Near-optimality of linear recovery in Gaussian observation scheme under || ·||^sub 2^^sup 2^-loss

We consider the problem of recovering linear image Bx of a signal x known to belong to a given convex compact set X from indirect observation ω=Ax+σξ of x corrupted by Gaussian noise ξ. It is shown that under some assumptions on X (satisfied, e.g., when X is the intersection of K concentric ellipsoi...

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Veröffentlicht in:	The Annals of statistics 2018-08, Vol.46 (4), p.1603
Hauptverfasser:	Juditsky, Anatoli, Nemirovski, Arkadi
Format:	Artikel
Sprache:	eng
Schlagworte:	Cylinder liners Ellipsoids Linear equations Normal distribution Optimization Random noise Studies
Online-Zugang:	Volltext
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