skip to content
 

Representer theorems for ill-posed inverse problems: Tikhonov vs. generalized total-variation regularization

Presented by: 
Michael Unser EPFL - Ecole Polytechnique Fédérale de Lausanne
Date: 
Friday 8th September 2017 - 09:50 to 10:40
Venue: 
INI Seminar Room 1
Abstract: 
In practice, ill-posed inverse problems are often dealt with by introducing a suitable regularization functional. The idea is to stabilize the problem while promoting "desirable" solutions. Here, we are interested in contrasting the effect Tikhonov vs. total-variation-like regularization. To that end, we first consider a discrete setting and present two representer theorems that characterize the solution of general convex minimization problems subject to $\ell_2$ vs. $\ell_1$ regularization constraints. Next, we adopt a continuous-domain formulation where the regularization semi-norm is a generalized version of total-variation tied to some differential operator L. We prove that the extreme points of the corresponding minimization problem are nonuniform L-splines with fewer knots than the number of measurements. For instance, when L is the derivative operator, then the solution is piecewise constant, which confirms a standard observation and explains why the solution is intrinsically sparse. The powerful aspect of this characterization is that it applies to any linear inverse problem.
The video for this talk should appear here if JavaScript is enabled.
If it doesn't, something may have gone wrong with our embedded player.
We'll get it fixed as soon as possible.
University of Cambridge Research Councils UK
    Clay Mathematics Institute London Mathematical Society NM Rothschild and Sons