Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution
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Abstract: This article deals with the solution of linear ill-posed equations in Hilbert spaces. Often, one only has a corrupted measurement of the right hand side at hand and the Bakushinskii veto tells us, that we are not able to solve the equation if we do not know the noise level. But in applications it is ad hoc unrealistic to know the error of a measurement. In practice, the error of a measurement may often be estimated through averaging of multiple measurements. We integrated that in our anlaysis and obtained convergence to the true solution, with the only assumption that the measurements are unbiased, independent and identically distributed according to an unknown distribution.
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Cited in
(11)- Optimal Convergence of the Discrepancy Principle for Polynomially and Exponentially Ill-Posed Operators under White Noise
- Regularizing linear inverse problems under unknown non-Gaussian white noise allowing repeated measurements
- Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise
- Dual gradient method for ill-posed problems using multiple repeated measurement data
- A modified discrepancy principle to attain optimal convergence rates under unknown noise
- A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems
- On the asymptotical regularization for linear inverse problems in presence of white noise
- Towards adaptivity via a new discrepancy principle for Poisson inverse problems
- On the discrepancy principle for stochastic gradient descent
- Weighted discrepancy principle and optimal adaptivity in Poisson inverse problems
- Robust recovery of a kind of weighted l1-minimization without noise level
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