Sharp adaptation for inverse problems with random noise
From MaRDI portal
Publication:1849287
DOI10.1007/s004400100169zbMath1039.62031OpenAlexW2017815792MaRDI QIDQ1849287
Laurent Cavalier, Alexandre B. Tsybakov
Publication date: 1 December 2002
Published in: Probability Theory and Related Fields (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s004400100169
deconvolutiontomographyoracle inequalitiesstatistical inverse problemadaptive curve estimationexact minimax constants
Density estimation (62G07) Estimation in multivariate analysis (62H12) Asymptotic properties of nonparametric inference (62G20) Nonparametric estimation (62G05) Minimax procedures in statistical decision theory (62C20)
Related Items
Bayes procedures for adaptive inference in inverse problems for the white noise model, Significance testing in non-sparse high-dimensional linear models, Weyl eigenvalue asymptotics and sharp adaptation on vector bundles, Solution of linear ill-posed problems by model selection and aggregation, Minimax and adaptive inference in nonparametric function estimation, Model Checks in Inverse Regression Models with Convolution-Type Operators, Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey, Optimal eigen expansions and uniform bounds, Computationally efficient estimators for sequential and resolution-limited inverse problems, Inverse problems for stochastic parabolic equations with additive noise, Thresholding estimators for linear inverse problems and deconvolutions, Robust estimation in inverse problems via quantile coupling, Adaptive and efficient estimation in the Gaussian sequence model, Adaptive estimation of a function from its exponential Radon transform in presence of noise, Sharp oracle inequalities for aggregation of affine estimators, Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators, On adaptive wavelet estimation of a quadratic functional from a deconvolution problem, Blockwise SVD with error in the operator and application to blind deconvolution, Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model, Asymptotic equivalence of functional linear regression and a white noise inverse problem, Adaptive complexity regularization for linear inverse problems, Jump estimation in inverse regression, Sharp template estimation in a shifted curves model, Stein shrinkage and second-order efficiency for semiparametric estimation of the shift, Conditional stability in determination of initial data for stochastic parabolic equations, Additive inverse regression models with convolution-type operators, Risk hull method and regularization by projections of ill-posed inverse problems, Adaptive wavelet estimator for a function and its derivatives in an indirect convolution model, Regularization parameter selection in indirect regression by residual based bootstrap, Bayesian linear inverse problems in regularity scales, Lipschitz stability for a semi-linear inverse stochastic transport problem, Determination of two unknowns simultaneously for stochastic Euler-Bernoulli beam equations, Multiscale scanning in inverse problems, Importance sampling: intrinsic dimension and computational cost, DEMAND ANALYSIS AS AN ILL-POSED INVERSE PROBLEM WITH SEMIPARAMETRIC SPECIFICATION, Optimal iterative density deconvolution, Minimax signal detection in ill-posed inverse problems, Asymptotics for spectral regularization estimators in statistical inverse problems, Sharp adaptation for spherical inverse problems with applications to medical imaging, Periodic boxcar deconvolution and Diophantine approximation, Minimax nonparametric testing in a problem related to the Radon transform, Adaptive estimation for affine stochastic delay differential equations, The principle of penalized empirical risk in severely ill-posed problems, The Stein hull, Maxisets for linear procedures, Optimal change-point estimation from indirect observations, On optimal uniform deconvolution, REGULARIZING PRIORS FOR LINEAR INVERSE PROBLEMS, General empirical Bayes wavelet methods and exactly adaptive minimax estimation, Multiscale density estimation with errors in variables, Risk hull method for spectral regularization in linear statistical inverse problems, Adaptive Global Testing for Functional Linear Models, Estimating linear functionals in Poisson mixture models, Bayesian inverse problems with partial observations, Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators, The empirical process of residuals from an inverse regression, Goodness-of-fit testing the error distribution in multivariate indirect regression, Inversion of noisy Radon transform by SVD based needlets, Global Uniqueness for an Inverse Stochastic Hyperbolic Problem with Three Unknowns, Sharp adaptive estimation of linear functionals., Adaptive prediction and estimation in linear regression with infinitely many parameters., Random rates in anisotropic regression. (With discussion), Oracle inequalities for inverse problems, Inverse problems with non-compact operators, Confidence bands for multivariate and time dependent inverse regression models, Nonparametric regression in a statistical modified Helmholtz equation using the Fourier spectral regularization