Interpolating between Tikhonov regularization and spectral cutoff
Martin Sæbye Carøe, Mirza Karamehmedović, Pierre Maréchal
TL;DR
This work addresses the instability of ill-posed linear inversions $T f = g$ by introducing a one-parameter family of regularizations that interpolates between $T$ikhonov regularization and spectral cutoff via a spectral filter $q_\tau(\alpha,\sigma)$, with $q_\tau(0,\sigma)$ yielding Tikhonov and $q_\tau(\alpha,\sigma)\to$ a sharp cutoff as $\tau\to\infty$. The regularization is constructed through $R_\alpha=V[\sigma^{-1}q_\tau(\alpha,\sigma)]W^*$ (or equivalently $f_\alpha=(T^*T+H_\alpha^*H_\alpha)^{-1}T^*g$ with $H_\alpha=V[\sqrt{\alpha}(\sqrt{\alpha}/\sigma)^{\tau/2}]V^*$), and is shown to be well-defined and convergent to $T^\dagger$ as $\alpha\downarrow0$ under standard assumptions. Numerical experiments in 1D deconvolution and 2D inverse source problems illustrate that intermediate $\tau$ values can mitigate both smoothing-induced oscillations and spectral-cutoff Gibbs phenomena, offering a flexible regularization trade-off. This interpolating framework thus provides a tunable mechanism to adapt regularization to the problem, with potential integration into learning-based schemes for data-driven refinement.
Abstract
Regularizing a linear ill-posed operator equation can be achieved by manipulating the spectrum of the operator's pseudo-inverse. Tikhonov regularization and spectral cutoff are well-known techniques within this category. This paper introduces an interpolating formula that defines a one-parameter family of regularizations, where Tikhonov and spectral cutoff methods are represented as limiting cases. By adjusting the interpolating parameter taking into account the specific operator equation under consideration, it is possible to mitigate the limitations associated with both Tikhonov and spectral cutoff regularizations. The proposed approach is demonstrated through numerical simulations in the fields of signal and image processing.
