© 1998 by Biometrika Trust
Wavelet decomposition approaches to statistical inverse problems
Department of Statistics & Operations Research, Raymond & Beverly Sackler Faculty of Exact Sciences, Tel Aviv University Ramat Aviv 69978, Israel felix{at}math.tau.ac.il
Department of Mathematics, University of Bristol Bristol BS8 1 TW, U.K. b.w.silverman{at}bristol.ac.uk
A wide variety of scientific settings involve indirect noisy measurements where one faces a linear inverse problem in the presence of noise. Primary interest is in some function f (t) but data are accessible only about some linear transform corrupted by noise. The usual linear methods for such inverse problems do not perform satisfactorily when f (t) is spatially inhomogeneous. One existing nonlinear alternative is the wavelet-vaguelette decomposition method, based on the expansion of the unknown f(t) in wavelet series. In the vaguelette-wavelet decomposition method proposed here, the observed data are expanded directly in wavelet series. The performances of various methods are compared through exact risk calculations, in the context of the estimation of the derivative of a function observed subject to noise. A result is proved demonstrating that, with a suitable universal threshold somewhat larger than that used for standard denoising problems, both the wavelet-based approaches have an ideal spatial adaptivity property.
Key Words: Exact risk analysis • Near-minimax • estimation • Singular value decomposition • Spatially adaptive estimation • Statistical linear inverse problem • Vaguelette • Wavelet