We consider the problem of estimating an unknown vector observed in a simple white Gaussian noise model. For the estimation, a family of projection estimators is used; the problem is to choose, based on observations, the best estimator within this family. The paper studies a method for choosing a projection estimator, based on the principle of penalized empirical risk minimization. For this estimation method, nonasymptotic inequalities controlling its quadratic risk are given.
Problems of Information Transmission – Springer Journals
Published: Oct 27, 2004
It’s your single place to instantly
discover and read the research
that matters to you.
Enjoy affordable access to
over 18 million articles from more than
15,000 peer-reviewed journals.
All for just $49/month
Query the DeepDyve database, plus search all of PubMed and Google Scholar seamlessly
Save any article or search result from DeepDyve, PubMed, and Google Scholar... all in one place.
All the latest content is available, no embargo periods.
“Whoa! It’s like Spotify but for academic articles.”@Phil_Robichaud