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Anisotropic multivariate deconvolution using projection on the Laguerre basis
Journal of Statistical Planning and Inference ( IF 0.8 ) Pub Date : 2021-02-22 , DOI: 10.1016/j.jspi.2021.02.005
Florian Dussap

We investigate adaptive density estimation in the additive model Z=X+Y, where X and Y are independent d-dimensional random vectors with non-negative coordinates. Our goal is to recover the density of X from independent observations of Z, assuming the density of Y is known. In the d=1 case, an estimation procedure using projection on the Laguerre basis has already been studied. We generalize this procedure in the multivariate case: we establish non-asymptotic upper bounds on the mean integrated squared error of the estimator and we derive convergence rates on anisotropic functional spaces. Moreover, we provide data-driven strategies for selecting the right projection space (for d=1, we improve the previous projection procedure). We illustrate these procedures on simulated data, and in dimension d=1 we compare our procedure with the previous adaptive projection procedure.



中文翻译:

基于Laguerre投影的各向异性多元反卷积

我们研究加性模型中的自适应密度估计 ž=X+ÿ, 在哪里 Xÿ 是独立的 d非负坐标的三维随机向量。我们的目标是恢复X 来自对 ž假设密度为 ÿ是众所周知的。在里面d=1个在这种情况下,已经研究了使用基于Laguerre投影的估计程序。我们在多变量情况下推广此过程:我们在估计量的平均积分平方误差上建立非渐近上限,并得出各向异性函数空间上的收敛速度。此外,我们提供了数据驱动的策略来选择合适的投影空间(用于d=1个,我们改进了之前的投影过程)。我们将在模拟数据和维度上说明这些程序d=1个 我们将我们的程序与先前的自适应投影程序进行了比较。

更新日期:2021-03-15
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