Sparse reconstruction by means of the standard Tikhonov regularization
نویسندگان
چکیده
منابع مشابه
Sparsity Reconstruction by the Standard Tikhonov Regularization
It is a common belief that Tikhonov scheme with ‖ · ‖L2 -penalty fails to reconstruct a sparse structure with respect to a given system {φi}. However, in this paper we present a procedure for sparsity reconstruction, which is totally based on the standard Tikhonov method. This procedure consists of two steps. At first Tikhonov scheme is used as a sieve to find the coefficients near φi, which ar...
متن کاملSparsity reconstruction by the standard Tikhonov method
It is a common belief that Tikhonov scheme with ‖ · ‖L2 -penalty fails to reconstruct a sparse structure with respect to a given system {φi}. However, in this paper we present a procedure for sparsity reconstruction, which is totally based on the standard Tikhonov method. This procedure consists of two steps. At first Tikhonov scheme is used as a sieve to find the coefficients near φi, which ar...
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This paper introduces two new algorithms, belonging to the class of Arnoldi-Tikhonov regularization methods, which are particularly appropriate for sparse reconstruction. The main idea is to consider suitable adaptively-defined regularization matrices that allow the usual 2-norm regularization term to approximate a more general regularization term expressed in the p-norm, p ≥ 1. The regularizat...
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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 ...
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ژورنال
عنوان ژورنال: Journal of Physics: Conference Series
سال: 2008
ISSN: 1742-6596
DOI: 10.1088/1742-6596/135/1/012066