A Note on the Morozov Principle via Lagrange Duality |
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Authors: | Xavier Bonnefond Pierre Maréchal Walter Cedric Simo Tao Lee |
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Institution: | 1.Université de Toulouse,Toulouse,France |
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Abstract: | Considering a general linear ill-posed equation, we explore the duality arising from the requirement that the discrepancy should take a given value based on the estimation of the noise level, as is notably the case when using the Morozov principle. We show that, under reasonable assumptions, the dual function is smooth, and that its maximization points out the appropriate value of Tikhonov’s regularization parameter. The numerical relevance of our approach is established by means of an illustrative example from nonparametric instrumental regression, a standard problem in statistics. |
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