Risk hull method and regularization by projections of ill-posed inverse problems

From MaRDI portal
Revision as of 05:15, 30 January 2024 by Import240129110155 (talk | contribs) (Created automatically from import240129110155)
(diff) ← Older revision | Latest revision (diff) | Newer revision → (diff)

Publication:449941

DOI10.1214/009053606000000542zbMath1246.62082arXivmath/0611228OpenAlexW2034772703MaRDI QIDQ449941

Yuri K. Golubev, Laurent Cavalier

Publication date: 3 September 2012

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/math/0611228



Lua error in Module:PublicationMSCList at line 37: attempt to index local 'msc_result' (a nil value).


Related Items (38)

Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fieldsBayes procedures for adaptive inference in inverse problems for the white noise modelEarly stopping for statistical inverse problems via truncated SVD estimationTesting monotonicity of pricing kernelsSolution of linear ill-posed problems using overcomplete dictionariesSolution of linear ill-posed problems by model selection and aggregationAdaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) SurveyOperator-theoretic and regularization approaches to ill-posed problemsOptimal Convergence of the Discrepancy Principle for Polynomially and Exponentially Ill-Posed Operators under White NoiseUpper functions for positive random functionals. I: General setting and Gaussian random functionsOn universal oracle inequalities related to high-dimensional linear modelsEmpirical risk minimization as parameter choice rule for general linear regularization methodsOptimal regularized hypothesis testing in statistical inverse problemsTheory of adaptive estimationMinimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operatorsSemi‐parametric Estimation in a Single‐index Model with Endogenous VariablesAdaptive complexity regularization for linear inverse problemsAdaptive spectral regularizations of high dimensional linear modelsA new approach to estimator selectionSpatially inhomogeneous linear inverse problems with possible singularitiesSparse model selection under heterogeneous noise: exact penalisation and data-driven thresholdingUniform bounds for norms of sums of independent random functionsRegularization parameter selection in indirect regression by residual based bootstrapMultiscale scanning in inverse problemsBayesian model selection and the concentration of the posterior of hyperparametersSpectral cut-off regularizations for ill-posed linear modelsComparing parameter choice methods for regularization of ill-posed problemsThe Stein hullOn oracle inequalities related to data-driven hard thresholdingOptimal Adaptation for Early Stopping in Statistical Inverse ProblemsTikhonov-Phillips regularizations in linear models with blurred designOn the stability of the risk hull method for projection estimatorsRisk hull method for spectral regularization in linear statistical inverse problemsThe empirical process of residuals from an inverse regressionBeyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distributionIll-Posed Problems: Operator Methodologies of Resolution and RegularizationUncertainty quantification for robust variable selection and multiple testingAdaptive estimation over anisotropic functional classes via oracle approach



Cites Work


This page was built for publication: Risk hull method and regularization by projections of ill-posed inverse problems