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摘要
In this paper, we are interested in heuristic parameter-choice rules for general convex variational regularization which are based on error estimates. Two such rules are derived and generalize those from quadratic regularization, namely, the Hanke-Raus rule and quasi-optimality criterion. A posteriori error estimates are shown for the Hanke-Raus rule, and convergence for both rules is also discussed. Numerical results for both rules are presented to illustrate their applicability.
- 出版日期2010
