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Questions tagged [regularization]

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4
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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
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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
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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
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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
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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 ...