Adaptation in a class of linear inverse problems
Statistics Theory
2014-08-25 v2 Statistics Theory
Abstract
We consider the linear inverse problem of estimating an unknown signal from noisy measurements on where the linear operator admits a wavelet-vaguelette decomposition (WVD). We formulate the problem in the Gaussian sequence model and propose estimation based on complexity penalized regression on a level-by-level basis. We adopt squared error loss and show that the estimator achieves exact rate-adaptive optimality as varies over a wide range of Besov function classes.
Cite
@article{arxiv.1310.7149,
title = {Adaptation in a class of linear inverse problems},
author = {Iain M. Johnstone and Debashis Paul},
journal= {arXiv preprint arXiv:1310.7149},
year = {2014}
}
Comments
3 figures