Poisson inverse problems
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Publication:869965
DOI10.1214/009053606000000687zbMATH Open1106.62035arXivmath/0601099OpenAlexW3098521737MaRDI QIDQ869965FDOQ869965
Authors: Anestis Antoniadis, Jérémie Bigot 
Publication date: 12 March 2007
Published in: The Annals of Statistics (Search for Journal in Brave)
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.
Full work available at URL: https://arxiv.org/abs/math/0601099
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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)
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Cited In (21)
- Inverse source identification for Poisson equation
- EM-TV Methods for Inverse Problems with Poisson Noise
- High-resolution inversion of the discrete Poisson and binomial transformations
- Log density deconvolution by wavelet thresholding
- A note on consistent estimation of Kullback-Leibler discrepancy in Poisson regression
- B-splines and discretization in an inverse problem for Poisson processes
- An inverse problem for infinitely divisible moving average random fields
- A note on quasi-maximum likelihood solutions to an inverse problem for Poisson processes.
- Iteratively regularized Newton-type methods for general data misfit functionals and applications to Poisson data
- Adaptive minimax estimation of service time distribution in the \(M_t/G/\infty\) queue from departure data
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- Weighted discrepancy principle and optimal adaptivity in Poisson inverse problems
- Adaptative regularization parameter for Poisson noise with a bilevel approach: application to spectral computerized tomography
- Nonparametric intensity estimation from noisy observations of a Poisson process under unknown error distribution
- Statistical unfolding of elementary particle spectra: empirical Bayes estimation and bias-corrected uncertainty quantification
- Morozov principle for Kullback-Leibler residual term and Poisson noise
- Inverse problems with Poisson data: statistical regularization theory, applications and algorithms
- Asymptotic confidence bands in the Spektor-Lord-Willis problem via kernel estimation of intensity derivative
- Intensity estimation of non-homogeneous Poisson processes from shifted trajectories
- Poisson intensity estimation for tomographic data using a wavelet shrinkage approach
- Vector tomography for reconstructing electric fields with non-zero divergence in bounded domains
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