منابع مشابه
A Parameter Choice Method for Tikhonov Regularization
Abstract. A new parameter choice method for Tikhonov regularization of discrete ill-posed problems is presented. Some of the regularized solutions of a discrete ill-posed problem are less sensitive than others to the perturbations in the right-hand side vector. This method chooses one of the insensitive regularized solutions using a certain criterion. Numerical experiments show that the new met...
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Tikhonov regularization with the regularization parameter determined by the discrepancy principle requires the computation of a zero of a rational function. We describe a cubically convergent zero-finder for this purpose. AMS subject classification: 65F22, 65H05, 65R32.
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Image restoration is one of the classical inverse problems in image processing and computer vision, which consists in recovering information about the original image from incomplete or degraded data. This paper presents analytical solution for onedimensional case of the Tikhonov regularization method and algorithm of parameter α selection by discrepancy, which finds the mostly smoothed function...
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An important issue in quantitative nance is model calibration. The calibration problem is the inverse of the pricing problem. Instead of computing prices in a model with given values for its parameters, one wishes to compute the values of the model parameters that are consistent with observed prices. Now, it is well-known by physicists that such inverse problems are typically ill-posed. So, if ...
متن کاملA Regularization Parameter for Nonsmooth Tikhonov Regularization
In this paper we develop a novel criterion for choosing regularization parameters for nonsmooth Tikhonov functionals. The proposed criterion is solely based on the value function, and thus applicable to a broad range of functionals. It is analytically compared with the local minimum criterion, and a posteriori error estimates are derived. An efficient numerical algorithm for computing the minim...
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ژورنال
عنوان ژورنال: Numerical Algorithms
سال: 2011
ISSN: 1017-1398,1572-9265
DOI: 10.1007/s11075-011-9498-x