Discrepancy based model selection in statistical inverse problems

DOI10.1016/j.jco.2014.02.002zbMath1284.47052OpenAlexW2077640260MaRDI QIDQ2442862

Peter Mathé, Shuai Lu

Publication date: 1 April 2014

Published in: Journal of Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jco.2014.02.002

zbMATH Keywords

regularizationdiscrepancy principleparameter selectionstatistical inverse problem

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Equations and inequalities involving linear operators, with vector unknowns (47A50) Nonparametric inference (62G99) Applications of operator theory in probability theory and statistics (47N30)

Related Items (12)

Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey ⋮ A probabilistic oracle inequality and quantification of uncertainty of a modified discrepancy principle for statistical inverse problems ⋮ Optimal Convergence of the Discrepancy Principle for Polynomially and Exponentially Ill-Posed Operators under White Noise ⋮ Dual gradient method for ill-posed problems using multiple repeated measurement data ⋮ Heuristic Parameter Choice Rules for Tikhonov Regularization with Weakly Bounded Noise ⋮ Weak-norm posterior contraction rate of the 4DVAR method for linear severely ill-posed problems ⋮ Importance sampling: intrinsic dimension and computational cost ⋮ Analysis of regularized Nyström subsampling for regression functions of low smoothness ⋮ Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution ⋮ Parameter Choices for Fast Harmonic Spline Approximation ⋮ A modified discrepancy principle to attain optimal convergence rates under unknown noise ⋮ Oracle-type posterior contraction rates in Bayesian inverse problems

Uses Software

• Regularization tools

Cites Work

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