Statistical Learning and Inverse Problems: A Stochastic Gradient Approach

Inverse Problems (IP) might be described as the search of an unknown parameter (that could be a function) that satisfies a given, known equation. Considering the notation: y = A[f] + noise, where f and y are elements of given Hilbert spaces, we would like to compute (or estimate) f given the data y for some level of noise. Typically, IPs are ill-posed in the sense that the solution does not depend continuously on the data. There are several very important and impressive examples of IPs in our daily lives. Medical imaging has been using IPs for decades and it has shaped the area, as for instance, Computerized Tomography (CT) and Magnetic Resonance Imaging (MRI). For an introductory text, see Vogel (2002). A vast literature of IPs is devoted to deterministic problems where the noise term is also a element of a Hilbert space and commonly assumed small in norm, which is not usually verified in practice.