Robust and efficient recovery of a signal passed through a filter and then contaminated by non-Gaussian noise

DOI10.1109/18.605581zbMath0881.93081OpenAlexW2122801813MaRDI QIDQ4345612

Sam Efromovich

Publication date: 16 February 1998

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1109/18.605581

zbMATH Keywords

Monte Carlodeconvolutionlinear operatorslarge noiseglobal and pointwise riskssupersmooth filters

Mathematics Subject Classification ID

Point estimation (62F10) Robustness and adaptive procedures (parametric inference) (62F35) Filtering in stochastic control theory (93E11) Sensitivity (robustness) (93B35)

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On adaptive estimation of linear functionals ⋮ Minimax and adaptive inference in nonparametric function estimation ⋮ Risk hull method and regularization by projections of ill-posed inverse problems ⋮ A note on nonparametric estimation of linear functionals. ⋮ Optimal iterative density deconvolution ⋮ The principle of penalized empirical risk in severely ill-posed problems ⋮ Recovering convex boundaries from blurred and noisy observations ⋮ Risk hull method for spectral regularization in linear statistical inverse problems ⋮ Efficient estimation of a density in a problem of tomography. ⋮ Inverse problems with non-compact operators

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