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Penalized Model Selection for Ill-Posed Linear Problems

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Recent Advances in Applied Probability
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Abstract

In this article we review the problem of discretization-regularization for inverse linear ill-posed problems from a statistical point of view. We discuss the problem in the context of adaptive model selection and relate these results to Bayesian estimation.

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Ludeña, C., Ríos, R. (2005). Penalized Model Selection for Ill-Posed Linear Problems. In: Baeza-Yates, R., Glaz, J., Gzyl, H., Hüsler, J., Palacios, J.L. (eds) Recent Advances in Applied Probability. Springer, Boston, MA. https://doi.org/10.1007/0-387-23394-6_14

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