English

Multichannel Boxcar Deconvolution with Growing Number of Channels

Statistics Theory 2011-03-18 v1 Statistics Theory

Abstract

We consider the problem of estimating the unknown response function in the multichannel deconvolution model with a boxcar-like kernel which is of particular interest in signal processing. It is known that, when the number of channels is finite, the precision of reconstruction of the response function increases as the number of channels MM grow (even when the total number of observations nn for all channels MM remains constant) and this requires that the parameter of the channels form a Badly Approximable MM-tuple. Recent advances in data collection and recording techniques made it of urgent interest to study the case when the number of channels M=MnM=M_n grow with the total number of observations nn. However, in real-life situations, the number of channels M=MnM = M_n usually refers to the number of physical devices and, consequently, may grow to infinity only at a slow rate as nn \rightarrow \infty. When M=MnM=M_n grows slowly as nn increases, we develop a procedure for the construction of a Badly Approximable MM-tuple on a specified interval, of a non-asymptotic length, together with a lower bound associated with this MM-tuple, which explicitly shows its dependence on MM as MM is growing. This result is further used for the evaluation of the L2L^2-risk of the suggested adaptive wavelet thresholding estimator of the unknown response function and, furthermore, for the choice of the optimal number of channels MM which minimizes the L2L^2-risk.

Cite

@article{arxiv.1102.2298,
  title  = {Multichannel Boxcar Deconvolution with Growing Number of Channels},
  author = {Marianna Pensky and Theofanis Sapatinas},
  journal= {arXiv preprint arXiv:1102.2298},
  year   = {2011}
}

Comments

25 pages (To appear in: Electronic Journal of Statistics)

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