Informatics and Applications
2020, Volume 14, Issue 1, pp 39
ASYMPTOTIC REGULARITY OF THE WAVELET METHODS OF INVERTING LINEAR HOMOGENEOUS OPERATORS FROM OBSERVATIONS RECORDED AT RANDOM TIMES
Abstract
When solving inverse statistical problems, it is often necessary to invert some linear homogeneous operator and it is usually necessary to use regularization methods, since the observed data are noisy. Popular methods for noise suppression are the procedures of thresholding the expansion coefficients of the observed function. The advantages of these methods are their computational efficiency and the ability to adapt to both the type of operator and the local features of the estimated function. An analysis of the errors of these methods is an important practical task, since it allows one to evaluate the quality of both the methods themselves and the equipment used. Sometimes, the nature of the data is such that observations are recorded at random times. If the observation points form a variational series constructed from a sample of a uniform distribution on the data recording interval, then the use of conventional threshold processing procedures is adequate. The present author analyzes the estimate of the mean square risk in the problem of inversion of linear homogeneous operators and demonstrates that under certain conditions, this estimate is strongly consistent and asymptotically normal.
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[+] About this article
Title
ASYMPTOTIC REGULARITY OF THE WAVELET METHODS OF INVERTING LINEAR HOMOGENEOUS OPERATORS FROM OBSERVATIONS RECORDED AT RANDOM TIMES
Journal
Informatics and Applications
2020, Volume 14, Issue 1, pp 39
Cover Date
20200330
DOI
10.14357/19922264200101
Print ISSN
19922264
Publisher
Institute of Informatics Problems, Russian Academy of Sciences
Additional Links
Key words
threshold processing; linear homogeneous operator; random observation points; mean square risk estimate
Authors
O. V. Shestakov ,
Author Affiliations
Department of Mathematical Statistics, Faculty of Computational Mathematics and Cybernetics, M.V. Lomonosov Moscow State University, 152 Leninskiye Gory, GSP1, Moscow 119991, Russian Federation
Institute of Informatics Problems, Federal Research Center "Computer Science and Control" of the Russian Academy of Sciences, 442 Vavilov Str., Moscow 119333, Russian Federation
