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 language | English |
|---|---|
| Pages (from-to) | 426-446 |
| Number of pages | 21 |
| Journal | Theory of Probability and its Applications |
| Volume | 48 |
| Issue number | 3 |
| DOIs | |
| Publication status | Published - 1 Jan 2004 |
Keywords
- Adaptive estimation
- Linear operator equation
- Running block thresholding
- White Gaussian noise