Adaptive boxcar deconvolution on full Lebesgue measure sets
Kerkyacharian, Gérard ; Picard, Dominique ; Raimondo, Marc
HAL, hal-00003030 / Harvested from HAL
We consider the nonparametric estimation of a function that is observed in white noise after convolution with a boxcar, the indicator of an interval $(-a,a)$. In a recent paper \citet{jkpr04} have developped a wavelet deconvolution algorithm (called {\tt WaveD}) that can be used for "certain" boxcar kernels. For example, {\tt WaveD} can be tuned to achieve near optimal rates over Besov spaces when $a$ is a Badly Approximable (BA) irrational number. While the set of all BA's contains quadratic irrationals e.g. $a=\sqrt{5}$ it has Lebesgue measure zero, however. In this paper we derive two tuning scenarios of {\tt WaveD} that are valid for "almost all" boxcar convolution (i.e. when $a\in A$ where $A$ is a full Lebesgue measure set). We propose (i) a tuning inspired from Minimax theory over Besov spaces; (ii) a tuning inspired from Maxiset theory providing similar rates as for BA numbers. Asymptotic theory informs that (i) in the worst case scenario, departure from the BA assumption, affects {\tt WaveD} convergence rates, at most, by log factors; (ii) the Maxiset tuning, which yields smaller thresholds, is superior to the Minimax (conservative) tuning over a whole range of Besov sup-scales. Our asymptotic results are illustrated in an extensive simulation of boxcar convolution observed in white noise.
Publié le : 2004-10-08
Classification:  deconvolution,  non-parametric regression,  Meyer wavelet,  Adaptive estimation,  62G05, 62G08,  [MATH.MATH-PR]Mathematics [math]/Probability [math.PR]
@article{hal-00003030,
     author = {Kerkyacharian, G\'erard and Picard, Dominique and Raimondo, Marc},
     title = {Adaptive boxcar deconvolution on full Lebesgue measure sets},
     journal = {HAL},
     volume = {2004},
     number = {0},
     year = {2004},
     language = {en},
     url = {http://dml.mathdoc.fr/item/hal-00003030}
}
Kerkyacharian, Gérard; Picard, Dominique; Raimondo, Marc. Adaptive boxcar deconvolution on full Lebesgue measure sets. HAL, Tome 2004 (2004) no. 0, . http://gdmltest.u-ga.fr/item/hal-00003030/