Deconvolution from Fourier-oscillating error densities under decay and smoothness restrictions
DOI10.1088/0266-5611/24/1/015003zbMATH Open1143.65106OpenAlexW2156545107MaRDI QIDQ5459029FDOQ5459029
Authors: Alexander Meister 
Publication date: 24 April 2008
Published in: Inverse Problems (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1088/0266-5611/24/1/015003
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density estimationinverse problemdeconvolutionimage deblurringconvergence ratedensity deconvolutionerror densitiessmoothness restrictions
Density estimation (62G07) Nonparametric regression and quantile regression (62G08) Numerical methods for trigonometric approximation and interpolation (65T40) Convolution, factorization for one variable harmonic analysis (42A85) Data smoothing in stochastic control theory (93E14)
Cited In (28)
- Density deconvolution from grouped data with additive errors
- Density deconvolution with associated stationary data.
- Density deconvolution with non-standard error distributions: rates of convergence and adaptive estimation
- Nonparametric function estimation under Fourier-oscillating noise
- Wavelet estimations for densities and their derivatives with Fourier oscillating noises
- Plug-in \(L_2\)-upper error bounds in deconvolution, for a mixing density estimate in \(\mathbb{R}^d\) and for its derivatives, via the \(L_1\)-error for the mixture
- Antireflective boundary conditions for deblurring problems
- Strong consistency of wavelet estimators for errors-in-variables regression model
- Global uniform risk bounds for wavelet deconvolution estimators
- Structural adaptive deconvolution under \({\mathbb{L}_p}\)-losses
- Statistical inference for renewal processes
- Minimax theory of estimation of linear functionals of the deconvolution density with or without sparsity
- Discrete-transform approach to deconvolution problems
- Adaptive sup-norm estimation of the Wigner function in noisy quantum homodyne tomography
- Sparse covariance matrix estimation in high-dimensional deconvolution
- Density deconvolution under general assumptions on the distribution of measurement errors
- Deconvolution with arbitrarily smooth kernels
- Dispersal density estimation across scales
- Bivariate uniform deconvolution
- Error bounds for spectral enhancement which are based on variable Hilbert scale inequalities
- Precise deconvolution using the Fermat number transform
- A spectral method for deconvolving a density
- Asymptotic Minimax Bounds for Stochastic Deconvolution Over Groups
- Deconvolving compactly supported densities
- Anisotropic adaptive kernel deconvolution
- Density deconvolution in a two-level heteroscedastic model with unknown error density
- Deconvolution of a cumulative distribution function with some non-standard noise densities
- Nonparametric Berkson regression under normal measurement error and bounded design
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