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Regularization independent of the noise level: an analysis of quasi-optimality

Frank Bauer1 and Markus Reiß2

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The quasi-optimality criterion chooses the regularization parameter in inverse problems without taking into account the noise level. This rule works remarkably well in practice, although Bakushinskii has shown that there are always counterexamples with very poor performance. We propose an average case analysis of quasi-optimality for spectral cut-off estimators (also known as truncated singular value decomposition, TSVD) and we prove that the quasi-optimality criterion determines estimators which are rate-optimal on average. Its practical performance is illustrated with a calibration problem from mathematical finance.


PACS

05.40.Ca Noise

02.30.Tb Operator theory

02.30.Zz Inverse problems

02.50.Cw Probability theory

02.50.Ey Stochastic processes

MSC

65J22 Inverse problems

60H40 White noise theory

65L09 Inverse problems

60D05 Geometric probability, stochastic geometry, random sets (See also 52A22, 53C65)

Subjects

Mathematical physics

Computational physics

Statistical physics and nonlinear systems

Dates

Issue 5 (October 2008)

Received 21 June 2007, in final form 27 July 2008

Published 19 August 2008



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