Statistical Inverse Estimation in Hilbert Scales
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Publication:4715769
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- Approximate solutions of inverse problems for nonlinear space fractional diffusion equations with randomly perturbed data
- Minimax estimation for mixtures of Wishart distributions
- The Goldenshluger-Lepski method for constrained least-squares estimators over RKHSs
- Goodness-of-fit testing the error distribution in multivariate indirect regression
- Confidence regions for images observed under the Radon transform
- Convergence Rates of Spectral Regularization Methods: A Comparison between Ill-Posed Inverse Problems and Statistical Kernel Learning
- Adaptive Gaussian inverse regression with partially unknown operator
- A two-dimensional backward heat problem with statistical discrete data
- Thresholding algorithms, maxisets and well-concentrated bases
- Adaptive minimax optimality in statistical inverse problems via SOLIT—Sharp Optimal Lepskiĭ-Inspired Tuning
- Ill-posed problems: operator methodologies of resolution and regularization
- Spatially inhomogeneous linear inverse problems with possible singularities
- Risk hull method and regularization by projections of ill-posed inverse problems
- Bayesian inverse problems with Gaussian priors
- On polyhedral estimation of signals via indirect observations
- On a backward problem for multidimensional Ginzburg-Landau equation with random data
- Parameter choices for fast harmonic spline approximation
- Testing for lack of fit in inverse regression-with applications to biophotonic imaging
- Optimal regularized hypothesis testing in statistical inverse problems
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- Approximate solution for a 2-D fractional differential equation with discrete random noise
- Penalized estimators for non linear inverse problems
- Optimal regularization for ill-posed problems in metric spaces
- Multiplicative censoring: Density estimation by a series expansion approach
- Adaptive estimation in circular functional linear models
- Hybrid samplers for ill-posed inverse problems
- Pointwise convergence in probability of general smoothing splines
- Multiscale scanning in inverse problems
- Terminal value problem for nonlinear parabolic equation with Gaussian white noise
- Asymptotics for spectral regularization estimators in statistical inverse problems
- Noise Level Free Regularization of General Linear Inverse Problems under Unconstrained White Noise
- CONVERGENCE RATES FOR ILL-POSED INVERSE PROBLEMS WITH AN UNKNOWN OPERATOR
- Convergence Rates for Linear Inverse Problems in the Presence of an Additive Normal Noise
- B-splines and discretization in an inverse problem for Poisson processes
- Identification of source term for the ill-posed Rayleigh-Stokes problem by Tikhonov regularization method
- Wavelet methods for continuous-time prediction using Hilbert-valued autoregressive processes
- Least squares approximations in linear statistical inverse learning problems
- Identification and estimation by penalization in nonparametric instrumental regression
- Oracle inequalities for inverse problems
- A note on confidence intervals for deblurred images
- Adaptive estimation of linear functionals in Hilbert scales from indirect white noise observa\-tions
- Bayesian recovery of the initial condition for the heat equation
- Minimax rates for statistical inverse problems under general source conditions
- Asymptotic normality and confidence intervals for inverse regression models with convolution-type operators
- Smooth backfitting in additive inverse regression
- On universal oracle inequalities related to high-dimensional linear models
- l1Penalty for Ill-Posed Inverse Problems
- Testing parametric models in the presence of instrumental variables
- Operator-theoretic and regularization approaches to ill-posed problems
- The principle of penalized empirical risk in severely ill-posed problems
- Moment discretization for ill-posed problems with discrete weakly bounded noise
- Approximation of mild solutions of a semilinear fractional differential equation with random noise
- Regularization of a backward problem for 2-D time-fractional diffusion equations with discrete random noise
- Towards adaptivity via a new discrepancy principle for Poisson inverse problems
- On optimal uniform deconvolution
- Regularization parameter selection in indirect regression by residual based bootstrap
- Inverse problems with non-compact operators
- Deconvolution with unknown error distribution
- On the inverse problem for nonlinear strongly damped wave equations with discrete random noise
- Weyl eigenvalue asymptotics and sharp adaptation on vector bundles
- Direct estimation of linear functionals from indirect noisy observations
- Statistical inverse estimation of source terms in the Helmholtz equation
- Nonlinear Tikhonov regularization in Hilbert scales with balancing principle tuning parameter in statistical inverse problems
- Weighted discrepancy principle and optimal adaptivity in Poisson inverse problems
- The empirical process of residuals from an inverse regression
- On adaptive inverse estimation of linear functional in Hilbert scales
- Spectral cut-off regularizations for ill-posed linear models
- scientific article; zbMATH DE number 7626743 (Why is no real title available?)
- On Design of Polyhedral Estimates in Linear Inverse Problems
- On a backward problem for two-dimensional time fractional wave equation with discrete random data
- Complexity of linear ill-posed problems in Hilbert space
- A study on regularization for discrete inverse problems with model-dependent noise
- On rate optimality for ill-posed inverse problems in econometrics
- Optimal risk rate in a functional inverse problem
- Regularization of some linear ill-posed problems with discretized random noisy data
- Adaptive complexity regularization for linear inverse problems
- Möbius deconvolution on the hyperbolic plane with application to impedance density estimation
- Demand analysis as an ill-posed inverse problem with semiparametric specification
- Adaptive spectral regularizations of high dimensional linear models
- Nonparametric regression in a statistical modified Helmholtz equation using the Fourier spectral regularization
- Maxisets for linear procedures
- Adaptive estimation for an inverse regression model with unknown operator
- Bayesian linear inverse problems in regularity scales
- Model checks in inverse regression models with convolution-type operators
- Iterate averaging, the Kalman filter, and 3DVAR for linear inverse problems
- Inverse learning in Hilbert scales
- Comments on: ``An updated review of goodness-of-fit tests for regression models
- Analysis of a quasi-reversibility method for nonlinear parabolic equations with uncertainty data
- Thresholding projection estimators in functional linear models
- Adaptive estimation in the linear random coefficients model when regressors have limited variation
- A mollifier approach to the deconvolution of probability densities
- Additive inverse regression models with convolution-type operators
- Optimal adaptation for early stopping in statistical inverse problems
- Sharp adaptation for spherical inverse problems with applications to medical imaging
- On empirical Bayes approach to inverse problems
- Variational estimators in statistical multiscale analysis
- Confidence bands for multivariate and time dependent inverse regression models
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