Related papers: Adaptation in a class of linear inverse problems
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…
Solving inverse problems involving measurement noise and modeling errors requires regularization in order to avoid data overfit. Geophysical inverse problems, in which the Earth's highly heterogeneous structure is unknown, present a…
The paper deals with generalized functional regression. The aim is to estimate the influence of covariates on observations, drawn from an exponential distribution. The link considered has a semiparametric expression: if we are interested in…
Study of a simple single-trace transmission example shows how an extended source formulation of full-waveform inversion can produce an optimization problem without spurious local minima ("cycle skipping"), hence efficiently solvable via…
Identification of a linear time-invariant dynamical system from partial observations is a fundamental problem in control theory. Particularly challenging are systems exhibiting long-term memory. A natural question is how learn such systems…
We study empirical and hierarchical Bayes approaches to the problem of estimating an infinite-dimensional parameter in mildly ill-posed inverse problems. We consider a class of prior distributions indexed by a hyperparameter that quantifies…
The problem of known signal detection in Additive White Gaussian Noise is considered. In previous work, a new detection scheme was introduced by the authors, and it was demonstrated that optimum performance cannot be reached in a real…
The main features of the statistical approach to inverse problems are described on the example of a linear model with additive noise. The approach does not use any Bayesian hypothesis regarding an unknown object; instead, the standard…
In this paper, adaptive estimation based on noisy quantized observations is studied. A low complexity adaptive algorithm using a quantizer with adjustable input gain and offset is presented. Three possible scalar models for the parameter to…
Consider a noisy linear observation model with an unknown permutation, based on observing $y = \Pi^* A x^* + w$, where $x^* \in \mathbb{R}^d$ is an unknown vector, $\Pi^*$ is an unknown $n \times n$ permutation matrix, and $w \in…
This paper is first devoted to study an adaptive wavelet based estimator of the long memory parameter for linear processes in a general semi-parametric frame. This is an extension of Bardet {\it et al.} (2008) which only concerned Gaussian…
Inverse problems can be described as limited-data problems in which the signal of interest cannot be observed directly. A physics-based forward model that relates the signal with the observations is typically needed. Unfortunately, unknown…
In this paper we consider regression problems subject to arbitrary noise in the operator or design matrix. This characterization appropriately models many physical phenomena with uncertainty in the regressors. Although the problem has been…
In this work, we investigate the use of Besov priors in the context of Bayesian inverse problems. The solution to Bayesian inverse problems is the posterior distribution which naturally enables us to interpret the uncertainties. Besov…
In this paper we consider the reconstruction problem of photoacoustic tomography (PAT) with a flat observation surface. We develop a direct reconstruction method that employs regularization with wavelet sparsity constraints. To that end, we…
We constuct a sequential adaptive procedure for estimating the autoregressive function at a given point in nonparametric autoregression models with Gaussian noise. We make use of the sequential kernel estimators. The optimal adaptive…
We investigate an empirical Bayesian nonparametric approach to a family of linear inverse problems with Gaussian prior and Gaussian noise. We consider a class of Gaussian prior probability measures with covariance operator indexed by a…
We consider the Bayesian approach to linear inverse problems when the underlying operator depends on an unknown parameter. Allowing for finite dimensional as well as infinite dimensional parameters, the theory covers several models with…
We consider a Bayesian nonparametric approach to a family of linear inverse problems in a separable Hilbert space setting with Gaussian noise. We assume Gaussian priors, which are conjugate to the model, and present a method of identifying…
We consider the problem of learning a coefficient vector $x_{0}$ in $R^{N}$ from noisy linear observations $y=Fx_{0}+w$ in $R^{M}$ in the high dimensional limit $M,N$ to infinity with $\alpha=M/N$ fixed. We provide a rigorous derivation of…