Computational & Applied Math Seminar

Stochastic Gradient Descent for Inverse Problems

  • 演讲者:Bangti JIN(伦敦大学学院)

  • 时间:2021-03-03 10:00-11:00

  • 地点:腾讯会议 ID 713 927 632

Abstract

In this talk, I will discuss the stochastic gradient descent for solving linear and nonlinear inverse problems. Such algorithms have been very popular in a number of practical inverse problems. However, the relevant mathematical theory in the context of ill-posed inverse problems remains largely missing. In this talk, I will present some recent results in the direction, and illustrate the theory with numerical examples.