scholarly journals Adaptive Wavelet Estimations in the Convolution Structure Density Model

Mathematics ◽  
2020 ◽  
Vol 8 (9) ◽  
pp. 1391
Author(s):  
Kaikai Cao ◽  
Xiaochen Zeng

Using kernel methods, Lepski and Willer study a convolution structure density model and establish adaptive and optimal Lp risk estimations over an anisotropic Nikol’skii space (Lepski, O.; Willer, T. Oracle inequalities and adaptive estimation in the convolution structure density model. Ann. Stat.2019, 47, 233–287). Motivated by their work, we consider the same problem over Besov balls by wavelets in this paper and first provide a linear wavelet estimate. Subsequently, a non-linear wavelet estimator is introduced for adaptivity, which attains nearly-optimal convergence rates in some cases.

Bernoulli ◽  
2017 ◽  
Vol 23 (2) ◽  
pp. 884-926 ◽  
Author(s):  
O.V. Lepski ◽  
T. Willer

Author(s):  
Radu Boţ ◽  
Guozhi Dong ◽  
Peter Elbau ◽  
Otmar Scherzer

AbstractRecently, there has been a great interest in analysing dynamical flows, where the stationary limit is the minimiser of a convex energy. Particular flows of great interest have been continuous limits of Nesterov’s algorithm and the fast iterative shrinkage-thresholding algorithm, respectively. In this paper, we approach the solutions of linear ill-posed problems by dynamical flows. Because the squared norm of the residual of a linear operator equation is a convex functional, the theoretical results from convex analysis for energy minimising flows are applicable. However, in the restricted situation of this paper they can often be significantly improved. Moreover, since we show that the proposed flows for minimising the norm of the residual of a linear operator equation are optimal regularisation methods and that they provide optimal convergence rates for the regularised solutions, the given rates can be considered the benchmarks for further studies in convex analysis.


Author(s):  
Huijun Guo ◽  
Junke Kou

This paper considers wavelet estimations of a regression function based on negatively associated sample. We provide upper bound estimations over [Formula: see text] risk of linear and nonlinear wavelet estimators in Besov space, respectively. When the random sample reduces to the independent case, our convergence rates coincide with the optimal convergence rates of classical nonparametric regression estimation.


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