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This article is cited in 28 scientific papers (total in 28 papers)
Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems
L. Cavalier, Yu. F. Golubev, O. V. Lepskiĭ, A. Tsybakov Université de Provence
Abstract:
We consider the problem of solving linear operator equations from noisy
data under the assumptions that the singular values of the operator
decrease exponentially fast and that the underlying solution is
also exponentially smooth in the Fourier domain. We suggest an estimator
of the solution based on a running version of block thresholding
in the space of Fourier coefficients. This estimator is shown to be
sharp adaptive to the unknown smoothness of the solution.
Keywords:
linear operator equation, white Gaussian noise, adaptive estimation, running block thresholding.
Received: 23.07.2002
Citation:
L. Cavalier, Yu. F. Golubev, O. V. Lepskiǐ, A. Tsybakov, “Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems”, Teor. Veroyatnost. i Primenen., 48:3 (2003), 534–556; Theory Probab. Appl., 48:3 (2004), 426–446
Linking options:
https://www.mathnet.ru/eng/tvp269https://doi.org/10.4213/tvp269 https://www.mathnet.ru/eng/tvp/v48/i3/p534
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