Minimax rates for statistical inverse problems under general source conditions
Statistics Theory
2017-11-16 v2 Statistics Theory
Abstract
We describe the minimax reconstruction rates in linear ill-posed equations in Hilbert space when smoothness is given in terms of general source sets. The underlying fundamental result, the minimax rate on ellipsoids, is proved similarly to the seminal study by D. L. Donoho, R.~C. Liu, and B. MacGibbon, {\it Minimax risk over hyperrectangles, and implications}, Ann.~ Statist. 18, 1990. These authors highlighted the special role of the truncated series estimator, and for such estimators the risk can explicitly be given. We provide several examples, indicating results for statistical estimation in ill-posed problems in Hilbert space.
Cite
@article{arxiv.1707.01706,
title = {Minimax rates for statistical inverse problems under general source conditions},
author = {LiTao Ding and Peter Mathé},
journal= {arXiv preprint arXiv:1707.01706},
year = {2017}
}