Pages that link to "Item:Q449941"
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The following pages link to Risk hull method and regularization by projections of ill-posed inverse problems (Q449941):
Displaying 38 items.
- Upper functions for \(\mathbb{L}_{p}\)-norms of Gaussian random fields (Q265267) (← links)
- 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)
- Upper functions for positive random functionals. I: General setting and Gaussian random functions (Q359388) (← links)
- Comparing parameter choice methods for regularization of ill-posed problems (Q551477) (← links)
- On universal oracle inequalities related to high-dimensional linear models (Q605926) (← links)
- Uniform bounds for norms of sums of independent random functions (Q653305) (← links)
- On oracle inequalities related to data-driven hard thresholding (Q718892) (← links)
- Tikhonov-Phillips regularizations in linear models with blurred design (Q726578) (← links)
- Beyond the Bakushinkii veto: regularising linear inverse problems without knowing the noise distribution (Q777510) (← links)
- On the stability of the risk hull method for projection estimators (Q1011518) (← links)
- Early stopping for statistical inverse problems via truncated SVD estimation (Q1616307) (← links)
- Testing monotonicity of pricing kernels (Q1621677) (← links)
- Solution of linear ill-posed problems by model selection and aggregation (Q1639200) (← 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)
- A new approach to estimator selection (Q1708984) (← links)
- Adaptive complexity regularization for linear inverse problems (Q1951768) (← links)
- Adaptive spectral regularizations of high dimensional linear models (Q1952239) (← links)
- Multiscale scanning in inverse problems (Q1990595) (← links)
- Uncertainty quantification for robust variable selection and multiple testing (Q2106788) (← links)
- Empirical risk minimization as parameter choice rule for general linear regularization methods (Q2179243) (← links)
- Bayesian model selection and the concentration of the posterior of hyperparameters (Q2259290) (← links)
- Spectral cut-off regularizations for ill-posed linear models (Q2261917) (← links)
- The empirical process of residuals from an inverse regression (Q2322945) (← links)
- Adaptive estimation over anisotropic functional classes via oracle approach (Q2352739) (← links)
- Spatially inhomogeneous linear inverse problems with possible singularities (Q2438765) (← links)
- Sparse model selection under heterogeneous noise: exact penalisation and data-driven thresholding (Q2447094) (← links)
- Semi‐parametric Estimation in a Single‐index Model with Endogenous Variables (Q2965541) (← links)
- Risk hull method for spectral regularization in linear statistical inverse problems (Q3085589) (← links)
- Ill-Posed Problems: Operator Methodologies of Resolution and Regularization (Q3120064) (← links)
- The Stein hull (Q3589222) (← links)
- Adaptivity and Oracle Inequalities in Linear Statistical Inverse Problems: A (Numerical) Survey (Q4554185) (← links)
- Optimal Adaptation for Early Stopping in Statistical Inverse Problems (Q4689165) (← links)
- Optimal Convergence of the Discrepancy Principle for Polynomially and Exponentially Ill-Posed Operators under White Noise (Q5073867) (← links)
- Regularization parameter selection in indirect regression by residual based bootstrap (Q5134476) (← links)
- Optimal regularized hypothesis testing in statistical inverse problems (Q6141561) (← links)
- Theory of adaptive estimation (Q6200220) (← links)