Abstract
We address the problem of estimating the value of a linear functional $local asymptotic normalitygle f,x \rangle$ from random noisy observations of $y=Ax$ in Hilbert scales. Both the white noise and density observation models are considered. We propose an estimation procedure that adapts to unknown smoothness of $x$, of $f$, and of the noise covariance operator. It is shown that accuracy of this adaptive estimator is worse only by a logarithmic factor than one could achieve in the case of known smoothness. As an illustrative example, the problem of deconvolving a bivariate density with singular support is considered.
Citation
Alexander Goldenshluger. Sergei V. Pereverzev. "On adaptive inverse estimation of linear functionals in Hilbert scales." Bernoulli 9 (5) 783 - 807, October 2003. https://doi.org/10.3150/bj/1066418878
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