spline functions and stochastic processes

Cited in

(4)

• Empirical risk minimization as parameter choice rule for general linear regularization methods
• Parameter choices for fast harmonic spline approximation
• Adaptivity and oracle inequalities in linear statistical inverse problems: a (numerical) survey
• Comparing parameter choice methods for regularization of ill-posed problems

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