Minimax theory for a class of nonlinear statistical inverse problems

DOI10.1088/0266-5611/32/6/065003MaRDI QIDQ5739780zbMATH OpenOpenAlexFDO

Authors Kolyan Ray, Johannes Schmidt-Hieber

Publication date 20 July 2016

Published in Inverse Problems (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1512.00218

zbMATH Keywords

waveletsnonparametric regressionthresholdingadaptive estimationnonlinear statistical inverse problems

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08) Numerical methods for wavelets (65T60)

Abstract: We study a class of statistical inverse problems with non-linear pointwise operators motivated by concrete statistical applications. A two-step procedure is proposed, where the first step smoothes the data and inverts the non-linearity. This reduces the initial non-linear problem to a linear inverse problem with deterministic noise, which is then solved in a second step. The noise reduction step is based on wavelet thresholding and is shown to be minimax optimal (up to logarithmic factors) in a pointwise function-dependent sense. Our analysis is based on a modified notion of H"older smoothness scales that are natural in this setting.

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Cited in

(9)

• The taut string approach to statistical inverse problems: theory and applications
• Minimax detection of localized signals in statistical inverse problems
• A regularity class for the roots of nonnegative functions
• Estimating the memory parameter for potentially non-linear and non-Gaussian time series with wavelets
• A tutorial on Fisher information
• Convergence analysis of Tikhonov regularization for non-linear statistical inverse problems
• The Le Cam distance between density estimation, Poisson processes and Gaussian white noise
• Asymptotic nonequivalence of density estimation and Gaussian white noise for small densities
• On nonparametric maximum likelihood for a class of stochastic inverse problems

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