Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates

DOI10.1214/13-EJS820zbMATH Open1294.62057arXiv1211.7114OpenAlexW2949647984MaRDI QIDQ351683FDOQ351683

Authors: Rida Benhaddou, Marianna Pensky, Dominique Picard 

Publication date: 9 July 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Abstract: In the present paper we consider the problem of estimating a periodic $(r+1)$-dimensional function $f$ based on observations from its noisy convolution. We construct a wavelet estimator of $f$, derive minimax lower bounds for the $L^2$-risk when $f$ belongs to a Besov ball of mixed smoothness and demonstrate that the wavelet estimator is adaptive and asymptotically near-optimal within a logarithmic factor, in a wide range of Besov balls. We prove in particular that choosing this type of mixed smoothness leads to rates of convergence which are free of the "curse of dimensionality" and, hence, are higher than usual convergence rates when $r$ is large. The problem studied in the paper is motivated by seismic inversion which can be reduced to solution of noisy two-dimensional convolution equations that allow to draw inference on underground layer structures along the chosen profiles. The common practice in seismology is to recover layer structures separately for each profile and then to combine the derived estimates into a two-dimensional function. By studying the two-dimensional version of the model, we demonstrate that this strategy usually leads to estimators which are less accurate than the ones obtained as two-dimensional functional deconvolutions. Indeed, we show that unless the function $f$ is very smooth in the direction of the profiles, very spatially inhomogeneous along the other direction and the number of profiles is very limited, the functional deconvolution solution has a much better precision compared to a combination of $M$ solutions of separate convolution equations. A limited simulation study in the case of $r=1$ confirms theoretical claims of the paper.

Full work available at URL: https://arxiv.org/abs/1211.7114

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zbMATH Keywords

minimax convergence ratefunctional deconvolutionhyperbolic waveletsseismic inversion

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Applications of statistics to physics (62P35)

Cites Work

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Cited In (11)

• Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
• Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
• Asymptotic performance of projection estimators in standard and hyperbolic wavelet bases
• Anisotropic functional deconvolution for the irregular design: A minimax study
• An Anisotropic Inf-Convolution BV Type Model for Dynamic Reconstruction
• Multivariate intensity estimation via hyperbolic wavelet selection
• On minimax convergence rates under \(L^p\)-risk for the anisotropic functional deconvolution model
• Functional deconvolution in a periodic setting: uniform case
• Anisotropic multivariate deconvolution using projection on the Laguerre basis
• Anisotropic functional Laplace deconvolution
• Minimax adaptive wavelet estimator for the anisotropic functional deconvolution model with unknown kernel

Uses Software

• ForWaRD

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