Skip to main content
×
×
Home

Assessing regularised solutions

  • M. A. Lukas (a1)
Abstract

Consider the prototype ill-posed problem of a first kind integral equation ℛ with discrete noisy data di, = f(xi) + εi, i = 1, …, n. Let u0 be the true solution and unα a regularised solution with regularisation parameter α. Under certain assumptions, it is known that if α → 0 but not too quickly as n → ∞, then unα converges to u0. We examine the dependence of the optimal sequence of α and resulting optimal convergence rate on the smoothness of f or u0, the kernel K, the order of regularisation m and the error norm used. Some important implications are made, including the fact that m must be sufficiently high relative to the smoothness of u0 in order to ensure optimal convergence. An optimal filtering criterion is used to determine the order where is the maximum smoothness of u0. Two practical methods for estimating the optimal α, the unbiased risk estimate and generalised cross validation, are also discussed.

    • Send article to Kindle

      To send this article to your Kindle, first ensure no-reply@cambridge.org is added to your Approved Personal Document E-mail List under your Personal Document Settings on the Manage Your Content and Devices page of your Amazon account. Then enter the ‘name’ part of your Kindle email address below. Find out more about sending to your Kindle. Find out more about sending to your Kindle.

      Note you can select to send to either the @free.kindle.com or @kindle.com variations. ‘@free.kindle.com’ emails are free but can only be sent to your device when it is connected to wi-fi. ‘@kindle.com’ emails can be delivered even when you are not connected to wi-fi, but note that service fees apply.

      Find out more about the Kindle Personal Document Service.

      Assessing regularised solutions
      Available formats
      ×
      Send article to Dropbox

      To send this article to your Dropbox account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your <service> account. Find out more about sending content to Dropbox.

      Assessing regularised solutions
      Available formats
      ×
      Send article to Google Drive

      To send this article to your Google Drive account, please select one or more formats and confirm that you agree to abide by our usage policies. If this is the first time you use this feature, you will be asked to authorise Cambridge Core to connect with your <service> account. Find out more about sending content to Google Drive.

      Assessing regularised solutions
      Available formats
      ×
Copyright
References
Hide All
[1]Anderssen, R. S., “Application and numerical solution of Abel-type integral equations”, MRC Technical Summary Report No. 1987, University of Wisconsin-Madison (1977).
[2]Cox, D. D., “Approximation of method of regularisation estimators”, University of Wisconsin-Madison, Department of Statistics, Technical Report No. 723 (1983).
[3]Craven, P. and Wahba, G., “Smoothing noisy data with spline functions: estimating the correct degree of smoothing by the method of generalised cross-validation”, Numer. Math. 31 (1979) 377403.
[4]Cullum, J., “The effective choice of the smoothing norm in regularisation”, Math. Comp. 33 (1979) 149170.
[5]Davies, A. R. and Anderssen, R. S., “Optimisation in the regularisation of ill-posed problems”, J. Austral. Math. Soc. Ser. B 28 (1986) 114133.
[6]Davies, A. R. and Anderssen, R. S., “Improved estimates of statistical regularisation parameters in Fourier differentiation and smoothing”, Numer. Math. 48 (1986) 671697.
[7]de Hoog, F. R., “Review of Fredholm equations of the first kind”, in The application and numerical solution of integral equations (eds. Anderssen, R. S., de Hoog, F. R. and Lukas, M. A.), (Sijthoff & Noordhoff, 1980).
[8]Gehatia, M. and Wiff, D. R., “Solution of Fujita's equation for equilibrium sedimentation by applying Tikhonov's regularising functions”, J. Polymer Science: Part A-2 8 (1970) 20392050.
[9]Lukas, M. A., “Regularisation”, in The application and numerical solution of integral equations (eds. Anderssen, R. S., de Hoog, F. R. and Lukas, M. A.), (Sijthoff & Noordhoff, 1980).
[10]Lukas, M. A., “Regularisation of linear operator equations”, Ph.D. Thesis, Australian National University, Canberra (1981).
[11]Lukas, M. A., “Convergence rates for regularised solutions”, to appear in Math. Comp. (1988).
[12]Lukas, M. A., “Optimal filtering and the order of regularisation”, in preparation.
[13]Lukas, M. A., “Asymptotic behaviour of practical estimates of the regularisation parameter”, in preparation.
[14]Nashed, M. Z. and Wahba, G., “Generalised inverses in reproducing kernel spaces: an introduction to regularisation of linear operator equations”, SIAM J. Math. Anal. 5 (1974) 974987.
[15]Natterer, F., “Error bounds for Tikhonov regularisation in Hilbert scales”, Applicable Anal. 18 (1984) 2937.
[16]Newsam, G. N., “Measures of information in linear ill-posed problems”, Australian National University, Centre for Mathematical Analysis, Research Report No. 28 (1984).
[17]Rice, J. and Rosenblatt, M., “Smoothing splines: regression, derivatives and deconvolution”, Ann. Statist. 11 (1983) 141156.
[18]Tikhonov, A. N. and Arsenin, V. Y., Solutions of Ill-Posed Problems (Wiley, 1977).
[19]Wahba, G., “Practical approximate solutions to linear operator equations when the data are noisy”, SIAM J. Numer. Anal. 14 (1977) 651667.
[20]Wahba, G., “Ill-posed problems: numerical and statistical methods for mildy, moderately and severely ill-posed problems with noisy data”, University of Wisconsin-Madison, Department of Statistics, Technical Report No. 595 (1980).
[21]Wahba, G., “A comparison of GCV and GML for choosing the smoothing parameter in the generalised spline smoothing problem”, Ann. Statist. 13 (1985) 13781402.
Recommend this journal

Email your librarian or administrator to recommend adding this journal to your organisation's collection.

The ANZIAM Journal
  • ISSN: 1446-1811
  • EISSN: 1446-8735
  • URL: /core/journals/anziam-journal
Please enter your name
Please enter a valid email address
Who would you like to send this to? *
×
MathJax

Metrics

Full text views

Total number of HTML views: 0
Total number of PDF views: 41 *
Loading metrics...

Abstract views

Total abstract views: 46 *
Loading metrics...

* Views captured on Cambridge Core between September 2016 - 13th June 2018. This data will be updated every 24 hours.