DocumentCode :
1368548
Title :
Limits to estimation in stochastic ill-conditioned inverse problems
Author :
Solo, Victor
Author_Institution :
Dept. of Stat., Macquarie Univ., Sydney, NSW, Australia
Volume :
46
Issue :
5
fYear :
2000
fDate :
8/1/2000 12:00:00 AM
Firstpage :
1872
Lastpage :
1880
Abstract :
Using information-theoretic methods we develop simple results quantifying a lower bound for minimax estimation, a kind of infinite-dimensional Cramer-Rao lower bound, for signal estimation in possibly nonlinear, ill-conditioned, inverse problems. Our results reduce calculation to a geometric computation based on a modulus of continuity and make explicit connections with results in the literature on deterministic ill-conditioned inverse problems. Several applications are discussed
Keywords :
information theory; inverse problems; minimax techniques; parameter estimation; stochastic processes; continuity modulus; deterministic ill-conditioned inverse problems; estimation limits; geometric computation; infinite-dimensional Cramer-Rao lower bound; information-theoretic methods; lower bound; minimax estimation; nonlinear ill-conditioned problems; signal estimation; stochastic ill-conditioned inverse problems; Australia Council; Conferences; Entropy; Estimation; Image reconstruction; Information theory; Inverse problems; Minimax techniques; Statistics; Stochastic processes;
fLanguage :
English
Journal_Title :
Information Theory, IEEE Transactions on
Publisher :
ieee
ISSN :
0018-9448
Type :
jour
DOI :
10.1109/18.857797
Filename :
857797
Link To Document :
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