Noise-bias decomposition for linear regularization (source code)

= Noise-bias decomposition for linear regularization

For a bounded linear regularization operator $R_\alpha$ and noisy data with $\|f_\delta-f\|\leq\delta$, the <triangle inequality> gives
$$
\|R_\alpha f_\delta-A^\dagger f\|
\leq\delta\|R_\alpha\|+\|R_\alpha f-A^\dagger f\|.
$$
The first term is noise amplification; the second is the approximation bias on exact data. Thus $\alpha(\delta)\to0$ and $\delta\|R_{\alpha(\delta)}\|\to0$ suffice for a <convergent regularization of an inverse problem>, provided $R_\alpha$ is consistent on exact data.