Title :
Limits to estimation in stochastic ill-conditioned inverse problems
Author_Institution :
Dept. of Stat., Macquarie Univ., Sydney, NSW, Australia
fDate :
8/1/2000 12:00:00 AM
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;
Journal_Title :
Information Theory, IEEE Transactions on