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

DOI10.1214/13-EJS820MaRDI QIDQ351683zbMATHOpenAlexFDO

Authors Rida Benhaddou, Marianna Pensky, Dominique Picard

Publication date 9 July 2013

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

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

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)

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.

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Cited in

(12)

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

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Uses Software

• ForWaRD

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