Functional deconvolution in a periodic setting: uniform case

DOI10.1214/07-AOS552zbMATH Open1274.62253arXivmath/0703903MaRDI QIDQ1002149FDOQ1002149

Marianna Pensky, Theofanis Sapatinas

Publication date: 25 February 2009

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

Abstract: We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where one needs to recover initial or boundary conditions on the basis of observations from a noisy solution of a partial differential equation. In the case when it is observed at a finite number of distinct points, the proposed functional deconvolution model can also be viewed as a multichannel deconvolution model. We derive minimax lower bounds for the $L^2$-risk in the proposed functional deconvolution model when $f(cdot)$ is assumed to belong to a Besov ball and the blurring function is assumed to possess some smoothness properties, including both regular-smooth and super-smooth convolutions. Furthermore, we propose an adaptive wavelet estimator of $f(cdot)$ that is asymptotically optimal (in the minimax sense), or near-optimal within a logarithmic factor, in a wide range of Besov balls. In addition, we consider a discretization of the proposed functional deconvolution model and investigate when the availability of continuous data gives advantages over observations at the asymptotically large number of points. As an illustration, we discuss particular examples for both continuous and discrete settings.

Full work available at URL: https://arxiv.org/abs/math/0703903

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zbMATH Keywords

functional datadeconvolutionBesov spacespartial differential equationsFourier analysisadaptivitywavelet analysisminimax estimatorsblock thresholdingMeyer waveletsmultichannel deconvolution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Laplace operator, Helmholtz equation (reduced wave equation), Poisson equation (35J05) Heat equation (35K05) Wave equation (35L05)

Cites Work

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Cited In (27)

• Multichannel boxcar deconvolution with growing number of channels
• Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
• Dependent functional data
• Minimax convergence rates under the \(L^p\)-risk in the functional deconvolution model
• Wavelet regression in random design with heteroscedastic dependent errors
• Global uniform risk bounds for wavelet deconvolution estimators
• Nonparametric Methods for Deconvolving Multiperiodic Functions
• Statistical deconvolution of the free Fokker-Planck equation at fixed time
• Adaptive wavelet estimator for a function and its derivatives in an indirect convolution model
• Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
• Anisotropic functional deconvolution for the irregular design: A minimax study
• Wavelet estimation of function derivatives from a multichannel deconvolution model
• On adaptive wavelet estimation of a quadratic functional from a deconvolution problem
• Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates
• Wavelet density estimators for the deconvolution of a component from a mixture
• Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
• Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model
• Wavelet deconvolution in a periodic setting with long-range dependent errors
• Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
• On minimax convergence rates under \(L^p\)-risk for the anisotropic functional deconvolution model
• Nonparametric estimation of the anisotropic probability density of mixed variables
• On convergence rates equivalency and sampling strategies in functional deconvolution models
• A deconvolution approach to estimation of a common shape in a shifted curves model
• Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\)
• Multichannel deconvolution with long-range dependence: a minimax study
• Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel
• Periodic boxcar deconvolution and Diophantine approximation

Uses Software

• ForWaRD

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