Optimal rates for regularization of statistical inverse learning problems
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reproducing kernel Hilbert spaceinverse problemstatistical learningminimax convergence ratesspectral regularization
Nonparametric regression and quantile regression (62G08) Asymptotic properties of nonparametric inference (62G20) Computational learning theory (68Q32) Numerical solution to inverse problems in abstract spaces (65J22) Linear operators in reproducing-kernel Hilbert spaces (including de Branges, de Branges-Rovnyak, and other structured spaces) (47B32)
Abstract: We consider a statistical inverse learning problem, where we observe the image of a function through a linear operator at i.i.d. random design points , superposed with an additive noise. The distribution of the design points is unknown and can be very general. We analyze simultaneously the direct (estimation of ) and the inverse (estimation of ) learning problems. In this general framework, we obtain strong and weak minimax optimal rates of convergence (as the number of observations grows large) for a large class of spectral regularization methods over regularity classes defined through appropriate source conditions. This improves on or completes previous results obtained in related settings. The optimality of the obtained rates is shown not only in the exponent in but also in the explicit dependency of the constant factor in the variance of the noise and the radius of the source condition set.
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