Regularization with Approximated L Maximum Entropy Method

نویسندگان

  • Jean-Michel Loubes
  • Paul Rochet
چکیده

We tackle the inverse problem of reconstructing an unknown finite measure μ from a noisy observation of a generalized moment of μ defined as the integral of a continuous and bounded operator Φ with respect to μ . When only a quadratic approximation Φm of the operator is known, we introduce the L2 approximate maximum entropy solution as a minimizer of a convex functional subject to a sequence of convex constraints. Under several assumptions on the convex functional, the convergence of the approximate solution is established and rates of convergence are provided.

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تاریخ انتشار 2017