A connection between uniqueness of minimizers in Tikhonov-type regularization and Morozov-like discrepancy principles

DOI10.3934/IPI.2019012MaRDI QIDQ667787zbMATH OpenOpenAlexWikidataFDO

Authors A. De Cezaro, Vinicius Albani

Publication date 1 March 2019

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

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.3934/ipi.2019012

zbMATH Keywords

discrepancy principlesTikhonov-type regularizationlocal volatility calibrationuniqueness of minimizers

Mathematics Subject Classification ID

Inverse problems for PDEs (35R30) Nonlinear ill-posed problems (47J06) Numerical solution to inverse problems in abstract spaces (65J22)

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• Discrepancy principles for Tikhonov regularization of ill-posed problems leading to optimal convergence rates

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Cited in

(3)

• MOROZOV'S DISCREPANCY PRINCIPLE FOR TIKHONOV-REGULARIZATION OF NONLINEAR OPERATORS
• A splitting strategy for the calibration of jump-diffusion models
• Morozov's discrepancy principle for \(\alpha\ell_1-\beta\ell_2\) sparsity regularization

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