Regularization of Inverse Problems (2001.00617v2)

Abstract: These lecture notes for a graduate class present the regularization theory for linear and nonlinear ill-posed operator equations in Hilbert spaces. Covered are the general framework of regularization methods and their analysis via spectral filters as well as the concrete examples of Tikhonov regularization, Landweber iteration, regularization by discretization for linear inverse problems. In the nonlinear setting, Tikhonov regularization and iterative regularization (Landweber, Levenberg-Marquardt, and iteratively regularized Gau{\ss}-Newton methods) are discussed. The necessary background from functional analysis is also briefly summarized. The notes end with a brief outlook to statistical inverse problems from both a frequentist and a Bayesian point of view.