Poisson inverse problems

In this paper we focus on nonparametric estimators in inverse problems for Poisson processes involving the use of wavelet decompositions. Adopting an adaptive wavelet Galerkin discretization, we find that our method combines the well-known theoretical advantages of wavelet--vaguelette decompositions for inverse problems in terms of optimally adapting to the unknown smoothness of the solution, together with the remarkably simple closed-form expressions of Galerkin inversion methods. Adapting the results of Barron and Sheu [Ann. Statist. 19 (1991) 1347--1369] to the context of log-intensity functions approximated by wavelet series with the use of the Kullback--Leibler distance between two point processes, we also present an asymptotic analysis of convergence rates that justifies our approach. In order to shed some light on the theoretical results obtained and to examine the accuracy of our estimates in finite samples, we illustrate our method by the analysis of some simulated examples.Comment: Published at http://dx.doi.org/10.1214/009053606000000687 in the Annals of Statistics (http://www.imstat.org/aos/) by the Institute of Mathematical Statistics (http://www.imstat.org

Penalized wavelet monotone regression

In this paper we focus on nonparametric estimation of a constrained regression function using penalized wavelet regression techniques. This results into a convex op- timization problem under linear constraints. Necessary and sufficient conditions for existence of a unique solution are discussed. The estimator is easily obtained via the dual formulation of the optimization problem. In particular we investigate a penalized wavelet monotone regression estimator. We establish the rate of convergence of this estimator, and illustrate its finite sample performance via a simulation study. We also compare its performance with that of a recently proposed constrained estimator. An illustration to some real data is given

Penalized wavelet monotone regression

In this paper we focus on nonparametric estimation of a constrained regression function using penalized wavelet regression techniques. This results into a convex optimization problem under linear constraints. Necessary and sufficient conditions for existence of a unique solution are discussed. The estimator is easily obtained via the dual formulation of the optimization problem. In particular we investigate a penalized wavelet monotone regression estimator. We establish the rate of convergence of this estimator, and illustrate its finite sample performance via a simulation study. We also compare its performance with that of a recently proposed constrained estimator. An illustration to some real data is given.Besov spaces Constrained curve fitting Monotonicity Splines Wavelets Wavelet nonparametric regression Wavelet thresholding