On One Property of Tikhonov Regularization Algorithm
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Nonparametric regression and quantile regression (62G08) Ridge regression; shrinkage estimators (Lasso) (62J07) Numerical methods for ill-posed problems for initial value and initial-boundary value problems involving PDEs (65M30) Numerical methods for ill-posed problems for integral equations (65R30)
Abstract: For linear inverse problem with Gaussian random noise we show that Tikhonov regularization algorithm is minimax in the class of linear estimators and is asymptotically minimax in the sense of sharp asymptotic in the class of all estimators. The results are valid if some a priori information on a Fourier coefficients of solution is provided. For trigonometric basis this a priori information implies that the solution belongs to a ball in Besov space .
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