Unbiased predictive risk estimation of the Tikhonov regularization parameter: convergence with increasing rank approximations of the singular value decomposition
DOI10.1007/s10543-019-00762-7zbMath1434.65039arXiv1809.00249OpenAlexW3100585083WikidataQ127669385 ScholiaQ127669385MaRDI QIDQ2009116
A. Helmstetter, Saeed Vatankhah, Rosemary A. Renaut
Publication date: 27 November 2019
Published in: BIT (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1809.00249
Numerical computation of eigenvalues and eigenvectors of matrices (65F15) Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22)
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