English

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 μ\mu from a noisy observation of a generalized moment of μ\mu defined as the integral of a continuous and bounded operator Φ\Phi with respect to μ\mu. When only a quadratic approximation Φm\Phi_m of the operator is known, we introduce the L2L^2 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.

Keywords

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

R2 v1 2026-06-21T13:08:55.602Z