Efficient determination of the hyperparameter in regularized total least squares problems
From MaRDI portal
Publication:436016
DOI10.1016/j.apnum.2010.06.005zbMath1246.65063OpenAlexW2072444525MaRDI QIDQ436016
Publication date: 13 July 2012
Published in: Applied Numerical Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.apnum.2010.06.005
convergenceregularizationnumerical examplesill-posednesstotal least squaresL-curvenonlinear Arnoldi methodoverdetermined linear system
Numerical solutions to overdetermined systems, pseudoinverses (65F20) Ill-posedness and regularization problems in numerical linear algebra (65F22)
Related Items (5)
Implicit iterative algorithm for solving regularized total least squares problems ⋮ Perturbation analysis and condition numbers for the Tikhonov regularization of total least squares problem and their statistical estimation ⋮ A survey on variational characterizations for nonlinear eigenvalue problems ⋮ A method for computing a few eigenpairs of large generalized eigenvalue problems ⋮ An efficient Gauss-Newton algorithm for solving regularized total least squares problems
Uses Software
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Overview of total least-squares methods
- Invertible smoothing preconditioners for linear discrete ill-posed problems
- The discrete Picard condition for discrete ill-posed problems
- A fast algorithm for solving regularized total least squares problems
- Solving regularized total least squares problems based on eigenproblems
- On a quadratic eigenproblem occurring in regularized total least squares
- A bidiagonalization algorithm for solving large and sparse ill-posed systems of linear equations
- A constrained eigenvalue problem
- Least squares with a quadratic constraint
- Estimating the dimension of a model
- An Arnoldi method for nonlinear eigenvalue problems
- Estimation of the \(L\)-curve via Lanczos bidiagonalization
- Regularization tools version \(4.0\) for matlab \(7.3\)
- Regularized total least squares based on quadratic eigenvalue problem solvers
- Finding a Global Optimal Solution for a Quadratically Constrained Fractional Quadratic Problem with Applications to the Regularized Total Least Squares
- GLOBAL CONVERGENCE OF RTLSQEP: A SOLVER OF REGULARIZED TOTAL LEAST SQUARES PROBLEMS VIA QUADRATIC EIGENPROBLEMS
- Regularized Total Least Squares: Computational Aspects and Error Bounds
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- A Bidiagonalization-Regularization Procedure for Large Scale Discretizations of Ill-Posed Problems
- Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
- Fast CG-Based Methods for Tikhonov--Phillips Regularization
- The Use of the L-Curve in the Regularization of Discrete Ill-Posed Problems
- Regularization by Truncated Total Least Squares
- A Krylov Subspace Method for Quadratic Matrix Polynomials with Application to Constrained Least Squares Problems
- Efficient Algorithms for Solution of Regularized Total Least Squares
- Tikhonov Regularization and Total Least Squares
- SOAR: A Second-order Arnoldi Method for the Solution of the Quadratic Eigenvalue Problem
- Algorithm 832
- On the Solution of the Tikhonov Regularization of the Total Least Squares Problem
- Some Modified Matrix Eigenvalue Problems
- A new look at the statistical model identification
This page was built for publication: Efficient determination of the hyperparameter in regularized total least squares problems