Adaptive discretization for signal detection in statistical inverse problems

被引:0
作者
Mathe, Peter [1 ]
机构
[1] Weierstrass Inst Appl Anal & Stochast, D-10117 Berlin, Germany
关键词
62K20; 62G05; projection scheme; inverse test; linear regularization; inverse problems; ILL-POSED PROBLEMS; REGULARIZATION; RATES;
D O I
10.1080/00036811.2014.900662
中图分类号
O29 [应用数学];
学科分类号
070104 ;
摘要
We discuss statistical tests in inverse problems when the original equation is replaced by a discretized one, i.e. a linear system of equations. Previous studies revealed that using the discretization level as regularizing procedure is possible, but its application is limited unless discretization is restricted to the singular value decomposition, see C. Marteau and P. Mathe, General regularization schemes for signal detection in inverse problems, 2013. General linear regularization may circumvent this, and we propose a regularization of the discretized equations. The discretization level may be chosen adaptively, which may save computational budget. This results in tests which are known to yield the optimal separation rate up to some constant in many cases.
引用
收藏
页码:494 / 505
页数:12
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