Pages that link to "Item:Q1848959"

The following pages link to Oracle inequalities for inverse problems (Q1848959):

Displaying 50 items.

• Bayes procedures for adaptive inference in inverse problems for the white noise model (Q267016) (← links)
• Solution of linear ill-posed problems using overcomplete dictionaries (Q309741) (← links)
• Computationally efficient estimators for sequential and resolution-limited inverse problems (Q364203) (← links)
• Risk hull method and regularization by projections of ill-posed inverse problems (Q449941) (← links)
• Quadratic functional estimation in inverse problems (Q537459) (← links)
• Optimal selection of reduced rank estimators of high-dimensional matrices (Q548562) (← links)
• Comparing parameter choice methods for regularization of ill-posed problems (Q551477) (← links)
• Oracle inequalities and optimal inference under group sparsity (Q651028) (← links)
• Efficient nonparametric Bayesian inference for \(X\)-ray transforms (Q666595) (← links)
• The principle of penalized empirical risk in severely ill-posed problems (Q706328) (← links)
• Solution of linear ill-posed problems using random dictionaries (Q721620) (← links)
• Sharp adaptive estimation of the drift function for ergodic diffusions (Q817979) (← links)
• Nonparametric methods for inference in the presence of instrumental variables (Q817999) (← links)
• Weyl eigenvalue asymptotics and sharp adaptation on vector bundles (Q842915) (← links)
• Adaptive density estimation using the blockwise Stein method (Q850749) (← links)
• Information bounds for inverse problems with application to deconvolution and Lévy models (Q902884) (← links)
• Structural adaptation via \(\mathbb L_p\)-norm oracle inequalities (Q957721) (← links)
• A deconvolution approach to estimation of a common shape in a shifted curves model (Q988011) (← links)
• Möbius deconvolution on the hyperbolic plane with application to impedance density estimation (Q988012) (← links)
• Methodology and convergence rates for functional linear regression (Q997371) (← links)
• A universal procedure for aggregating estimators (Q1002171) (← links)
• On the stability of the risk hull method for projection estimators (Q1011518) (← links)
• A statistical view of iterative methods for linear inverse problems (Q1019114) (← links)
• Empirical Bayesian test of the smoothness (Q1019516) (← links)
• Inversion of noisy Radon transform by SVD based needlets (Q1045707) (← links)
• Early stopping for statistical inverse problems via truncated SVD estimation (Q1616307) (← links)
• Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← links)
• Variational multiscale nonparametric regression: smooth functions (Q1650131) (← links)
• Operator-theoretic and regularization approaches to ill-posed problems (Q1655963) (← links)
• Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators (Q1700386) (← links)
• Periodic boxcar deconvolution and Diophantine approximation (Q1766117) (← links)
• Adaptive estimation for affine stochastic delay differential equations (Q1767483) (← links)
• Random rates in anisotropic regression. (With discussion) (Q1848941) (← links)
• Statistical properties of the method of regularization with periodic Gaussian reproducing kernel (Q1879972) (← links)
• Robust estimation in inverse problems via quantile coupling (Q1934456) (← links)
• Sharp oracle inequalities for aggregation of affine estimators (Q1940775) (← links)
• Intensity estimation of non-homogeneous Poisson processes from shifted trajectories (Q1951141) (← links)
• On the asymptotic properties of the group lasso estimator for linear models (Q1951765) (← links)
• Adaptive complexity regularization for linear inverse problems (Q1951768) (← links)
• Sharp template estimation in a shifted curves model (Q1952089) (← links)
• Adaptive spectral regularizations of high dimensional linear models (Q1952239) (← links)
• Alternating least squares in generalized linear models (Q2173223) (← links)
• Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243) (← links)
• Non-asymptotic bounds for percentiles of independent non-identical random variables (Q2322654) (← links)
• Sharp adaptive drift estimation for ergodic diffusions: the multivariate case (Q2348295) (← links)
• Oracle convergence rate of posterior under projection prior and Bayesian model selection (Q2437894) (← links)
• Spatially inhomogeneous linear inverse problems with possible singularities (Q2438765) (← links)
• Estimation of the distribution of random shifts deformation (Q2439212) (← links)
• Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
• Aggregation for Gaussian regression (Q2456016) (← links)