Related papers: Minimax optimal estimator in the stochastic invers…
The present paper provides a new representation of the solution to the fragmentation equation as a power series in the Banach space of Radon measures endowed with the total variation norm. This representation is used to justify how the…
It is common, in deconvolution problems, to assume that the measurement errors are identically distributed. In many real-life applications, however, this condition is not satisfied and the deconvolution estimators developed for…
The aim of this article is to overview the problem of mean square optimal estimation of linear functionals which depend on unknown values of periodically correlated stochastic process. Estimates are based on observations of this process and…
We consider the inverse problem for the $2$-dimensional weighted local Radon transform $R_m[f]$, where $f$ is supported in $y\geq x^2$ and $R_m[f](\xi,\eta)=\int f(x, \xi x + \eta) m(\xi, \eta, x)\,\text{d} x$ is defined near…
This work investigates an inverse problem of determining the radiative coefficient in a degenerate parabolic equation from the final overspecified data. Being different from other inverse coefficient problems in which the principle…
We present an algorithm for focusing inversion of electrical resistivity tomography (ERT) data. ERT is a typical example of ill-posed problem. Regularization is the most common way to face this kind of problems; it basically consists in…
We present a study of the numerical solution of the two dimensional electrical impedance tomography problem, with noisy measurements of the Dirichlet to Neumann map. The inversion uses parametrizations of the conductivity on optimal grids.…
The paper deals with the non-parametric estimation in the regression with the multiplicative noise. Using the local polynomial fitting and the bayesian approach, we construct the minimax on isotropic H\"older class estimator. Next applying…
We prove and apply an optimal low-rank approximation of the Cauchy kernel over separated real domains. A skeleton decomposition is the minimum over real-valued functions of the maximum relative pointwise error. We present an algorithm to…
Consider a Gaussian nonparametric regression problem having both an unknown mean function and unknown variance function. This article presents a class of difference-based kernel estimators for the variance function. Optimal convergence…
In a pioneer work, R\'ev\'esz (1973) introduces the stochastic approximation method to build up a recursive kernel estimator of the regression function $x\mapsto E(Y|X=x)$. However, according to R\'ev\'esz (1977), his estimator has two main…
We study the Inexact Restoration framework with random models for minimizing functions whose evaluation is subject to errors. We propose a constrained formulation that includes well-known stochastic problems and an algorithm applicable when…
In presence of sparse noise we propose kernel regression for predicting output vectors which are smooth over a given graph. Sparse noise models the training outputs being corrupted either with missing samples or large perturbations. The…
In min-min optimization or max-min optimization, one has to compute the gradient of a function defined as a minimum. In most cases, the minimum has no closed-form, and an approximation is obtained via an iterative algorithm. There are two…
This paper proposes a new method of bandwidth selection in kernel estimation of density and distribution functions motivated by the connection between maximisation of the entropy of probability integral transforms and maximum likelihood in…
The search for the optimal shape parameter for Radial Basis Function (RBF) kernel approximation has been an outstanding research problem for decades. In this work, we establish a theoretical framework for this problem by leveraging a…
In a separable Hilbert space, we study the minimization problem of a convex smooth function with Lipschitz continuous gradient whose evaluations are corrupted by random noise. To this end, we associate a stochastic inertial system that…
Kernel ridge regression is an important nonparametric method for estimating smooth functions. We introduce a new set of conditions, under which the actual rates of convergence of the kernel ridge regression estimator under both the L_2 norm…
Previous analysis of regularized functional linear regression in a reproducing kernel Hilbert space (RKHS) typically requires the target function to be contained in this kernel space. This paper studies the convergence performance of…
This paper addresses the problem of regression to reconstruct functions, which are observed with superimposed errors at random locations. We address the problem in reproducing kernel Hilbert spaces. It is demonstrated that the estimator,…