Peter Mathé

Publication Activity (10 Years)

Years Active: 1990-2024
Publications (10 Years): 12

Top Topics

Inverse Problems

Top Venues

Publications

Peter Mathé, Bernd Hofmann
Tractability of linear ill-posed problems in Hilbert space. CoRR (2024)
Yuanyuan Li, Shuai Lu, Peter Mathé, Sergei V. Pereverzev
activation function: Barron spaces and derivative approximation. Numerische Mathematik 156 (1) (2024)
Peter Mathé, Bernd Hofmann
Tractability of linear ill-posed problems in Hilbert space. J. Complex. 84 (2024)
Abhishake Rastogi, Peter Mathé
Inverse learning in Hilbert scales. Mach. Learn. 112 (7) (2023)
Shuai Lu, Peter Mathé
Stochastic gradient descent for linear inverse problems in Hilbert spaces. Math. Comput. 91 (336) (2022)
Bernd Hofmann, Peter Mathé
The degree of ill-posedness of composite linear ill-posed problems with focus on the impact of the non-compact Hausdorff moment operator. CoRR (2021)
Bernd Hofmann, Christopher Hofmann, Peter Mathé, Robert Plato
Nonlinear Tikhonov regularization in Hilbert scales with oversmoothing penalty: inspecting balancing principles. CoRR (2020)
Peter Mathé
Bayesian inverse problems with non-commuting operators. Math. Comput. 88 (320) (2019)
Litao Ding, Peter Mathé
Minimax Rates for Statistical Inverse Problems Under General Source Conditions. Comput. Methods Appl. Math. 18 (4) (2018)
Robert Plato, Peter Mathé, Bernd Hofmann
Optimal rates for Lavrentiev regularization with adjoint source conditions. Math. Comput. 87 (310) (2018)
Shuai Lu, Peter Mathé, Sergiy Pereverzyev Jr.
Analysis of regularized Nyström subsampling for regression functions of low smoothness. CoRR (2018)
Peter Mathé, Sergei V. Pereverzev
Complexity of linear ill-posed problems in Hilbert space. J. Complex. 38 (2017)
Shuai Lu, Peter Mathé
Discrepancy based model selection in statistical inverse problems. J. Complex. 30 (3) (2014)
Qinian Jin, Peter Mathé
Oracle Inequality for a Statistical Raus-Gfrerer-Type Rule. SIAM/ASA J. Uncertain. Quantification 1 (1) (2013)
Shuai Lu, Peter Mathé
Heuristic parameter selection based on functional minimization: Optimality and model function approach. Math. Comput. 82 (283) (2013)
F. Bauer, Peter Mathé
Parameter choice methods using minimization schemes. J. Complex. 27 (1) (2011)
Peter Mathé, Sergei V. Pereverzev
The use of higher order finite difference schemes is not dangerous. J. Complex. 25 (1) (2009)
Peter Mathé, Bernd Hofmann
Direct and inverse results in variable Hilbert scales. J. Approx. Theory 154 (2) (2008)
Peter Mathé, Erich Novak
Simple Monte Carlo and the Metropolis algorithm. J. Complex. 23 (4-6) (2007)
Bernd Hofmann, Peter Mathé
Analysis of Profile Functions for General Linear Regularization Methods. SIAM J. Numer. Anal. 45 (3) (2007)
Peter Mathé, Sergei V. Pereverzev
Regularization of some linear ill-posed problems with discretized random noisy data. Math. Comput. 75 (256) (2006)
Peter Mathé, Sergei V. Pereverzev
The discretized discrepancy principle under general source conditions. J. Complex. 22 (3) (2006)
Peter Mathé, Gang Wei
. Math. Comput. 73 (246) (2004)
Peter Mathé
Saturation of Regularization Methods for Linear Ill-Posed Problems in Hilbert Spaces. SIAM J. Numer. Anal. 42 (3) (2004)
Fred J. Hickernell, Peter Mathé
2002 Best Paper Award Committee. J. Complex. 18 (3) (2002)
Peter Mathé, Sergei V. Pereverzev
Stable Summation of Orthogonal Series with Noisy Coefficients. J. Approx. Theory 118 (1) (2002)
Peter Mathé, Sergei V. Pereverzev
Direct Estimation of Linear Functionals from Indirect Noisy Observations. J. Complex. 18 (2) (2002)
Peter Mathé, Sergei V. Pereverzev
Optimal Discretization of Inverse Problems in Hilbert Scales. Regularization and Self-Regularization of Projection Methods. SIAM J. Numer. Anal. 38 (6) (2001)
Peter Mathé
Numerical Integration using Markov Chains. Monte Carlo Methods Appl. 5 (4) (1999)
Peter Mathé
Relaxation of Product Markov Chains on Product Spaces. J. Complex. 14 (3) (1998)
Peter Mathé
Asymptotically Optimal Weighted Numerical Integration. J. Complex. 14 (1) (1998)
Norbert Hofmann, Peter Mathé
On quasi-Monte Carlo simulation of stochastic differential equations. Math. Comput. 66 (218) (1997)
Peter Mathé
The Optimal Error of Monte Carlo Integration. J. Complex. 11 (4) (1995)
Peter Mathé
On Optimal Random Nets. J. Complex. 9 (1) (1993)
Peter Mathé
Random approximation of Sobolev embeddings. J. Complex. 7 (3) (1991)
Peter Mathé
-Numbers in information-based complexity. J. Complex. 6 (1) (1990)