Balancing noise and approximation bias (source code)

= Balancing noise and approximation bias
{title2=$\alpha_* =\sqrt{A\delta/(Bc)}$}

An error bound $A\delta/\alpha+Bc\alpha$, with positive $A,B,c$, is minimized at $\alpha_* =\sqrt{A\delta/(Bc)}$, with value $2\sqrt{ABc\delta}$. Differentiate the scalar bound, or apply the arithmetic-geometric mean inequality. This is an <a priori regularization parameter choice> for a <linear regularization> with inverse-parameter noise amplification and first-order approximation bias; the parameter must also lie in the method's allowed interval.