Optimal estimation of \(\ell_1\)-regularization prior from a regularized empirical Bayesian risk standpoint

DOI10.3934/IPI.2012.6.447zbMath1255.49060OpenAlexW2091105969MaRDI QIDQ695448

Lior Horesh, Hui Huang, Eldad Haber

Publication date: 21 December 2012

Published in: Inverse Problems and Imaging (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3934/ipi.2012.6.447

zbMATH Keywords

optimal designempirical Bayesian estimation\(\ell_1\)-regularization prior matrixnonlinear and nonsmooth optimization

Mathematics Subject Classification ID

Bayesian inference (62F15) Inverse problems in optimal control (49N45)

Related Items (3)

Reduced Space Dynamics-Based Geo-Statistical Prior Sampling for Uncertainty Quantification of End Goal Decisions ⋮ Learning regularization parameters for general-form Tikhonov ⋮ A Multilevel Framework for Sparse Optimization with Application to Inverse Covariance Estimation and Logistic Regression

Uses Software

• CHOMPACK
• glasso
• SPGL1

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