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Adaptive estimation in regression and complexity of approximation of random fields
regression and complexity approximation random fields
2012/9/17
In this thesis we study adaptive nonparametric regression with noise misspecifi-cation and the complexity of approximation of random fields in dependence of the dimension.
First, we consider the prob...
The entropy functional, the information path functional's essentials and their connections to Kolmogorov's entropy, complexity and physics
Additive functional Entropy Singularities Natural Border Problem
2011/7/19
The paper introduces the recent results related to an entropy functional on trajectories of a controlled diffusion process, and the information path functional (IPF), analyzing their connections to th...
Adaptive complexity regularization for linear inverse problems
Inverse Problems Adaptive Estimation Regularization
2009/9/16
We tackle the problem of building adaptive estimation procedures for ill-posed inverse problems. For general regularization methods depending on tuning parameters, we construct a penalized method that...