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  • 标题:Towards adaptivity via a new discrepancy principle for Poisson inverse problems
  • 本地全文:下载
  • 作者:Grzegorz Mika ; Zbigniew Szkutnik
  • 期刊名称:Electronic Journal of Statistics
  • 印刷版ISSN:1935-7524
  • 出版年度:2021
  • 卷号:15
  • 期号:1
  • 页码:2029-2059
  • DOI:10.1214/21-EJS1835
  • 语种:English
  • 出版社:Institute of Mathematical Statistics
  • 摘要:A new form of the discrepancy principle for Poisson inverse problems with compact operators is proposed and discussed in relation to various other proposals. It is shown that filter-induced spectral regularization with a priori chosen smoothing parameter produces estimators that are rate-minimax under source conditions on the estimated function. With the discrepancy principle used for a posteriori choice of the smoothing parameter, the filter-induced solutions are consistent (in probability), but the convergence rates under source conditions are suboptimal, at least in the finitely smoothing case, which often happens when discrepancy principles are used in stochastic inverse problems. Finite sample performance of the proposed procedure applied to a stereological problem of Spektor, Lord and Willis is illustrated with a simulation experiment.
  • 关键词:45Q05; 62G05; 65J20; 93E10; adaptive estimation; Morozov discrepancy principle; Poisson inverse problems; regularization
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