This paper is concerned with a novel regularisation technique for solving
linear ill-posed operator equations in Hilbert spaces from data that is
corrupted by white noise. We combine convex penalty functionals with
extreme-value statistics of projections of the residuals on a given set of
sub-spaces in the image-space of the operator. We prove general consistency and
convergence rate results in the framework of Bregman-divergences which allows
for a vast range of penalty functionals. Various examples that indicate the
applicability of our approach will be discussed. We will illustrate in the
context of signal and image processing that the presented method constitutes a
locally adaptive reconstruction method