On the Asymptotical Regularization for Linear Inverse Problems in Presence of White Noise

Lu, S; Niu, PP; Werner, F

Lu, S (corresponding author), Fudan Univ, Shanghai Key Lab Contemporary Appl Math, Key Lab Math Nonlinear Sci, Shanghai 200433, Peoples R China.; Lu, S (corresponding author), Fudan Univ, Sch Math Sci, Shanghai 200433, Peoples R China.

SIAM-ASA JOURNAL ON UNCERTAINTY QUANTIFICATION, 2021; 9 (1): 1

Abstract

We interpret steady linear statistical inverse problems as artificial dynamic systems with white noise and introduce a stochastic differential equatio......

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