We consider linear inverse problems under white noise. These types of problems can be tackled with, e.g., iterative regularisation methods and the main challenge is to determine a suitable stopping index for the iteration. Convergence results for popular adaptive methods to determine the stopping index often come along with restrictions, e.g. concerning the type of ill-posedness of the problem, the unknown solution or the error distribution. In the recent work \cite{jahn2021optimal} a modification of the discrepancy principle, one of the most widely used adaptive methods, applied to spectral cut-off regularisation was presented which provides excellent convergence properties in general settings. Here we investigate the performance of the modified discrepancy principle with other filter based regularisation methods and we hereby focus on the iterative Landweber method. We show that the method yields optimal convergence rates and present some numerical experiments confirming that it is also attractive in terms of computational complexity. The key idea is to incorporate and modify the discretisation dimension in an adaptive manner.
翻译:我们考虑的是白色噪音下的线性反问题。这些类型的问题可以通过迭代常规化方法和主要的挑战来加以解决,例如,迭代常规化方法和确定适合迭代的停止指数。流行适应性方法确定停止指数的趋同结果往往伴随着限制,例如问题不正确的类型、未知的解决方案或错误分布。在最近的工作中,对差异原则的修改,即对光谱断开常规化应用的最广泛应用的适应方法之一,提出了在一般环境中提供极佳的趋同特性。我们在这里与其他基于常规化的过滤方法一起调查修改的差异原则的性能,我们在此着重探讨迭代陆地网法。我们表明,该方法产生最佳的趋同率,并提出一些数字实验,确认它在计算复杂性方面也是有吸引力的。关键思想是以适应方式纳入和修改离散化层面。