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In this paper, we study the minimax rates and provide an implementable convex algorithm for Poisson inverse problems under weak sparsity and physical constraints. In particular we assume the model $y_i \sim \mbox{Poisson}(Ta_i^{\top}f^*)$…

Statistics Theory · Mathematics 2017-12-19 Yuan Li , Garvesh Raskutti

We consider the problem of recovering linear image of unknown signal belonging to a given convex compact signal set from noisy observation of another linear image of the signal. We develop a simple generic efficiently computable nonlinear…

Statistics Theory · Mathematics 2019-04-12 Anatoli Juditsky , Arkadi Nemirovski

We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right hand side is unknown and only accessible through discretised measurements corrupted by white noise with unknown arbitrary…

Numerical Analysis · Mathematics 2023-02-14 Bastian Harrach , Tim Jahn , Roland Potthast

We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…

Statistics Theory · Mathematics 2012-11-02 Jérémie Bigot , Theofanis Sapatinas

Linear inverse problems are ubiquitous. Often the measurements do not follow a Gaussian distribution. Additionally, a model matrix with a large condition number can complicate the problem further by making it ill-posed. In this case, the…

We consider the problem of detecting (testing) Gaussian stochastic sequences (signals) with imprecisely known means and covariance matrices. The alternative is independent identically distributed zero-mean Gaussian random variables with…

Information Theory · Computer Science 2023-02-28 Marat V. Burnashev

The authors discuss how general regularization schemes, in particular linear regularization schemes and projection schemes, can be used to design tests for signal detection in statistical inverse problems. It is shown that such tests can…

Statistics Theory · Mathematics 2013-04-04 Clément Marteau , Peter Mathé

In this work we study the inverse boundary value problem of determining the refractive index in the acoustic equation. It is known that this inverse problem is ill-posed. Nonetheless, we show that the ill-posedness decreases when we…

Analysis of PDEs · Mathematics 2011-10-25 Sei Nagayasu , Gunther Uhlmann , Jenn-Nan Wang

We consider the problem of recovering a signal observed in Gaussian noise. If the set of signals is convex and compact, and can be specified beforehand, one can use classical linear estimators that achieve a risk within a constant factor of…

Statistics Theory · Mathematics 2017-06-05 Dmitry Ostrovsky , Zaid Harchaoui , Anatoli Juditsky , Arkadi Nemirovski

We study a minimax risk of estimating inverse functions on a plane, while keeping an estimator is also invertible. Learning invertibility from data and exploiting an invertible estimator are used in many domains, such as statistics,…

Statistics Theory · Mathematics 2023-12-27 Akifumi Okuno , Masaaki Imaizumi

This paper is concerned with exponentially ill-posed operator equations with additive impulsive noise on the right hand side, i.e. the noise is large on a small part of the domain and small or zero outside. It is well known that Tikhonov…

Numerical Analysis · Mathematics 2016-03-18 Claudia König , Frank Werner , Thorsten Hohage

This paper considers fundamental limits for solving sparse inverse problems in the presence of Poisson noise with physical constraints. Such problems arise in a variety of applications, including photon-limited imaging systems based on…

Statistics Theory · Mathematics 2014-03-27 Xin Jiang , Garvesh Raskutti , Rebecca Willett

We study the functional linear regression model with a scalar response and a Hilbert space-valued predictor, a canonical example of an ill-posed inverse problem. We show that the functional partial least squares (PLS) estimator attains…

Statistics Theory · Mathematics 2025-05-08 Andrii Babii , Marine Carrasco , Idriss Tsafack

Polyhedral estimate is a generic efficiently computable nonlinear in observations routine for recovering unknown signal belonging to a given convex compact set from noisy observation of signal's linear image. Risk analysis and optimal…

Statistics Theory · Mathematics 2022-12-26 Anatoli Juditsky , Arkadi Nemirovski

In this paper, we consider several geometric inverse problems for linear elliptic systems. We prove uniqueness and stability results. In particular, we show the way that the observation depends on the perturbations of the domain. In some…

Analysis of PDEs · Mathematics 2024-02-02 Raul K. C. Araújo , Enrique Fernández-Cara , Diego A. Souza

A common problem in the sciences is that a signal of interest is observed only indirectly, through smooth functionals of the signal whose values are then obscured by noise. In such inverse problems, the functionals dampen or entirely…

Methodology · Statistics 2012-07-04 Darren Homrighausen , Christopher R. Genovese

In the standard Gaussian linear measurement model $Y=X\mu_0+\xi \in \mathbb{R}^m$ with a fixed noise level $\sigma>0$, we consider the problem of estimating the unknown signal $\mu_0$ under a convex constraint $\mu_0 \in K$, where $K$ is a…

Statistics Theory · Mathematics 2022-01-24 Qiyang Han

In this paper, we clarify the relations between the existing sets of regularity conditions for convergence rates of nonparametric indirect regression (NPIR) and nonparametric instrumental variables (NPIV) regression models. We establish…

Statistics Theory · Mathematics 2007-09-14 Xiaohong Chen , Markus Reiss

We provide a unified treatment of a broad class of noisy structure recovery problems, known as structured normal means problems. In this setting, the goal is to identify, from a finite collection of Gaussian distributions with different…

Machine Learning · Statistics 2016-01-27 Akshay Krishnamurthy

We provide an overview of recent progress in statistical inverse problems with random experimental design, covering both linear and nonlinear inverse problems. Different regularization schemes have been studied to produce robust and stable…

Statistics Theory · Mathematics 2023-12-27 Abhishake , Tapio Helin , Nicole Mücke