A general heuristic for choosing the regularization parameter in ill-posed problems

For a variety of regularization methods, including Tikhonov regularization, Landweber iteration, $\nu $-method iteration, and the method of conjugate gradients, we develop and illustrate a heuristic for choosing an appropriate regularization parameter. Our choice requires no particular a priori know...

Ausführliche Beschreibung

Gespeichert in:
Bibliographische Detailangaben
Veröffentlicht in:SIAM journal on scientific computing 1996-07, Vol.17 (4), p.956-972
Hauptverfasser: HANKE, M, RAUS, T
Format: Artikel
Sprache:eng
Schlagworte:
Online-Zugang:Volltext
Tags: Tag hinzufügen
Keine Tags, Fügen Sie den ersten Tag hinzu!
Beschreibung
Zusammenfassung:For a variety of regularization methods, including Tikhonov regularization, Landweber iteration, $\nu $-method iteration, and the method of conjugate gradients, we develop and illustrate a heuristic for choosing an appropriate regularization parameter. Our choice requires no particular a priori knowledge, since the parameter is determined from computable information only. However, if an estimation for the noise level in the data is at hand, then this can be used as a justification. In contrast to known parameter choice heuristics, a posteriors error estimates for the computed approximations can be given. Numerical examples show that the new parameter choice rules are promising alternatives to known parameter choice rules.
ISSN:1064-8275
1095-7197
DOI:10.1137/0917062