Questions tagged [regularization]
The regularization tag has no usage guidance.
4
votes
1answer
53 views
Proximal Operator image of convex functionals
Let $\Gamma_0$ denote the set of lower-semi-continuous convex functionals on a Hilbert space $H$. What exactly is the image of $\Gamma_0$ under the proximal operator
$$
\begin{aligned}
&\Gamma_0\...
0
votes
1answer
58 views
How to derive the solution of Tikhonov Regularization via SVD [closed]
The solution to Tikhonov Regularization is
$$x=(A^HA+\sigma^2_{min}I)^{-1}A^Hb$$
where $\sigma^2_{min}$ is the minimum of the singular values of $A$.
Then we apply $SVD$ to $A$ such that,
$$A=U\Sigma ...
3
votes
0answers
300 views
New/useful method for summation of divergent series?
Questions
$$ S(n,x) = x+e^x + e^{e^x} + e^{e^{e^x}} + \dots \text{$n$ times}$$
Also obeys (see background for argument):
$$ \frac{1}{2 \pi i} \oint e^{S(k,x)} \frac{\partial \ln(\frac{\int_0^\...
1
vote
1answer
139 views
Why we cannot speak about the main or natural regularization?
Often when asking about a regularized value of an integral or series, I encounter a negative reaction of the sorts that "regularization is what you define it".
But in practice if we consider some ...
8
votes
3answers
204 views
Regularized linear vs. RKHS-regression
I'm studying the difference between regularization in RKHS regression and linear regression, but I have a hard time grasping the crucial difference between the two.
Given input-output pairs $(x_i,y_i)...
2
votes
0answers
90 views
What is the generalized sum of the following series? $\sum _{x=1}^{\infty } \sqrt{s^2 x^2-1}$ [closed]
I tried Mathematica, various regularization methods, including Borel, with no result.
On Math.SE the question was attacked with claims that divergent series cannot have a sum, so I decided to ask at ...
1
vote
0answers
126 views
Regularization on divergent series [closed]
I want to compute $$ \sum ^{\infty }_{n=1}\dfrac {\left( 2n+k-2\right) !\zeta \left( 2n\right) \left( -1\right) ^{n-1}}{\left( 2\pi \right) ^{2n}}. $$
This series is surely not convergent for any ...
3
votes
1answer
75 views
Why to multiply the penalty by $n$ in the penalized least squares and likelihood?
In the SCAD paper by Fan and Li (2001), there exist two forms of penalized least squares as follows:
$$\frac{1}{2}\left \| y-X\beta \right \|^2+\lambda \sum_{j=1}^{d}p_j (\left | \beta _j \right |),$$
...
2
votes
0answers
170 views
When will the upper regularization of a bounded function not defined?
Suppose $E$ is a compact metric space.
A function $f :E \rightarrow \mathbb{R}$ is upper semicontinous if for all $c \in \mathbb{R}$, $f^{-1}(-\infty, c)$ is open in $E.$
For any real-valued ...
1
vote
1answer
95 views
Existence of analysis regularization solution
I am interested in the optimization problem known as "analysis regularization":
$$ {\rm argmin}_{x \in \mathbb{R}^{p}}\frac{1}{2}\|y - Ax\|_2^2 + \lambda \|D^T x\|_1,$$
where $y \in \mathbb{R}^n$, $...
1
vote
0answers
152 views
Assigning values to divergent improper integrals
I am investigating a question about possibility of assigning values to divergent improper integrals the same way as we do regularization on divergent series.
The solution to the problem seems to be ...
1
vote
0answers
43 views
Is there optimal sparse and minimum energy solution?
I am interested to know if anyone worked on the the inverse solution of the problem defined below, which means I want to find $\tilde{y}$.
$M_{\delta}^{\alpha}[\tilde{y}]=\|A\tilde{y}-\tilde{b}\|_{...
3
votes
2answers
281 views
Regularisation of $\sum_{n=0}^\infty \frac{1}{(a+n^2)^p}$
As from the title, I am currently dealing with this sum
$\sum_{n=0}^\infty \frac{1}{(a+n^2)^p}$
in particular with $p=1/2,3/2,...$ (but once solved for $p=1/2$ one can derive wrt $a$ and find the ...
2
votes
0answers
309 views
Difference between Sobolev norm and L2 norm for regularization?
I am interested to find a inverse solution of the problem defined below, which means I want to find $\tilde{y}$.
$M_{\delta}^{\alpha}[\tilde{y}]=\|A\tilde{y}-\tilde{b}\|_{L_2}^2 + \alpha\|\tilde{y}\|...
