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Multi-penalty regularization with a component-wise penalization - MaRDI portal

Multi-penalty regularization with a component-wise penalization (Q2861870)

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scientific article; zbMATH DE number 6225028
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Multi-penalty regularization with a component-wise penalization
scientific article; zbMATH DE number 6225028

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    Multi-penalty regularization with a component-wise penalization (English)
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    11 November 2013
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    regularization
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    convergence
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    heuristic approach
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    linear ill-posed operator equation
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    Hilbert space
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    multi-penalty functional
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    A new regularization scheme for reconstructing the solution of a linear ill-posed operator equation from given noisy data in the Hilbert space setting is proposed. The regularized approximation is decomposed into several components, which are defined by minimizing a multi-penalty functional. It is shown theoretically and numerically that under a proper choice of the regularization parameters, the regularized approximation exhibits the so-called compensatory property, in the sense that it performs similar to the best of the single-penalty regularization with the same penalizing operator.
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