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Parameter Selection by GCV and a χ2 test within Iterative Methods for ℓ1-regularized Inverse Problems

2024/04/29 by Brian Sweeney, Sweeney, Brian, Rosemary A. Renaut +3
Mathematics · Engineering · Computer Science · #Numerical methods in inverse problems #Sparse and Compressive Sensing Techniques #Matrix Theory and Algorithms

paper · pdf · doi:10.48550/arxiv.2404.19156

Abstract

1 regularization is used to preserve edges or enforce sparsity in a solution to an inverse problem. We investigate the Split Bregman and the Majorization-Minimization iterative methods that turn this non-smooth minimization problem into a sequence of steps that include solving an ℓ2-regularized minimization problem. We consider selecting the regularization parameter in the inner generalized Tikhonov regularization problems that occur at each iteration in these ℓ1 iterative methods. The generalized cross validation and χ2 degrees of freedom methods are extended to these inner problems. In particular, for the χ2 method this includes extending the χ2 result for problems in which the regularization operator has more rows than columns, and showing how to use the A-weighted generalized inverse to estimate prior information at each inner iteration. Numerical experiments for image deblurring problems demonstrate that it is more effective to select the regularization parameter automatically within the iterative schemes than to keep it fixed for all iterations. Moreover, an appropriate regularization parameter can be estimated in the early iterations and used fixed to convergence.

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