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.
Access this chapter
Tax calculation will be finalised at checkout
Purchases are for personal use only
Preview
Unable to display preview. Download preview PDF.
References
Aluffi-Pentini et al. (1999) J Optim. Th. & Appl. Vol 103,p 45–64.
Baraud, Y. Model selection for regression on a fixed design.Probab. Theory Relat. Fields 117,467–493(2000)
A. Barron, L. Birgé & P. Massart. (1999). Risk bounds for model selection via penalization. Probab. Theory Related Fields. Vol. 113(3), p. 301–413.
L. Birgé & P. Massart. (1998) Minimum contrast estimators on sieves: exponential bounds and rates of convergence. Bernoulli. Vol. 4(3), p. 329–375.
L. Birgé & P. Massart.(2001) Gaussian model selection. J. Eur. math Soc. 3, p. 203–268.
L. Birgé & P. Massart. (2001a). A generalized Cp criterion for Gaussian model selection. Preprint.
Cavalier, L and Tsybakov, A.B. Sharp adaptation for inverse problems with random noise. Preprint. (2000).
Cavalier, L., Golubev, G.K., Picard, D. and Tsybakov, A.B. Oracle inequalities for inverse problems. Preprint (2000).
D. Donoho & I. Johnstone. (1994) ideal spatial adaptation via wavelet shrinkage. Biometrika, vol 81, p. 425–455.
D. Donoho. (1995) Nonlinear solution of linear inverse problems by wavelet-vaguelette decomposition. J. of Appl. and Comput. Harmonic Analysis. Vol. 2(2), p. 101–126.
H.W. Engl & W. Grever. (1994) Using the L-curve foe determining optimal regularization parameters, Numer. Math. Vol. 69, p. 25–31.
A. Frommer & P. Maass. (1999) Fast CG-based methods for Tikhonov-Phillips regularization. SIAM J. Sci. Comput. Vol 20(5), p. 1831–1850.
F. Gamboa & E. Gassiat. (1997) Bayesian methods for ill-posed problems. The Annals of Statistics. Vol. 25, p. 328–350.
F. Gamboa. (1999) New Bayesian Methods for Ill Posed problems. Statistics & Decisions, 17, p. 315–337
Goldenshluger, A. and Tsybakov, A. Adaptive prediction and estimation in linear regression with infinitely many parameters. Preprint (2001).
Grenander, Ulf. (1981) Abstract inference. Wiley Series in Probability and Mathematical Statistics. New York etc.: John Wiley & Sons.
C. Han & B. Carlin. (2000) MCMC methods for computing Bayes factors. A comparative review. Preprint.
J. Kaliffa; S. Mallat. (2001) Thresholding estimators for inverse problems and deconvolutions. To appear in Annals of Stat.
J. Kaliffa; S. Mallat. (2001a) Thresholding estimators for inverse problems and deconvolutions. To appear in Annals of Stat.
M. Kilmer & D. O’Leary. (2001) Choosing regularization parameters in iterative methods for ill posed problems. SIAM-J. Matrix-Anal.-Appl. Vol 22(4),p. 1204–1221.
Lavielle, M. On the use of penalized contrasts for solving inverse problems. Application to the DDC problem. Preprint (2001).
J.M. Loubés. (2001) Adaptive bayesian estimation. Preprint.
J.M. Loubés & S. Van de Geer. (2001). Adaptive estimation in regression, using soft thresholding type penalties. Preprint.
P. Maass, S. Pereverzev, R. Ramlau & S. Solodky. (2001). An adaptive discretization forTikhonov-Phillips regularization with a posteriori parameter selection. Numer. Math.. Vol. 87(3), p. 485–502.
Massart, P. Some applications of concentration inequalities to statistics. Annales de la Faculté des Sciences de Toulouse Vol. IX(2), 245–303 (2000).
A. Neubauer (1988). An a posteriori parameter choice for Tikhonov regularization in the presence of modelling error. Appl. Numer. Math. Vol. 4(6),p. 507–519.
F. O’sullivan. (1986) A statistical perspective on ill-posed inverse problems. Statistical Science. Vol. 1(4), p. 502–527.
Tsybakov, A.B. Adaptive estimation for inverse problems: a logarithmic effect in L2. Preprint (2000).
S.G. Solodky. (1999) Optimization of Projection methods for linear ill-posed problems. Computational Mathematics and Mathematical Physics. Vol 39(2), p. 185–193.
M. Pinsker. (1980) Optimal filtering of square integrable signals in Gaussian white noise. Problems Inform. Transmission. Vol. 16, p. 120–133.
Tikhonov, Andrey N.; Arsenin, Vasiliy Y. Solutions of ill-posed problems. Translation editor Frity John. (English) Scripta Series in Mathematics. New York etc.: John Wiley & Sons; Washington, D.C. 1977
V. Vapnik. (1998) Statistical Learning Theory, John Wiley, NY.
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2005 Springer Science + Business Media, Inc.
About this chapter
Cite this chapter
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
Download citation
DOI: https://doi.org/10.1007/0-387-23394-6_14
Publisher Name: Springer, Boston, MA
Print ISBN: 978-0-387-23378-9
Online ISBN: 978-0-387-23394-9
eBook Packages: Mathematics and StatisticsMathematics and Statistics (R0)