On convergence rates equivalency and sampling strategies in functional deconvolution models

DOI10.1214/09-AOS767zbMATH Open1352.62050arXiv0906.0423OpenAlexW2090107570MaRDI QIDQ973885FDOQ973885

Authors: Marianna Pensky, Theofanis Sapatinas 

Publication date: 26 May 2010

Published in: The Annals of Statistics (Search for Journal in Brave)

Abstract: Using the asymptotical minimax framework, we examine convergence rates equivalency between a continuous functional deconvolution model and its real-life discrete counterpart over a wide range of Besov balls and for the $L^2$-risk. For this purpose, all possible models are divided into three groups. For the models in the first group, which we call uniform, the convergence rates in the discrete and the continuous models coincide no matter what the sampling scheme is chosen, and hence the replacement of the discrete model by its continuous counterpart is legitimate. For the models in the second group, to which we refer as regular, one can point out the best sampling strategy in the discrete model, but not every sampling scheme leads to the same convergence rates; there are at least two sampling schemes which deliver different convergence rates in the discrete model (i.e., at least one of the discrete models leads to convergence rates that are different from the convergence rates in the continuous model). The third group consists of models for which, in general, it is impossible to devise the best sampling strategy; we call these models irregular. We formulate the conditions when each of these situations takes place. In the regular case, we not only point out the number and the selection of sampling points which deliver the fastest convergence rates in the discrete model but also investigate when, in the case of an arbitrary sampling scheme, the convergence rates in the continuous model coincide or do not coincide with the convergence rates in the discrete model. We also study what happens if one chooses a uniform, or a more general pseudo-uniform, sampling scheme which can be viewed as an intuitive replacement of the continuous model.

Full work available at URL: https://arxiv.org/abs/0906.0423

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zbMATH Keywords

functional datadeconvolutionthresholdingBesov spacespartial differential equationsFourier analysisadaptivitywavelet analysisminimax estimatorsblock thresholdingMeyer waveletsmultichannel deconvolution

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Nonparametric regression and quantile regression (62G08)

Cites Work

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Cited In (12)

• Multichannel boxcar deconvolution with growing number of channels
• Anisotropic functional deconvolution with long-memory noise: the case of a multi-parameter fractional Wiener sheet
• Statistical deconvolution of the free Fokker-Planck equation at fixed time
• Anisotropic functional deconvolution for the irregular design: A minimax study
• Wavelet estimation of function derivatives from a multichannel deconvolution model
• Wavelet-Based Density Estimation in a Heteroscedastic Convolution Model
• Anisotropic de-noising in functional deconvolution model with dimension-free convergence rates
• Block thresholding for wavelet-based estimation of function derivatives from a heteroscedastic multichannel convolution model
• On minimax convergence rates under \(L^p\)-risk for the anisotropic functional deconvolution model
• Functional deconvolution in a periodic setting: uniform case
• Multichannel deconvolution with long range dependence: upper bounds on the \(L^p\)-risk \((1 \leq p < \infty)\)
• Multichannel deconvolution with long-range dependence: a minimax study

Uses Software

• ForWaRD
• reccv

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