Estimation of linear operators from scattered impulse responses
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convergence rateestimatorintegral operatorminimaxnumerical complexityradial basis functionsreproducing kernel Hilbert spacesscattered approximation
Spline approximation (41A15) Rate of convergence, degree of approximation (41A25) Linear operator approximation theory (47A58) Estimation in multivariate analysis (62H12) Numerical methods for wavelets (65T60) Approximation algorithms (68W25) Sampling theory in information and communication theory (94A20)
Abstract: We provide a new estimator of integral operators with smooth kernels, obtained from a set of scattered and noisy impulse responses. The proposed approach relies on the formalism of smoothing in reproducing kernel Hilbert spaces and on the choice of an appropriate regularization term that takes the smoothness of the operator into account. It is numerically tractable in very large dimensions. We study the estimator's robustness to noise and analyze its approximation properties with respect to the size and the geometry of the dataset. In addition, we show minimax optimality of the proposed estimator.
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Cited in
(5)- Approximation of integral operators using product-convolution expansions
- Scalable Matrix-Free Adaptive Product-Convolution Approximation for Locally Translation-Invariant Operators
- A scalable estimator of sets of integral operators
- Point spread function approximation of high-rank Hessians with locally supported nonnegative integral kernels
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