Regularizing linear inverse problems under unknown non-Gaussian white noise allowing repeated measurements

被引:4
作者
Harrach, Bastian [1 ]
Jahn, Tim [1 ]
Potthast, Roland [2 ]
机构
[1] Goethe Univ Frankfurt, Inst Math, Robert Mayer Str 6-10, D-60325 Frankfurt, Germany
[2] German Weather Serv, Frankfurter Str 135, D-63067 Offenbach, Germany
关键词
statistical inverse problems; discretization; white noise; discrepancy principle; ILL-POSED PROBLEMS; NONPARAMETRIC REGRESSION; DISCRETIZATION; ADAPTATION; VARIANCE;
D O I
10.1093/imanum/drab098
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We deal with the solution of a generic linear inverse problem in the Hilbert space setting. The exact right-hand side is unknown and only accessible through discretized measurements corrupted by white noise with unknown arbitrary distribution. The measuring process can be repeated, which allows to reduce and estimate the measurement error through averaging. We show convergence against the true solution of the infinite-dimensional problem for a priori and a posteriori regularization schemes as the number of measurements and the dimension of the discretization tend to infinity under natural and easily verifiable conditions for the discretization.
引用
收藏
页码:443 / 500
页数:58
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