2020
DOI: 10.1016/j.apnum.2020.01.015
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Effective new methods for automated parameter selection in regularized inverse problems

Abstract: The choice of the parameter value for regularized inverse problems is critical to the results and remains a topic of interest. This article explores a criterion for selecting the right parameter value by maximizing the probability of the data, with no prior knowledge of the noise variance. These concepts are developed for 2 and consequently 1 regularization models by way of their Bayesian interpretations. Based on these concepts, an iterative scheme is proposed and demonstrated to converge accurately, and anal… Show more

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Cited by 15 publications
(12 citation statements)
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References 37 publications
(69 reference statements)
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“…Here, T is the regularization operator often set as a first or second order finite difference operator [13,14]. For example in 1D, the first order finite difference operators is given as…”
Section: Regularization Operatorsmentioning
confidence: 99%
See 2 more Smart Citations
“…Here, T is the regularization operator often set as a first or second order finite difference operator [13,14]. For example in 1D, the first order finite difference operators is given as…”
Section: Regularization Operatorsmentioning
confidence: 99%
“…The extension of these operators to 2D images is done naturally by taking differences in both the vertical and horizontal dimensions, and mathematically this can be handled by taking appropriate Kronecker products (see [14] for details). For deconvolution problems, there is a major computational advantage to writing the operators appearing in (11) as circulant, making these operators convolutional operators.…”
Section: Regularization Operatorsmentioning
confidence: 99%
See 1 more Smart Citation
“…To this end we note that typically µ is chosen to reflect both the SNR given in (4.1) and the regularity in the signal. For instance, µ might be chosen to approximate σ ξ , where σ is the the standard deviation of the complex noise η in (2.5) and ξ is the standard deviation of data in the transformed domain under L is used in [49]. Since σ and ξ are explicitly known in our test problems, to obtain the "best" case scenario we simply pick samples from N σ ξ , σ .…”
Section: Individual Image Recoverymentioning
confidence: 99%
“…However, an often encountered difficulty for the ℓ 1 -regularized inverse problem (1.2) is the selection of an appropriate regularization parameter λ. This parameter can critically influence the quality of the regularized reconstruction x λ [31,21,35,46,41]. In part for this reason, many statistical approaches have been proposed for regularized inverse problems [38,12,47].…”
Section: Introduction Many Applications Seek To Solve the Linear Inve...mentioning
confidence: 99%