Fast iterative regularization by reusing dataAbstract

TitleFast iterative regularization by reusing dataAbstract
Publication TypeJournal Article
Year of Publication2023
AuthorsVega, C, Molinari, C, Rosasco, L, Villa, S
JournalJournal of Inverse and Ill-posed Problems
Date Published10/2023
ISSN0928-0219
Abstract

Discrete inverse problems correspond to solving a system of equations in a stable way with respect to noise in the data. A typical approach to select a meaningful solution is to introduce a regularizer. While for most applications the regularizer is convex, in many cases it is neither smooth nor strongly convex. In this paper, we propose and study two new iterative regularization methods, based on a primal-dual algorithm, to regularize inverse problems efficiently. Our analysis, in the noise free case, provides convergence rates for the Lagrangian and the feasibility gap. In the noisy case, it provides stability bounds and early stopping rules with theoretical guarantees. The main novelty of our work is the exploitation of some a priori knowledge about the solution set: we show that the linear equations determined by the data can be used more than once along the iterations. We discuss various approaches to reuse linear equations that are at the same time consistent with our assumptions and flexible in the implementation. Finally, we illustrate our theoretical findings with numerical simulations for robust sparse recovery and image reconstruction. We confirm the efficiency of the proposed regularization approaches, comparing the results with state-of-the-art methods.

URLhttps://www.degruyter.com/document/doi/10.1515/jiip-2023-0009/html
DOI10.1515/jiip-2023-0009

Associated Module: 

CBMM Relationship: 

  • CBMM Funded