Asymptotic regularization 2026-10-05
Asymptotic regularization stops the gradient flow at , starting from zero. With the singular system of a compact operator convention , its spectral filter givesThe scalar coefficient solves with zero initial value. Since for , the operator norm is at most . On the domain of the Moore–Penrose inverse of an operator, dominated convergence theorem of the squared spectral coefficients proves . The noise-bias decomposition for linear regularization then gives noisy-data convergence when .
Early stopping of Landweber iteration 2026-10-05
The Landweber spectral filter progressively admits smaller singular-value components. Its approximation bias tends to zero on exact admissible data, but its noise amplification grows. With , a sufficient a priori regularization parameter choice is and . Taking regularization parameter expresses this as and ; the noise-bias decomposition for linear regularization proves convergence.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 326 2 1 b Solution Created 2026-10-03 Updated 2026-10-05
Suppose each is a bounded linear operator and for every as . A standard sufficient a priori regularization parameter choice satisfiesFor every datum with , the noise-bias decomposition for linear regularization givesThus the parameter rule gives a convergent regularization of an inverse problem, uniformly over data in the prescribed noise ball for each fixed admissible exact datum. For Tikhonov regularization, , so and suffice. The same sufficient noise scaling holds for spectral cutoff regularization.
Past exam of the mathematics course of the University of Cambridge 2018 iii Paper 335 3 iii Solution Created 2026-10-03 Updated 2026-10-05
Write and retain the Landweber relaxation parameter . The printed allows the fixed choice , since then . It does not justify a unit step: the scalar linear operator has norm below , but unit-step error is multiplied by and diverges. We use throughout.
From the recurrence and , induction yields the closed formFor the compact operator in part ii, take a singular system of a compact operator with , and . Thus are the eigenvalues of ; this fixes the notation implicit in the printed hint. In the singular component , the recurrence isSumming the geometric series gives the Landweber spectral filterThere is no contribution from data in or from in the reconstruction. Starting at zero is what selects the minimum-norm least-squares solution.
For fixed , , so the numerator tends to . The assumption is the Picard criterionwith an arbitrary additional component in . The squared reconstruction error isEach term tends to zero and is bounded by a summable term from the Picard criterion. The dominated convergence theorem therefore proves , where is the Moore–Penrose inverse of an operator.
For each finite , the regularization of an inverse problem is stable. Set . The geometric series and implyConsequently the Landweber noise amplification bound in this general step-size convention is . If additionally , the sharper numerator bound gives .
To see the regularization parameter directly, put . Modes with have numerator approximately , so their inverse coefficient is approximately rather than . Each fixed nonzero mode is eventually restored as . ThusThe finite iterates suppress unstable small singular values; infinitely many iterations remove this suppression. For noisy data , the noise-bias decomposition for linear regularization givesChoosing and proves noisy-data convergence. The reciprocal iteration index is a regularization parameter, and early stopping controls noise amplification.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 326 1 b Solution Created 2026-10-03 Updated 2026-10-05
Let . Linearity and the triangle inequality give the noise-bias decomposition for linear regularizationThe first term tends to zero by the assumed noise-amplification bound. The second tends to zero because and is a regularization of an inverse problem. The right side is independent of the particular noisy datum within its allowed ball. Its convergence therefore proves the uniform noisy-data convergence required of a convergent regularization of an inverse problem.
Past exam of the mathematics course of the University of Cambridge 2019 iii Paper 335 3 iii b Solution Created 2026-10-03 Updated 2026-10-05
Add and subtract the exact-data iterate. The noise-bias decomposition for linear regularization givesso the supplied Landweber noise amplification bound yieldsWith unit step and zero initial iterate, the exact-data error is . Its squared norm isby the dominated convergence theorem. Stopping with but therefore makes both errors vanish.