2019
DOI: 10.48550/arxiv.1907.03132
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On the Convergence of Stochastic Gradient Descent for Nonlinear Ill-Posed Problems

Abstract: In this work, we analyze the regularizing property of the stochastic gradient descent for the efficient numerical solution of a class of nonlinear ill-posed inverse problems in Hilbert spaces. At each step of the iteration, the method randomly chooses one equation from the nonlinear system to obtain an unbiased stochastic estimate of the gradient, and then performs a descent step with the estimated gradient. It is a randomized version of the classical Landweber method for nonlinear inverse problems, and it is … Show more

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Cited by 3 publications
(2 citation statements)
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“…In this situation, the forward model is the classical elliptic type equation, and mathematically, recovering the optical parameter amounts to reconstructing the diffusion coefficient in the elliptic equation using the Dirichlet-to-Neumann map [42], and is proven mathematically to be logarithmically unstable [1]. Multiple strategies are adopted to 'stabilize' the problem [36,40], both by adjusting the experimental modalities upfront, or introducing image deblurring techniques as a post-processing [18,29,39,41].…”
Section: Introductionmentioning
confidence: 99%
“…In this situation, the forward model is the classical elliptic type equation, and mathematically, recovering the optical parameter amounts to reconstructing the diffusion coefficient in the elliptic equation using the Dirichlet-to-Neumann map [42], and is proven mathematically to be logarithmically unstable [1]. Multiple strategies are adopted to 'stabilize' the problem [36,40], both by adjusting the experimental modalities upfront, or introducing image deblurring techniques as a post-processing [18,29,39,41].…”
Section: Introductionmentioning
confidence: 99%
“…In this situation, the forward model is the classical elliptic type equation, and mathematically, recovering the optical parameter amounts to reconstructing the diffusion coefficient in the elliptic equation using the Dirichlet-to-Neumann map [39], and is proven mathematically to be logarithmically unstable [1]. Multiple strategies are adopted to "stabilize" the problem [33,37], both by adjusting the experimental modalities upfront, or introducing image deblurring techniques as a post-processing [16,27,36,38].…”
Section: Introductionmentioning
confidence: 99%