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Encyclopedia > Regularization (mathematics)

In mathematics, inverse problems are often ill-posed. To solve these problems numerically one must introduce some additional information about the solution, such as an assumption on the smoothness or a bound on the norm. The same idea arose in many fields of science. A simple form of regularization applied to integral equations, generally termed Tikhonov regularization after Andrey Nikolayevich Tychonoff, is essentially a trade-off between fitting the data and reducing a norm of the solution. More recently, non-linear regularization methods, including total variation regularization have become popular. Euclid, a famous Greek mathematician known as the father of geometry, is shown here in detail from The School of Athens by Raphael. ... The inverse problem is the task that often occurs in many branches of science and mathematics where the values of some model parameter(s) must be obtained via manipulation of observed data. ... In mathematics, an ill-posed problem is one that is not well-posed, in that it violates one or more of the following conditions: A solution exists. ... In mathematics, a smooth function is one that is infinitely differentiable, i. ... Link titleIn mathematics, with 2- or 3-dimensional vectors with real-valued entries, the idea of the length of a vector is intuitive and can be easily extended to any real vector space Rn. ... In mathematics, an integral equation is an equation in which an unknown function appears under an integral sign. ... Tikhonov regularization is the most commonly used method of regularization of ill-posed problems. ... Andrey Nikolayevich Tychonoff (Андрей Николаевич Тихонов: October 30, 1906–1993) was a Russian mathematician. ...


In statistics a similar concept was introduced about the same time for finite-dimensional problems, where it is known as ridge regression. A graph of a bell curve in a normal distribution showing statistics used in educational assessment, comparing various grading methods. ... Tikhonov regularization, is the most commonly used method of regularization of ill-posed problems. ...


References

  • A. Neumaier, Solving ill-conditioned and singular linear systems: A tutorial on regularization, SIAM Review 40 (1998), 636-666. Available in pdf from author's website.

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Regularization - Wikipedia, the free encyclopedia (121 words)
The mathematical term regularization has two main meanings, both associated with making a mathematical more 'regular' or smooth.
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