Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations

DOI10.3934/IPI.2018047OpenAlexW2580509819MaRDI QIDQ1785032FDOQ1785032

Authors: Felix Lucka, Katharina Proksch, Christoph Brune, Nicolai Bissantz, Martin Burger, Frank Wübbeling, Holger Dette 

Publication date: 27 September 2018

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1701.04970

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zbMATH Keywords

Stein's methodill-posed problemsregularization parameter choicediscrepancy principlerisk estimators

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Ill-posedness and regularization problems in numerical linear algebra (65F22) Inverse problems in optimal control (49N45)

Cites Work

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Cited In (15)

• Risk hull method and regularization by projections of ill-posed inverse problems
• Empirical risk minimization as parameter choice rule for general linear regularization methods
• Early stopping for statistical inverse problems via truncated SVD estimation
• Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition
• Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise
• Lower Risk Bounds and Properties of Confidence Sets for Ill-Posed Estimation Problems with Applications to Spectral Density and Persistence Estimation, Unit Roots, and Estimation of Long Memory Parameters
• Semi-discrete Tikhonov regularization in RKHS with large randomly distributed noise
• Predictive risk estimation for the expectation maximization algorithm with Poisson data
• A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems
• Maximum likelihood estimation of regularization parameters in high-dimensional inverse problems: an empirical Bayesian approach. I: Methodology and experiments
• Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution
• Convergence of regularization methods with filter functions for a regularization parameter chosen with GSURE and mildly ill-posed inverse problems
• Tomographic reconstruction from Poisson distributed data: a fast and convergent EM-TV dual approach
• A parameter choice rule for Tikhonov regularization based on predictive risk
• Risk Estimators for Choosing Regularization Parameters in Ill-Posed Problems - Properties and Limitations

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