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Approximate Solution of Large-Scale Linear Inverse Problems with Monte Carlo Simulation ∗
| Content Provider | Semantic Scholar |
|---|---|
| Author | Polydorides, Nick Wang, Mengdi Bertsekas, Dimitri P. |
| Copyright Year | 2009 |
| Abstract | We consider the approximate solution of linear ill-posed inverse problems of high dimension with a simulation-based algorithm that approximates the solution within a low-dimensional subspace. The algorithm uses Tikhonov regularization, regression, and low-dimensional linear algebra calculations and storage. For sampling efficiency, we use variance reduction/importance sampling schemes, specially tailored to the structure of inverse problems. We demonstrate the implementation of our algorithm in a series of practical large-scale examples arising from Fredholm integral equations of the first kind. |
| File Format | PDF HTM / HTML |
| Alternate Webpage(s) | http://mcqmc.mimuw.edu.pl/Presentations/polydorides.pdf |
| Language | English |
| Access Restriction | Open |
| Content Type | Text |
| Resource Type | Article |
