Multi-Parameter Tikhonov Regularization

@article{Ito2011MultiParameterTR,
  title={Multi-Parameter Tikhonov Regularization},
  author={Kazufumi Ito and Bangti Jin and Tomoya Takeuchi},
  journal={CoRR},
  year={2011},
  volume={abs/1102.1173}
}
We study multi-parameter Tikhonov regularization, i.e., with multiple penalties. Such models are useful when the sought-for solution exhibits several distinct features simultaneously. Two choice rules, i.e., discrepancy principle and balancing principle, are studied for choosing an appropriate (vector-valued) regularization parameter, and some theoretical results are presented. In particular, the consistency of the discrepancy principle as well as convergence rate are established, and an a… CONTINUE READING

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