1. The dictionary approach for spherical deconvolution
- Author
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Thanh Mai Pham Ngoc, Vincent Rivoirard, Laboratoire de Mathématiques d'Orsay (LM-Orsay), Centre National de la Recherche Scientifique (CNRS)-Université Paris-Sud - Paris 11 (UP11), CEntre de REcherches en MAthématiques de la DEcision (CEREMADE), Centre National de la Recherche Scientifique (CNRS)-Université Paris Dauphine-PSL, and Université Paris sciences et lettres (PSL)-Université Paris sciences et lettres (PSL)
- Subjects
Statistics and Probability ,Blind deconvolution ,Mathematical optimization ,Calibration (statistics) ,02 engineering and technology ,Dictionary ,01 natural sciences ,Convolution ,010104 statistics & probability ,[MATH.MATH-ST]Mathematics [math]/Statistics [math.ST] ,Singular value decomposition ,0202 electrical engineering, electronic engineering, information engineering ,Lasso estimate ,0101 mathematics ,Linear combination ,Mathematics ,Numerical Analysis ,Basis (linear algebra) ,020206 networking & telecommunications ,[STAT.TH]Statistics [stat]/Statistics Theory [stat.TH] ,Thresholding ,Density deconvolution ,Oracle inequalities ,Second generation wavelets ,Calibration ,62G07, 62G05, 62G20 ,Deconvolution ,Statistics, Probability and Uncertainty ,Sparsity ,Algorithm - Abstract
We consider the problem of estimating a density of probability from indirect data in the spherical convolution model. We aim at building an estimate of the unknown density as a linear combination of functions of an overcomplete dictionary. The procedure is devised through a well-calibrated @?"1-penalized criterion. The spherical deconvolution setting has been barely studied so far, and the two main approaches to this problem, namely the SVD and the hard thresholding ones considered only one basis at a time. The dictionary approach allows to combine various bases and thus enhances estimates sparsity. We provide an oracle inequality under global coherence assumptions. Moreover, the calibrated procedure that we put forward gives quite satisfying results in the numerical study when compared with other procedures.
- Published
- 2013
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