Applied & Computational Mathematics seminar: Approximating the Generalized Singular Value Expansion
Oct 22, 2021, 1:30 - 2:30 PM
Speaker: Jake Roberts, NIST
Title: Approximating the Generalized Singular Value Expansion
Abstract: Tikhonov regularization is a mathematical technique for handling ill-posed problems, especially those with multicollinearity in regression, a situation that occurs frequently when estimating large numbers of parameters in mathematical models. The singular value expansion (SVE) of a compact operator is invaluable for analyzing Tikhonov regularization. For semi-norm regularization, where a regularization operator such as the gradient is also involved, the generalized singular value expansion (GSVE) can be used in place of the SVE. In this talk, we discuss the approximation of the GSVE of a pair of operators and present sufficient conditions for the convergence of a sequence of discretizations.
Time: Friday, October 22, 2021, 1:30pm – 2:20pm
Place: Exploratory Hall, room 4106
In-person and on Zoom