Risk hull method for spectral regularization in linear statistical inverse problems
نویسندگان
چکیده
منابع مشابه
Risk Hull Method and Regularization by Projections of Ill - Posed Inverse Problems
We study a standard method of regularization by projections of the linear inverse problem Y = Af + ǫ, where ǫ is a white Gaussian noise, and A is a known compact operator with singular values converging to zero with polynomial decay. The unknown function f is recovered by a projection method using the singular value decomposition of A. The bandwidth choice of this projection regularization is g...
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ژورنال
عنوان ژورنال: ESAIM: Probability and Statistics
سال: 2010
ISSN: 1292-8100,1262-3318
DOI: 10.1051/ps/2009011