The residual method for regularizing ill-posed problems

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Abstract: Although the emph{residual method}, or emph{constrained regularization}, is frequently used in applications, a detailed study of its properties is still missing. This sharply contrasts the progress of the theory of Tikhonov regularization, where a series of new results for regularization in Banach spaces has been published in the recent years. The present paper intends to bridge the gap between the existing theories as far as possible. We develop a stability and convergence theory for the residual method in general topological spaces. In addition, we prove convergence rates in terms of (generalized) Bregman distances, which can also be applied to non-convex regularization functionals. We provide three examples that show the applicability of our theory. The first example is the regularized solution of linear operator equations on Lp-spaces, where we show that the results of Tikhonov regularization generalize unchanged to the residual method. As a second example, we consider the problem of density estimation from a finite number of sampling points, using the Wasserstein distance as a fidelity term and an entropy measure as regularization term. It is shown that the densities obtained in this way depend continuously on the location of the sampled points and that the underlying density can be recovered as the number of sampling points tends to infinity. Finally, we apply our theory to compressed sensing. Here, we show the well-posedness of the method and derive convergence rates both for convex and non-convex regularization under rather weak conditions.


In signal or image processing (particularly, in compressed sensing) the main considered tool is the residual method. A deeper mathematical frame within Banach or topological vectorial spaces is still missing in contrast to the equivalent (at some point) Tikhonov regularization. Drawing a parallel between these two methods, we can imagine the missing mathematical gap within the residual method. The paper aims to fill that lack ``as much as possible. Specifically, the existence (well-posedness), stability and convergence (rates) are discussed. Three main examples are given. First, one deals with regularization on \(L_p\)-spaces and shows the equivalence between Tikhonov and residual methods. Secondly, one deals with regularization of probability measures. The last example regards the compressed sensing.



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