Regularization with Approximated $L^2$ Maximum Entropy Method
Statistics Theory
2009-06-03 v1 Statistics Theory
Abstract
We tackle the inverse problem of reconstructing an unknown finite measure from a noisy observation of a generalized moment of defined as the integral of a continuous and bounded operator with respect to . When only a quadratic approximation of the operator is known, we introduce the approximate maximum entropy solution as a minimizer of a convex functional subject to a sequence of convex constraints. Under several assumptions on the convex functional, the convergence of the approximate solution is established and rates of convergence are provided.
Cite
@article{arxiv.0906.0562,
title = {Regularization with Approximated $L^2$ Maximum Entropy Method},
author = {Jean-Michel Loubes and Paul Rochet},
journal= {arXiv preprint arXiv:0906.0562},
year = {2009}
}
Comments
16 pages