[Statlist] Talk on Statistics October 31, 2008

[Cecilia Rey]

Invitation to a talk in the series Seminar über Statistik

Friday, October 31, 2008,  15.15 - 17.00
in LEO C6, Leonhardstrasse 27, 8092 Zurich

//'Risk hull method for inverse problems' by Laurent Cavalier, 
Université Aix-Marseille

We study a standard method of regularization by projections of the 
linear inverse problem
$Y=Af+\epsilon$, where $\epsilon $ is a white Gaussian noise, and A is a 
known compact operator
with singular values  converging to zero with polynomial decay. The 
unknown function f is recovered by a projection method using the SVD of 
A. The bandwidth choice of this projection regularization is governed by 
a data-driven procedure which is based on the principle of the risk hull 
minimization. We provide non--asymptotic upper bounds for the mean 
square risk of this
method and we show, in particular, that in numerical simulations, this 
approach may substantially improve the classical method of unbiased risk 
estimation.

The abstract can also be found under the following link:  
http://stat.ethz.ch/talks/research_seminar/2008.

Listeners are welcome!

-- 
ETH Zürich
Cecilia Rey-Lutz	          rey at stat.math.ethz.ch
Seminar für Statistik
Leonhardstr. 27, LEO D11	  phone: +41 44 632 34 38
CH-8092 Zurich, Switzerland	  fax  : +42 44 6321228