RENORMALIZATION EXPONENTS AND OPTIMAL POINTWISE RATES OF CONVERGENCE

被引:66
作者
DONOHO, DL [1 ]
LOW, MG [1 ]
机构
[1] UNIV PENN,WHARTON SCH,DEPT STAT,PHILADELPHIA,PA 19104
关键词
RADON TRANSFORM; RIESZ TRANSFORM; DECONVOLUTION; PARTIAL DECONVOLUTION; MINIMAX KERNELS; BOUNDARY KERNELS; MINIMAX LINEAR ESTIMATION; MINIMAX RISK; WHITE NOISE MODEL; GAUSSIAN EXPERIMENTS;
D O I
10.1214/aos/1176348665
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
Simple renormalization arguments can often be used to calculate optimal rates of convergence for estimating linear functionals from indirect measurements contaminated with white noise. This allows one to quickly identify optimal rates for certain problems of density estimation, nonparametric regression, signal recovery and tomography. Optimal kernels may also be derived from renormalization; we give examples for deconvolution and tomography.
引用
收藏
页码:944 / 970
页数:27
相关论文
共 42 条
[31]  
RICE J, 1984, COMMUN STAT-THEOR M, V13, P893
[32]  
RITOV Y, 1986, UNPUB RATES CONVERGE
[33]   REMARKS ON SOME NONPARAMETRIC ESTIMATES OF A DENSITY-FUNCTION [J].
ROSENBLATT, M .
ANNALS OF MATHEMATICAL STATISTICS, 1956, 27 (03) :832-837
[34]   ASYMPTOTICALLY OPTIMUM KERNELS FOR DENSITY-ESTIMATION AT A POINT [J].
SACKS, J ;
YLVISAKER, D .
ANNALS OF STATISTICS, 1981, 9 (02) :334-346
[35]  
SHIAU JJ, 1985, 777 U WISC DEP STAT
[36]  
Stefanski L.A., 1990, STATISTICS-ABINGDON, V21, P169, DOI DOI 10.1080/02331889008802238
[37]  
Stein E., 1971, SINGULAR INTEGRALS D
[38]   OPTIMAL RATES OF CONVERGENCE FOR NONPARAMETRIC ESTIMATORS [J].
STONE, CJ .
ANNALS OF STATISTICS, 1980, 8 (06) :1348-1360
[39]  
UTRERAS F, 1986, J APPROX THEORY, V54, P234
[40]   OPTIMAL CONVERGENCE PROPERTIES OF VARIABLE KNOT, KERNEL, AND ORTHOGONAL SERIES METHODS FOR DENSITY ESTIMATION [J].
WAHBA, G .
ANNALS OF STATISTICS, 1975, 3 (01) :15-29