For many decades, ultra-high energy charged particles have been a puzzle for
particle physicists and astrophysicists. Nor the sites of production, nor the
mechanism responsible for the generation of these ultra-energetic `cosmic rays'
(CR) are currently known. They seem to arrive from random direction in the sky,
although the most energetic ones, which are not deflected much by the magnetic
fields, are supposed to point towards their source with good accuracy.
We provide a new algorithm for the treatment of the deconvolution problem on
the sphere which combines the traditional SVD inversion with an appropriate
thresholding technique in a well chosen new basis. We establish upper bounds
for the behavior of our procedure for any $\mathbb {L}_p$ loss. It is important
to emphasize the adaptation properties of our procedures with respect to the
regularity (sparsity) of the object to recover as well as to inhomogeneous
smoothness. We also perform a numerical study which proves that the procedure
shows very promising properties in practice as well.
This paper investigates the problem of selecting variables in regression-type
models for an "instrumental" setting. Our study is motivated by empirically
verifying the conditional convergence hypothesis used in the economical
literature concerning the growth rate. To avoid unnecessary discussion about
the choice and the pertinence of instrumental variables, we embed the model in
a very high dimensional setting. We propose a selection procedure with no
optimization step called LOLA, for Learning Out of Leaders with Adaptation.
LOLA is an auto-driven algorithm with two thresholding steps.
Let $X_1,...,X_n$ be a random sample from some unknown probability density
$f$ defined on a compact homogeneous manifold $\mathbf M$ of dimension $d \ge
1$. Consider a 'needlet frame' $\{\phi_{j \eta}\}$ describing a localised
projection onto the space of eigenfunctions of the Laplace operator on $\mathbf
M$ with corresponding eigenvalues less than $2^{2j}$, as constructed in
\cite{GP10}.
This paper investigates the problem of selection and estimation in a high
dimensional regression-type model. We propose a procedure with no optimization
called LOL, for Learning Out of Leaders. LOL is an auto-driven algorithm with
two thresholding steps. A first adaptive thresholding helps to select leaders
among the initial regressors in such a way to reduce the dimensionality. Then a
second thresholding follows the estimations and predictions performed by linear
regression on the leaders. Theoretical results are proved.
We provide a new algorithm for the treatment of the noisy inversion of the
radon transform using an appropriate thresholding technique adapted to a well
chosen new localized basis. We establish minimax results and prove their
optimality. In particular we prove that the procedures provided here are able
to attain minimax bounds for any $\bL_p$ loss. It is important to notice that
most of the minimax bounds obtained here are new to our knowledge.