Optimal recovery from inaccurate data in Hilbert spaces: regularize, but what of the parameter?

DOI10.1007/s00365-022-09590-5OpenAlexW4306177062MaRDI QIDQ2700872

Simon Foucart, Chunyang Liao

Publication date: 27 April 2023

Published in: Constructive Approximation (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2111.02601

zbMATH Keywords

regularizationsemidefinite programmingS-procedurehyperparameter selectionChebyshev center

Mathematics Subject Classification ID

Semidefinite programming (90C22) Minimax problems in mathematical programming (90C47) Abstract approximation theory (approximation in normed linear spaces and other abstract spaces) (41A65) Applications of functional analysis in numerical analysis (46N40)

Uses Software

• CVX
• CVXPY

Cites Work

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