433,799 research outputs found
An Analysis of Finite Element Approximation in Electrical Impedance Tomography
We present a finite element analysis of electrical impedance tomography for
reconstructing the conductivity distribution from electrode voltage
measurements by means of Tikhonov regularization. Two popular choices of the
penalty term, i.e., -norm smoothness penalty and total variation
seminorm penalty, are considered. A piecewise linear finite element method is
employed for discretizing the forward model, i.e., the complete electrode
model, the conductivity, and the penalty functional. The convergence of the
finite element approximations for the Tikhonov model on both polyhedral and
smooth curved domains is established. This provides rigorous justifications for
the ad hoc discretization procedures in the literature.Comment: 20 page
A Path Algorithm for Constrained Estimation
Many least squares problems involve affine equality and inequality
constraints. Although there are variety of methods for solving such problems,
most statisticians find constrained estimation challenging. The current paper
proposes a new path following algorithm for quadratic programming based on
exact penalization. Similar penalties arise in regularization in model
selection. Classical penalty methods solve a sequence of unconstrained problems
that put greater and greater stress on meeting the constraints. In the limit as
the penalty constant tends to , one recovers the constrained solution.
In the exact penalty method, squared penalties are replaced by absolute value
penalties, and the solution is recovered for a finite value of the penalty
constant. The exact path following method starts at the unconstrained solution
and follows the solution path as the penalty constant increases. In the
process, the solution path hits, slides along, and exits from the various
constraints. Path following in lasso penalized regression, in contrast, starts
with a large value of the penalty constant and works its way downward. In both
settings, inspection of the entire solution path is revealing. Just as with the
lasso and generalized lasso, it is possible to plot the effective degrees of
freedom along the solution path. For a strictly convex quadratic program, the
exact penalty algorithm can be framed entirely in terms of the sweep operator
of regression analysis. A few well chosen examples illustrate the mechanics and
potential of path following.Comment: 26 pages, 5 figure
Data Filtering for Cluster Analysis by -Norm Regularization
A data filtering method for cluster analysis is proposed, based on minimizing
a least squares function with a weighted -norm penalty. To overcome the
discontinuity of the objective function, smooth non-convex functions are
employed to approximate the -norm. The convergence of the global
minimum points of the approximating problems towards global minimum points of
the original problem is stated. The proposed method also exploits a suitable
technique to choose the penalty parameter. Numerical results on synthetic and
real data sets are finally provided, showing how some existing clustering
methods can take advantages from the proposed filtering strategy.Comment: Optimization Letters (2017
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