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Seminar Details

Date 25-6-2008
Time 11:00
Room/Location Sala conferenza - DISI - 3 piano
Title Nonlinear Estimation for Linear Inverse Problems with Error in the Operator
Speaker Markus Reiß
Affiliation Institute of Mathematics Stochastic Group Humboldt University Berlin
Link https://www.disi.unige.it/index.php?eventsandseminars/seminars
Abstract We consider statistical inverse problems where the operator itself is not known, but needs to be estimated, which is often the case in applications. For a general model we develop different estimation strategies based on wavelet decompositions and thresholding. Optimal rates of convergence for our adaptive estimators are derived, with a special emphasis on the different noise levels in the data and the operator. The operator noise is reduced by thresholding the wavelet representation of the operator componentwise. Simulation results illustrate the practical performances.
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