We consider the nonparametric regression estimation problem of recovering an
unknown response function $f$ on the basis of incomplete data when the design
points follow a known density $g$ with a finite number of well separated zeros.
In particular, we consider two different cases: when $g$ has zeros of a
polynomial order and when $g$ has zeros of an exponential order. These two
cases correspond to moderate and severe data losses, respectively.
We consider the detection problem of a two-dimensional function from noisy
observations of its integrals over lines. We study both rate and sharp
asymptotics for the error probabilities in the minimax setup. By construction,
the derived tests are non-adaptive. We also construct a minimax rate-optimal
adaptive test of rather simple structure.
We consider the problem of estimating the unknown response function in the
multichannel deconvolution model with a boxcar-like kernel which is of
particular interest in signal processing. It is known that, when the number of
channels is finite, the precision of reconstruction of the response function
increases as the number of channels $M$ grow (even when the total number of
observations $n$ for all channels $M$ remains constant) and this requires that
the parameter of the channels form a Badly Approximable $M$-tuple.
We consider the signal detection problem for mildly, severely and extremely
ill-posed inverse problems with Sobolev, analytic and generalized analytic
classes of functions under the Gaussian white noise model. We study both rate
and sharp asymptotics for the error probabilities in the minimax setup. By
construction, the derived tests are non-adaptive. For the ill-posed inverse
problems under consideration, we also construct minimax rate-optimal adaptive
tests of rather simple structure.
We consider the problem of estimating the unknown response function in the
Gaussian white noise model. We first utilize the recently developed Bayesian
maximum a posteriori "testimation" procedure of Abramovich et al. (2007) for
recovering an unknown high-dimensional Gaussian mean vector. The existing
results for its upper error bounds over various sparse $l_p$-balls are extended
to more general cases.
We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$,
$1\le d\le\infty$, taken at $n$ random uniform design points and observed with
Gaussian noise of known variance.
We consider an unknown response function $f$ defined on $\Delta=[0,1]^d$,
$1\le d\le\infty$, taken at $n$ random uniform design points and observed with
Gaussian noise of known variance.
Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely
divisible distribution and any positive real number $\alpha$, an absolute
moment of order $\alpha$ relative to the distribution exists (as a finite
number) if and only if this is so for a certain truncated version of the
corresponding L$\acute{\rm e}$vy measure. A generalized version of this result
in the case of multivariate infinitely divisible distributions, involving the
concept of g-moments, is given by Sato (1999, Theorem 25.3).
Ramachandran (1969, Theorem 8) has shown that for any univariate infinitely
divisible distribution and any positive real number $\alpha$, an absolute
moment of order $\alpha$ relative to the distribution exists (as a finite
number) if and only if this is so for a certain truncated version of the
corresponding L$\acute{\rm e}$vy measure. A generalized version of this result
in the case of multivariate infinitely divisible distributions, involving the
concept of g-moments, is given by Sato (1999, Theorem 25.3).
Using the asymptotical minimax framework, we examine convergence rates
equivalency between a continuous functional deconvolution model and its
real-life discrete counterpart, over a wide range of Besov balls and for the
$L^2$-risk. For this purpose, all possible models are divided into three
groups: {\it uniform}, {\it regular} and {\it irregular}. We formulate the
conditions when each of these situations takes place.