Past exam of the mathematics course of the University of Cambridge / 2016 / iii / Paper 326 / 1 / iv

A linear regularization is a family of bounded linear operators $R_{\alpha }:V\to U$, $\alpha >0$, for which $R_{\alpha }f\to K^{†}f$ for every $f\in \mathcal{D}(K^{†})$ as $\alpha \downarrow 0$. To obtain a convergent regularization of an inverse problem for noisy data, choose a regularization parameter so that the exact-data approximation error and the amplified noise both vanish.

An example is Tikhonov regularization:The positive quadratic term makes $K^{\ast }K+\alpha I$ invertible. The Tikhonov filter norm bound follows from the filter $s/(s^2+\alpha )$, whose maximum for $s\ge 0$ is $1/(2\sqrt{\alpha })$. Therefore $\Vert R_{\alpha }\Vert \le 1/(2\sqrt{\alpha })$. The spectral factors $s^2/(s^2+\alpha )$ tend to one on the positive spectrum; dominated convergence theorem gives consistency on $\mathcal{D}(K^{†})$. The noise-bias decomposition for linear regularization then proves convergence whenever $\alpha (\delta )\to 0$ and $\delta /\sqrt{\alpha (\delta )}\to 0$, for example $\alpha (\delta )=\delta$ for sufficiently small positive noise levels.