Near-optimality of linear recovery from indirect observations

DOI10.4171/MSL/1-2-2zbMath1416.62214arXiv1704.00835OpenAlexW2962870357WikidataQ129295804 ScholiaQ129295804MaRDI QIDQ1739121

Arkadi Nemirovski, Anatoli B. Juditsky

Publication date: 25 April 2019

Published in: Mathematical Statistics and Learning (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1704.00835

zbMATH Keywords

linear estimationcovariance matrixminimax estimationnonparametric estimationconic optimization

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Density estimation (62G07) Linear regression; mixed models (62J05) Semidefinite programming (90C22) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Related Items

Tight computationally efficient approximation of matrix norms with applications, Adaptive denoising of signals with local shift-invariant structure, On Design of Polyhedral Estimates in Linear Inverse Problems, Convex Optimization for Finite-Horizon Robust Covariance Control of Linear Stochastic Systems, On polyhedral estimation of signals via indirect observations

Uses Software

• CVX

Cites Work

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