Total variation multiscale estimators for linear inverse problems

DOI10.1093/IMAIAI/IAAA001MaRDI QIDQ5006546zbMATH OpenOpenAlexFDO

Authors Miguel Del Álamo, Axel Munk

Publication date 16 August 2021

Published in Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1905.08515

zbMATH Keywords

interpolation inequalitiesinverse problemsminimax estimationtotal variationwavelet-vaguelette

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Applications of stochastic analysis (to PDEs, etc.) (60H30) Minimax procedures in statistical decision theory (62C20) Density estimation (62G07)

Abstract: Even though the statistical theory of linear inverse problems is a well-studied topic, certain relevant cases remain open. Among these is the estimation of functions of bounded variation ($BV$), meaning $L^1$ functions on a $d$-dimensional domain whose weak first derivatives are finite Radon measures. The estimation of $BV$ functions is relevant in many applications, since it involves minimal smoothness assumptions and gives simplified, interpretable cartoonized reconstructions. In this paper we propose a novel technique for estimating $BV$ functions in an inverse problem setting, and provide theoretical guaranties by showing that the proposed estimator is minimax optimal up to logarithms with respect to the $L^q$-risk, for any $qin[1,infty)$. This is to the best of our knowledge the first convergence result for $BV$ functions in inverse problems in dimension $dgeq2$, and it extends the results by Donoho (Appl. Comput. Harmon. Anal., 2(2):101--126, 1995) in $d=1$. Furthermore, our analysis unravels a novel regime for large $q$ in which the minimax rate is slower than $$, where $$ is the degree of ill-posedness: our analysis shows that this slower rate arises from the low smoothness of $BV$ functions. The proposed estimator combines variational regularization techniques with the wavelet-vaguelette decomposition of operators.

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Cited in

(5)

• Convergence rates for oversmoothing Banach space regularization
• Variational estimators in statistical multiscale analysis
• Inversion of large-support ill-posed linear operators using a piecewise Gaussian MRF
• Multiscale total variation estimators for regression and inverse problems
• Plug in estimation in high dimensional linear inverse problems a rigorous analysis

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