Poisson inverse problems
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Publication:869965
Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Non-Markovian processes: estimation (62M09) Applications of functional analysis in probability theory and statistics (46N30) Numerical methods for wavelets (65T60) Numerical solutions to equations with linear operators (65J10)
Abstract: In this paper we focus on nonparametric estimators in inverse problems for Poisson processes involving the use of wavelet decompositions. Adopting an adaptive wavelet Galerkin discretization, we find that our method combines the well-known theoretical advantages of wavelet--vaguelette decompositions for inverse problems in terms of optimally adapting to the unknown smoothness of the solution, together with the remarkably simple closed-form expressions of Galerkin inversion methods. Adapting the results of Barron and Sheu [Ann. Statist. 19 (1991) 1347--1369] to the context of log-intensity functions approximated by wavelet series with the use of the Kullback--Leibler distance between two point processes, we also present an asymptotic analysis of convergence rates that justifies our approach. In order to shed some light on the theoretical results obtained and to examine the accuracy of our estimates in finite samples, we illustrate our method by the analysis of some simulated examples.
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Cites work
- scientific article; zbMATH DE number 4153762 (Why is no real title available?)
- scientific article; zbMATH DE number 1271137 (Why is no real title available?)
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Cited in
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- Adaptive minimax estimation of service time distribution in the \(M_t/G/\infty\) queue from departure data
- B-splines and discretization in an inverse problem for Poisson processes
- Towards adaptivity via a new discrepancy principle for Poisson inverse problems
- A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
- Iteratively regularized Newton-type methods for general data misfit functionals and applications to Poisson data
- Log density deconvolution by wavelet thresholding
- Inverse source identification for Poisson equation
- Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification
- Nonparametric estimation of Mark's distribution of an exponential shot-noise process
- A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes.
- Vector tomography for reconstructing electric fields with non-zero divergence in bounded domains
- High-resolution inversion of the discrete Poisson and binomial transformations
- Adaptative regularization parameter for Poisson noise with a bilevel approach: application to spectral computerized tomography
- Morozov principle for Kullback-Leibler residual term and Poisson noise
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- Inverse problems with Poisson data: statistical regularization theory, applications and algorithms
- Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
- Poisson intensity estimation for tomographic data using a wavelet shrinkage approach
- Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative
- Weighted discrepancy principle and optimal adaptivity in Poisson inverse problems
- EM-TV Methods for Inverse Problems with Poisson Noise
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