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The quasi-optimality criterion for classical inverse problems

Frank Bauer1 and Stefan Kindermann2

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The quasi-optimality criterion chooses the regularization parameter in inverse problems without requiring knowledge about the noise level. It is well known that this cannot yield convergence for ill-posed problems in the worst case. In this paper, we establish conditions providing lower bounds on the approximation error and the propagated noise error, such that these terms can be estimated from above and below by a geometric series. Using these we can show convergence and optimal-order error bounds for Tikhonov regularization with the quasi-optimality criterion both in the case of deterministic problems as well as for stochastic noise.


PACS

05.40.Ca Noise

02.60.-x Numerical approximation and analysis

02.30.Zz Inverse problems

MSC

65J22 Inverse problems

65Gxx Error analysis and interval analysis

65F22 Ill-posedness, regularization

60H40 White noise theory

65J20 Improperly posed problems; regularization

65R32 Inverse problems

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 3 (June 2008)

Received 26 November 2007, in final form 27 February 2008

Published 4 April 2008



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