Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions

DOI10.1088/0266-5611/24/1/015003zbMath1143.65106MaRDI QIDQ5459029

Alexander Meister

Publication date: 24 April 2008

Published in: Inverse Problems (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1088/0266-5611/24/1/015003

zbMATH Keywords

inverse problem; convergence rate; deconvolution; density estimation; image deblurring; density deconvolution; error densities; smoothness restrictions

Mathematics Subject Classification ID

62G08: Nonparametric regression and quantile regression

62G07: Density estimation

93E14: Data smoothing in stochastic control theory

42A85: Convolution, factorization for one variable harmonic analysis

65T40: Numerical methods for trigonometric approximation and interpolation

Related Items

Statistical Inference for Renewal Processes, Plug-in L₂-upper error bounds in deconvolution, for a mixing density estimate in R^d and for its derivatives, via the L₁-error for the mixture, Dispersal density estimation across scales, Density deconvolution with associated stationary data., Antireflective boundary conditions for deblurring problems, Error bounds for spectral enhancement which are based on variable Hilbert scale inequalities, Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses, Nonparametric Berkson regression under normal measurement error and bounded design, Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography, Density deconvolution from grouped data with additive errors, Anisotropic adaptive kernel deconvolution, Density deconvolution in a two-level heteroscedastic model with unknown error density, Density deconvolution under general assumptions on the distribution of measurement errors, Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation, Deconvolution of a cumulative distribution function with some non-standard noise densities, Strong consistency of wavelet estimators for errors-in-variables regression model, Wavelet estimations for densities and their derivatives with Fourier oscillating noises, Sparse covariance matrix estimation in high-dimensional deconvolution, Global uniform risk bounds for wavelet deconvolution estimators, Bivariate uniform deconvolution, A SPECTRAL METHOD FOR DECONVOLVING A DENSITY

Uses Software

• ForWaRD