2,778 research outputs found
Heuristic parameter-choice rules for convex variational regularization based on error estimates
In this paper, we are interested in heuristic parameter choice rules for
general convex variational regularization which are based on error estimates.
Two such rules are derived and generalize those from quadratic regularization,
namely the Hanke-Raus rule and quasi-optimality criterion. A posteriori error
estimates are shown for the Hanke-Raus rule, and convergence for both rules is
also discussed. Numerical results for both rules are presented to illustrate
their applicability
- …