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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 2003 Volume 48, Issue 3, Pages 534–556 (Mi tvp269)

This article is cited 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

Language: English

DOI: 10.4213/tvp269


 English version:
Theory of Probability and its Applications, 2004, 48:3, 426–446

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