The principle of penalized empirical risk in severely ill-posed problems
DOI10.1007/S00440-004-0362-YzbMATH Open1064.62011OpenAlexW2067463233MaRDI QIDQ706328FDOQ706328
Authors: Yu. Golubev 
Publication date: 8 February 2005
Published in: Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00440-004-0362-y
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singular value decompositionpenalizationminimax riskpartial differential equationprojection estimatorempirical risk
Nonparametric estimation (62G05) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)
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Cited In (14)
- Penalized empirical risk minimization over Besov spaces
- Risk hull method and regularization by projections of ill-posed inverse problems
- Empirical risk minimization as parameter choice rule for general linear regularization methods
- Quadratic functional estimation in inverse problems
- Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey
- On universal oracle inequalities related to high-dimensional linear models
- On the stability of the risk hull method for projection estimators
- Risk hull method for spectral regularization in linear statistical inverse problems
- Risk estimators for choosing regularization parameters in ill-posed problems -- properties and limitations
- Adaptive spectral regularizations of high dimensional linear models
- Functional deconvolution in a periodic setting: uniform case
- On convergence rates equivalency and sampling strategies in functional deconvolution models
- Multichannel deconvolution with long-range dependence: a minimax study
- On empirical Bayes approach to inverse problems
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