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Tikhonov

Tikhonov is a Russian surname derived from the given name Tikhon. It is borne by several notable individuals in science and culture. In mathematics and related fields, the name is most closely associated with Tikhonov regularization, a foundational technique for stabilizing ill-posed inverse problems by introducing a penalty term into the objective function.

Tikhonov regularization addresses the problem of recovering a quantity x from noisy observations b that are

Notable bearer: Andrey Nikolayevich Tikhonov, a Soviet mathematician who introduced the regularization concept in the 1960s.

related
to
x
through
a
forward
model
Ax
≈
b.
Direct
inversion
can
be
unstable
or
highly
sensitive
to
noise,
so
the
method
solves
a
modified
optimization
problem
that
minimizes
the
sum
of
the
data
misfit
and
a
penalty
term.
This
penalty
is
typically
alpha
times
the
squared
norm
of
Lx,
where
L
is
a
chosen
regularization
operator
and
alpha
>
0
is
a
parameter
that
balances
fidelity
to
the
data
with
the
desired
properties
of
the
solution,
such
as
smoothness.
When
L
is
the
identity,
the
approach
resembles
ridge-type
regression;
other
choices
of
L
emphasize
different
features.
The
Tikhonov–Morozov
framework
also
provides
methods
for
selecting
alpha,
often
via
the
discrepancy
principle
or
cross-validation,
to
achieve
a
stable
and
meaningful
solution.
The
technique
has
since
become
a
standard
tool
across
disciplines,
with
numerous
extensions
and
variants
for
diverse
inverse
problems,
noise
characteristics,
and
modeling
assumptions.