README.md

rlystop

Early stopping for statistical inverse problems

This package implements early stopping procedures based on the residuals for cut-off estimation and gradient descent. For the theoretical results see:

G. Blanchard, M. Hoffmann, M. Reiß. Early stopping for statistical inverse problems via truncated SVD estimation. https://arxiv.org/abs/1710.07278.

G. Blanchard, M. Hoffmann, M. Reiß. Optimal adaptation for early stopping in statistical inverse problems. https://arxiv.org/abs/1606.07702.

B. Stankewitz. Smoothed residual stopping for statistical inverse problems via truncated SVD estimation. https://arxiv.org/abs/1909.13702.



be5tan/rlystop documentation built on Nov. 22, 2019, 12:05 a.m.