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Regularization parameter estimation for large-scale Tikhonov regularization using a priori information

The result's identifiers

  • Result code in IS VaVaI

    <a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F00216208%3A11320%2F10%3A10051684" target="_blank" >RIV/00216208:11320/10:10051684 - isvavai.cz</a>

  • Result on the web

  • DOI - Digital Object Identifier

Alternative languages

  • Result language

    angličtina

  • Original language name

    Regularization parameter estimation for large-scale Tikhonov regularization using a priori information

  • Original language description

    This paper is concerned with estimating the solutions of numerically ill-posed least squares problems through Tikhonov regularization. Given apriori estimates on the covariance structure of errors in the measurement data b, and a suitable statistically-chosen regularization parameter, the Tikhonov regularized least squares functional J approximately follows a chi2 distribution with M degrees of freedom. Using the generalized singular value decomposition a regularization parameter can then be found suchthat the resulting J follows this chi2 distribution, see Mead and Renaut (2008). Because the algorithm explicitly relies on the direct solution of the problem obtained using the generalized singular value decomposition it is not practical for large scaleproblems. Here the approach is extended for large scale problems through the use of the Newton iteration in combination with a Golub-Kahan iterative bidiagonalization of the regularized problem.

  • Czech name

  • Czech description

Classification

  • Type

    J<sub>x</sub> - Unclassified - Peer-reviewed scientific article (Jimp, Jsc and Jost)

  • CEP classification

    BA - General mathematics

  • OECD FORD branch

Result continuities

  • Project

  • Continuities

    Z - Vyzkumny zamer (s odkazem do CEZ)

Others

  • Publication year

    2010

  • Confidentiality

    S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Data specific for result type

  • Name of the periodical

    Computational Statistics and Data Analysis

  • ISSN

    0167-9473

  • e-ISSN

  • Volume of the periodical

    54

  • Issue of the periodical within the volume

    12

  • Country of publishing house

    NL - THE KINGDOM OF THE NETHERLANDS

  • Number of pages

    16

  • Pages from-to

  • UT code for WoS article

    000281333900047

  • EID of the result in the Scopus database