On polyhedral estimation of signals via indirect observations
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Publication:2293715
Abstract: We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear in observations "polyhedral" estimate along with computation-friendly techniques for its design and risk analysis. We demonstrate that under favorable circumstances the resulting estimate is provably near-optimal in the minimax sense, the "favorable circumstances" being less restrictive than the weakest known so far assumptions ensuring near-optimality of estimates which are linear in observations.
The author develops a simple generic efficiently computable nonlinear in observations ``polyhedral estimate along with computation-friendly techniques for its design and risk analysis. Assumptions \begin{itemize} \item a nonempty computationally tractable convex compact signal set \(X \subset \mathbb R^n\), \item sensing matrix \(A \in \mathbb R^{m\times n}\), decoding matrix \(B \in \mathbb R^{\nu\times n}\), \end{itemize} \[\zeta= A_x + \xi_x \tag{1}\] Estimation problem (1) is a (nonparametric) linear inverse problem. The problem, that is to recover \(w = B_x\) for a given observation \(\zeta\), where \(x\) is the signal underlying the observation, has been solved by author.
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- High-dimensional estimation with geometric constraints
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Cited in
(10)- Near-optimality of linear recovery from indirect observations
- Aggregating estimates by convex optimization
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- Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
- High-dimensional estimation with geometric constraints
- Near-optimal recovery of linear and N-convex functions on unions of convex sets
- On Design of Polyhedral Estimates in Linear Inverse Problems
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