Block thresholding and sharp adaptive estimation in severely ill-posed inverse problems

Research output: Contribution to journalArticlepeer-review

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.

Original languageEnglish
Pages (from-to)426-446
Number of pages21
JournalTheory of Probability and its Applications
Volume48
Issue number3
DOIs
Publication statusPublished - 1 Jan 2004

Keywords

  • Adaptive estimation
  • Linear operator equation
  • Running block thresholding
  • White Gaussian noise

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