Oracle inequalities for inverse problems

DOI10.1214/aos/1028674843zbMath1029.62032OpenAlexW2005530382MaRDI QIDQ1848959

Laurent Cavalier, Dominique Picard, Alexandre B. Tsybakov, Yuri K. Golubev

Publication date: 14 November 2002

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

Full work available at URL: https://projecteuclid.org/euclid.aos/1028674843

zbMATH Keywords

model selection adaptive curve estimation exact minimax constants

Mathematics Subject Classification ID

Density estimation (62G07) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05)

Related Items

Bayes procedures for adaptive inference in inverse problems for the white noise model, Early stopping for statistical inverse problems via truncated SVD estimation, Statistical properties of the method of regularization with periodic Gaussian reproducing kernel, Weyl eigenvalue asymptotics and sharp adaptation on vector bundles, Solution of linear ill-posed problems using overcomplete dictionaries, Solution of linear ill-posed problems by model selection and aggregation, Adaptive estimation for an inverse regression model with unknown operator, Adaptive density estimation using the blockwise Stein method, Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey, Variational multiscale nonparametric regression: smooth functions, Operator-theoretic and regularization approaches to ill-posed problems, Optimal Convergence of the Discrepancy Principle for Polynomially and Exponentially Ill-Posed Operators under White Noise, Computationally efficient estimators for sequential and resolution-limited inverse problems, Alternating least squares in generalized linear models, Empirical risk minimization as parameter choice rule for general linear regularization methods, Robust estimation in inverse problems via quantile coupling, Unnamed Item, Sharp oracle inequalities for aggregation of affine estimators, Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise, Information bounds for inverse problems with application to deconvolution and Lévy models, Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators, Optimal weighting for linear inverse problems, Intensity estimation of non-homogeneous Poisson processes from shifted trajectories, On the asymptotic properties of the group lasso estimator for linear models, Adaptive complexity regularization for linear inverse problems, Sharp template estimation in a shifted curves model, Adaptive spectral regularizations of high dimensional linear models, Oracle convergence rate of posterior under projection prior and Bayesian model selection, Spatially inhomogeneous linear inverse problems with possible singularities, Estimation of the distribution of random shifts deformation, Risk hull method and regularization by projections of ill-posed inverse problems, Oracle inequalities and optimal inference under group sparsity, Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding, Aggregation for Gaussian regression, Efficient nonparametric Bayesian inference for \(X\)-ray transforms, SURE Estimates for a Heteroscedastic Hierarchical Model, Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities, Confidence intervals for nonparametric regression, Sharp adaptation for spherical inverse problems with applications to medical imaging, Quadratic functional estimation in inverse problems, Periodic boxcar deconvolution and Diophantine approximation, Cytometry inference through adaptive atomic deconvolution, Optimal selection of reduced rank estimators of high-dimensional matrices, Adaptive estimation for affine stochastic delay differential equations, Adaptive Gaussian Inverse Regression with Partially Unknown Operator, Comparing parameter choice methods for regularization of ill-posed problems, The principle of penalized empirical risk in severely ill-posed problems, The Stein hull, Penalized maximum likelihood and semiparametric second-order efficiency, On nonparametric maximum likelihood for a class of stochastic inverse problems, Adaptive minimax estimation of a fractional derivative, A deconvolution approach to estimation of a common shape in a shifted curves model, Möbius deconvolution on the hyperbolic plane with application to impedance density estimation, Solution of linear ill-posed problems using random dictionaries, Methodology and convergence rates for functional linear regression, Multiscale density estimation with errors in variables, A universal procedure for aggregating estimators, Frequentist coverage of adaptive nonparametric Bayesian credible sets, On the stability of the risk hull method for projection estimators, Penalized estimators for non linear inverse problems, Risk hull method for spectral regularization in linear statistical inverse problems, A statistical view of iterative methods for linear inverse problems, l¹Penalty for Ill-Posed Inverse Problems, Empirical Bayesian test of the smoothness, Estimating linear functionals in Poisson mixture models, Excess Optimism: How Biased is the Apparent Error of an Estimator Tuned by SURE?, Test on components of mixture densities, Non-asymptotic bounds for percentiles of independent non-identical random variables, Inversion of noisy Radon transform by SVD based needlets, Ill-Posed Problems: Operator Methodologies of Resolution and Regularization, Parameter Choices for Fast Harmonic Spline Approximation, Random rates in anisotropic regression. (With discussion), Inverse problems with non-compact operators, Sharp adaptive drift estimation for ergodic diffusions: the multivariate case, Sharp adaptive estimation of the drift function for ergodic diffusions, Nonparametric methods for inference in the presence of instrumental variables

Cites Work