A parameter choice rule for Tikhonov regularization based on predictive risk
From MaRDI portal
Publication:5113627
DOI10.1088/1361-6420/AB6D58OpenAlexW3002030124MaRDI QIDQ5113627FDOQ5113627
Authors: Federico Benvenuto, Bangti Jin
Publication date: 15 June 2020
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1912.13004
Numerical analysis (65-XX) General theory of linear operators (47Axx) Numerical analysis in abstract spaces (65Jxx) Integral transforms, operational calculus (44Axx)
Cites Work
- LSQR: An Algorithm for Sparse Linear Equations and Sparse Least Squares
- Regularization Tools Version 3. 0 for Matlab 5. 2
- Some Comments on C P
- Estimation of the mean of a multivariate normal distribution
- Smoothing noisy data with spline functions: Estimating the correct degree of smoothing by the method of generalized cross-validation
- Generalized Cross-Validation as a Method for Choosing a Good Ridge Parameter
- Title not available (Why is that?)
- Title not available (Why is that?)
- The Use of the L-Curve in the Regularization of Discrete Ill-Posed Problems
- Title not available (Why is that?)
- The truncated SVD as a method for regularization
- AIR tools -- a MATLAB package of algebraic iterative reconstruction methods
- Title not available (Why is that?)
- Geometry of linear ill-posed problems in variable Hilbert scales
- Title not available (Why is that?)
- Stein Unbiased GrAdient estimator of the Risk (SUGAR) for Multiple Parameter Selection
- Use of the regularization method in non-linear problems
- An Iteration Formula for Fredholm Integral Equations of the First Kind
- Convergence analysis of minimization-based noise level-free parameter choice rules for linear ill-posed problems
- Randomized algorithms for estimating the trace of an implicit symmetric positive semi-definite matrix
- Title not available (Why is that?)
- Analysis of Discrete Ill-Posed Problems by Means of the L-Curve
- A stochastic estimator of the trace of the influence matrix for laplacian smoothing splines
- On minimization strategies for choice of the regularization parameter in ill-posed problems
- Title not available (Why is that?)
- Non-convergence of the L-curve regularization parameter selection method
- A Regularization Parameter in Discrete Ill-Posed Problems
- A General Heuristic for Choosing the Regularization Parameter in Ill-Posed Problems
- On the convergence of the quasioptimality criterion for (iterated) Tikhonov regularization
- The Lepskii principle revisited
- A regularization parameter for nonsmooth Tikhonov regularization
- A Lepskij-type stopping rule for regularized Newton methods
- About the balancing principle for choice of the regularization parameter
- The quasi-optimality criterion for classical inverse problems
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
- Heuristic Parameter-Choice Rules for Convex Variational Regularization Based on Error Estimates
- Performance of robust GCV and modified GCV for spline smoothing
- The quasi-optimality criterion in the linear functional strategy
- Inverse problems. Tikhonov theory and algorithms
- Estimation of the Regularization Parameter in Linear Discrete Ill-Posed Problems Using the Picard Parameter
- Complexity of the Regularized Newton Method
Cited In (2)
Uses Software
This page was built for publication: A parameter choice rule for Tikhonov regularization based on predictive risk
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5113627)