1
vote
0answers
117 views
Significance of Tikhonov matrix
I am looking for a tutorial on Tikhonov matrix, in the sense what it can do or it cannot do. The definition of the matrix can be obtained in the wikipedia link. https://en.wikipedia.org/wiki/...
16
votes
2answers
629 views
Comparing sizes of sets of natural numbers
It seems natural to consider $\lim_{q \rightarrow 1^-} \sum_{n \in S} q^n - \sum_{n \in T} q^n$, when it exists, as a way of comparing the sizes of two sets $S,T \subseteq {\bf N}$ that have the same ...
5
votes
1answer
186 views
Regularization by mean curvature flow
I have a $C^{1,\alpha}$ surface defined as the graph of some function $\varphi : B \to \Bbb{R}_+$ ($B$ is a ball). This surface has positive and bounded mean curvature in the weak sense (since the ...
5
votes
1answer
172 views
Multidimensional integrals that diverge by oscillation
It's not hard to extend the theory of integration over ${\bf R}$ so that the integral of any compactly supported function is its usual value, while the integral of $f(t) = \cos (at+b)$ (with $a \neq 0$...
2
votes
1answer
191 views
A question about some notation involving the exclamation mark [closed]
What does the symbol ‘!’ signify? Is it $ \text{argmin} $? For example, $ \| A x - y \| = \min! $.
3
votes
0answers
349 views
On increasing the penalty term in convex optimization with regularization
Given the two strictly convex (unique solution) optimization problems as:
$$Problem\:1:\min_{X} f(X)+\|X\|_{F}^2 \hspace{2cm}Problem \:2:\min_{X}f(X)+n\|X\|_2^2$$
where $X\in\mathbf{S}_{++}^{n}$ (...
2
votes
2answers
415 views
double integral and Hadamard finite part
Given the divergent integral
$$ \int _{0}^{\infty}dx \int_{0}^{\infty}dy \frac{x^{2}y+1}{1+x+y} $$
how can I apply Hadamard's finite part to give a finite meaning to it ?
It is just made by ...
3
votes
1answer
506 views
General method for under and over determined systems?
Suppose I have a system:
$$
Ax = b
$$
where $A$ is a $m$ by $n$ matrix which is less than full rank (neither full column nor row rank). In my particular case $m<n$.
I'd like a combination of a ...
0
votes
0answers
636 views
Inverse problem with a rank-1 update
I hope you can help me out with this. I have to find the solution x to an inverse system
$$
x=A^{-1}b
$$
This inverse problem is basically a least square problem with a rank-1 update.
$$
x=[uv^{T}...
6
votes
1answer
713 views
What are some geometric / physical / probabilistic interpretations of the Riemann zeta function at integer arguments n ≤ 1?
Introduction: This is slightly edited and generalised version of a question I asked on the Physics Stack Exchange website. This question has a twin brother asked here on MO, only now we consider ...
2
votes
2answers
2k views
Choosing the order of Tikhonov regularization of an inverse problem
This question is migrated from math.stackexchange.
Let me first describe the problem I am trying to solve and then the question I have. I greatly appreciate anyone who can shine some light on it.
...
22
votes
3answers
2k views
Understanding zeta function regularization
I attended a talk this morning on Ray-Singer torsion, in which Rafael Siejakowski introduced zeta function regularization in a compelling way. The goal is to define the determinant of a positive self-...
2
votes
1answer
394 views
Regularization of Zygmund functions
Dear community.
I would like to derive a "good" estimate on $\frac{d}{dt}f_\epsilon(t)$, where $f_\epsilon$ is a regularization of a Zygmund-continuous function $f$, i.e.
$|f(x-\tau)+f(x+\tau)-2f(x)|...
3
votes
3answers
1k views
Nonlinear circle fit with known radius
I have data points from a half circle and I already know the approximate radius. I want to find the circle which best fits the points using a fixed radius. How can I do this? If I solve the problem ...
2
votes
1answer
372 views
What is the regularity of the argument of a complex function?
Let $\psi=f+ig=\rho e^{i\theta}$ be a complex function on some open subset of $\mathbb{R}^n$, where $f,g,\rho$ and $\theta$ are real-valued. I happened to find that the identity of differentiation for ...
5
votes
2answers
1k views
What's the correct notion of determinant of a bilinear pairing?
By a pairing on a vector space $V$, I mean a linear map $A : V \otimes V \to R$. If $V$ is $n$-dimensional ($n < \infty$), then I can define the determinant of $A$ by considering the canonical ...
17
votes
2answers
2k views
Zeta-function regularization of determinants and traces
The short answer to my question may be a pointer to the right text. I will give all the background I know, and then ask my questions in list form.
Let A be an operator (on an infinite-dimensional ...
