English

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 ff from noisy measurements on KfKf where the linear operator KK 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 ff varies over a wide range of Besov function classes.

Keywords

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

R2 v1 2026-06-22T01:54:44.610Z