On Design of Polyhedral Estimates in Linear Inverse Problems

DOI10.1137/22M1543331arXiv2212.12516MaRDI QIDQ6202281FDOQ6202281

Authors: Anatoli Juditsky, Arkadi Nemirovski 

Publication date: 26 March 2024

Published in: SIAM Journal on Mathematics of Data Science (Search for Journal in Brave)

Abstract: Polyhedral estimate is a generic efficiently computable nonlinear in observations routine for recovering unknown signal belonging to a given convex compact set from noisy observation of signal's linear image. Risk analysis and optimal design of polyhedral estimates may be addressed through efficient bounding of optimal values of optimization problems. Such problems are typically hard; yet, it was shown in Juditsky, Nemirovski 2019 that nearly minimax optimal ("up to logarithmic factors") estimates can be efficiently constructed when the signal set is an ellitope - a member of a wide family of convex and compact sets of special geometry (see, e.g., Juditsky, Nemirovski 2018). The subject of this paper is a new risk analysis for polyhedral estimate in the situation where the signal set is an intersection of an ellitope and an arbitrary polytope allowing for improved polyhedral estimate design in this situation.

Full work available at URL: https://arxiv.org/abs/2212.12516

Recommendations

• On polyhedral estimation of signals via indirect observations
• Adaptive estimation of convex polytopes and convex sets from noisy data
• Near-optimal recovery of linear and \(N\)-convex functions on unions of convex sets
• Near-optimality of linear recovery from indirect observations

zbMATH Keywords

sketchingnonlinear estimationstatistical linear inverse problems

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Linear regression; mixed models (62J05) Estimation in multivariate analysis (62H12)

Cites Work

• Title not available (Why is that?)
• Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition
• Minimax risk over \(l_ p\)-balls for \(l_ q\)-error
• Computational Methods for Inverse Problems
• Statistical estimation and optimal recovery
• Nonlinear estimation for linear inverse problems with error in the operator
• Wavelet decomposition approaches to statistical inverse problems
• Adaptive Wavelet Galerkin Methods for Linear Inverse Problems
• Speed of estimation in positron emission tomography and related inverse problems
• Statistical Inverse Estimation in Hilbert Scales
• Convergence Rates of General Regularization Methods for Statistical Inverse Problems and Applications
• Nonparametric estimation by convex programming
• Adaptive estimation of linear functionals in Hilbert scales from indirect white noise observa\-tions
• On pointwise adaptive nonparametric deconvolution
• Discretization effects in statistical inverse problems
• Title not available (Why is that?)
• Variational multiscale nonparametric regression: smooth functions
• Multiscale scanning in inverse problems
• Compressive statistical learning with random feature moments
• Statistical Inference via Convex Optimization
• Near-optimality of linear recovery from indirect observations
• Near-optimality of linear recovery in Gaussian observation scheme under \(\| \cdot \|_{2}^{2}\)-loss
• On polyhedral estimation of signals via indirect observations

This page was built for publication: On Design of Polyhedral Estimates in Linear Inverse Problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6202281)