About: Regularization parameter estimation for large-scale Tikhonov regularization using a priori information     Goto   Sponge   NotDistinct   Permalink

An Entity of Type : http://linked.opendata.cz/ontology/domain/vavai/Vysledek, within Data Space : linked.opendata.cz associated with source document(s)

AttributesValues
rdf:type
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 such that 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 scale problems. 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.
  • 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 such that 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 scale problems. 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. (en)
Title
  • Regularization parameter estimation for large-scale Tikhonov regularization using a priori information
  • Regularization parameter estimation for large-scale Tikhonov regularization using a priori information (en)
skos:prefLabel
  • Regularization parameter estimation for large-scale Tikhonov regularization using a priori information
  • Regularization parameter estimation for large-scale Tikhonov regularization using a priori information (en)
skos:notation
  • RIV/00216208:11320/10:10051684!RIV11-MSM-11320___
http://linked.open...avai/riv/aktivita
http://linked.open...avai/riv/aktivity
  • Z(MSM0021620839)
http://linked.open...iv/cisloPeriodika
  • 12
http://linked.open...vai/riv/dodaniDat
http://linked.open...aciTvurceVysledku
http://linked.open.../riv/druhVysledku
http://linked.open...iv/duvernostUdaju
http://linked.open...titaPredkladatele
http://linked.open...dnocenehoVysledku
  • 284500
http://linked.open...ai/riv/idVysledku
  • RIV/00216208:11320/10:10051684
http://linked.open...riv/jazykVysledku
http://linked.open.../riv/klicovaSlova
  • Newton algorithm; hybrid methods; Golub-Kahan iterative bidiagonalization; chi2-distribution; Tikhonov regularization; ill-posed problems (en)
http://linked.open.../riv/klicoveSlovo
http://linked.open...odStatuVydavatele
  • NL - Nizozemsko
http://linked.open...ontrolniKodProRIV
  • [44A9E425A87A]
http://linked.open...i/riv/nazevZdroje
  • Computational Statistics and Data Analysis
http://linked.open...in/vavai/riv/obor
http://linked.open...ichTvurcuVysledku
http://linked.open...cetTvurcuVysledku
http://linked.open...UplatneniVysledku
http://linked.open...v/svazekPeriodika
  • 54
http://linked.open...iv/tvurceVysledku
  • Hnětynková, Iveta
  • Mead, Jodi
  • Renaut, Rosemary
http://linked.open...ain/vavai/riv/wos
  • 000281333900047
http://linked.open...n/vavai/riv/zamer
issn
  • 0167-9473
number of pages
http://localhost/t...ganizacniJednotka
  • 11320
is http://linked.open...avai/riv/vysledek of
Faceted Search & Find service v1.16.118 as of Jun 21 2024


Alternative Linked Data Documents: ODE     Content Formats:   [cxml] [csv]     RDF   [text] [turtle] [ld+json] [rdf+json] [rdf+xml]     ODATA   [atom+xml] [odata+json]     Microdata   [microdata+json] [html]    About   
This material is Open Knowledge   W3C Semantic Web Technology [RDF Data] Valid XHTML + RDFa
OpenLink Virtuoso version 07.20.3240 as of Jun 21 2024, on Linux (x86_64-pc-linux-gnu), Single-Server Edition (126 GB total memory, 58 GB memory in use)
Data on this page belongs to its respective rights holders.
Virtuoso Faceted Browser Copyright © 2009-2024 OpenLink Software