We consider a statistical inverse learning problem, where the task is to estimate a function f based on noisy point evaluations of Af, where A is a linear operator. The function Af is evaluated at i.i.d. random design points un, n = 1, …, N generated by an unknown general probability distribution. We consider Tikhonov regularization with general convex and p-homogeneous penalty functionals and derive concentration rates of the regularized solution to the ground truth measured in the symmetric Bregman distance induced by the penalty functional. We derive concrete rates for Besov norm penalties and numerically demonstrate the correspondence with the observed rates in the context of X-ray tomography.
Convex regularization in statistical inverse learning problems
Bubba T;
2023
Abstract
We consider a statistical inverse learning problem, where the task is to estimate a function f based on noisy point evaluations of Af, where A is a linear operator. The function Af is evaluated at i.i.d. random design points un, n = 1, …, N generated by an unknown general probability distribution. We consider Tikhonov regularization with general convex and p-homogeneous penalty functionals and derive concentration rates of the regularized solution to the ground truth measured in the symmetric Bregman distance induced by the penalty functional. We derive concrete rates for Besov norm penalties and numerically demonstrate the correspondence with the observed rates in the context of X-ray tomography.I documenti in SFERA sono protetti da copyright e tutti i diritti sono riservati, salvo diversa indicazione.