885 research outputs found
Nonlinear estimation for linear inverse problems with error in the operator
We study two nonlinear methods for statistical linear inverse problems when
the operator is not known. The two constructions combine Galerkin
regularization and wavelet thresholding. Their performances depend on the
underlying structure of the operator, quantified by an index of sparsity. We
prove their rate-optimality and adaptivity properties over Besov classes.Comment: Published in at http://dx.doi.org/10.1214/009053607000000721 the
Annals of Statistics (http://www.imstat.org/aos/) by the Institute of
Mathematical Statistics (http://www.imstat.org
On stable reconstructions from nonuniform Fourier measurements
We consider the problem of recovering a compactly-supported function from a
finite collection of pointwise samples of its Fourier transform taking
nonuniformly. First, we show that under suitable conditions on the sampling
frequencies - specifically, their density and bandwidth - it is possible to
recover any such function in a stable and accurate manner in any given
finite-dimensional subspace; in particular, one which is well suited for
approximating . In practice, this is carried out using so-called nonuniform
generalized sampling (NUGS). Second, we consider approximation spaces in one
dimension consisting of compactly supported wavelets. We prove that a linear
scaling of the dimension of the space with the sampling bandwidth is both
necessary and sufficient for stable and accurate recovery. Thus wavelets are up
to constant factors optimal spaces for reconstruction
Minimax estimation of smooth optimal transport maps
Brenier's theorem is a cornerstone of optimal transport that guarantees the
existence of an optimal transport map between two probability distributions
and over under certain regularity conditions. The main
goal of this work is to establish the minimax estimation rates for such a
transport map from data sampled from and under additional smoothness
assumptions on . To achieve this goal, we develop an estimator based on the
minimization of an empirical version of the semi-dual optimal transport
problem, restricted to truncated wavelet expansions. This estimator is shown to
achieve near minimax optimality using new stability arguments for the semi-dual
and a complementary minimax lower bound. Furthermore, we provide numerical
experiments on synthetic data supporting our theoretical findings and
highlighting the practical benefits of smoothness regularization. These are the
first minimax estimation rates for transport maps in general dimension.Comment: 53 pages, 6 figure
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