The principle of penalized empirical risk in severely ill-posed problems
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- A statistical approach to some inverse problems for partial differential equations
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- Oracle inequalities for inverse problems
- Ordered linear smoothers
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Cited in
(15)- Adaptive spectral regularizations of high dimensional linear models
- Penalized empirical risk minimization over Besov spaces
- Quadratic functional estimation in inverse problems
- On empirical Bayes approach to inverse problems
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- Risk hull method and regularization by projections of ill-posed inverse problems
- Risk hull method for spectral regularization in linear statistical inverse problems
- Adaptivity and oracle inequalities in linear statistical inverse problems: a (numerical) survey
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
- Multichannel deconvolution with long-range dependence: a minimax study
- On universal oracle inequalities related to high-dimensional linear models
- On the stability of the risk hull method for projection estimators
- Functional deconvolution in a periodic setting: uniform case
- On a dense minimizer of empirical risk in inverse problems
- On convergence rates equivalency and sampling strategies in functional deconvolution models
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