Title :

A stochastic procedure to solve linear ill-posed problems: Communication in Statistics- Theory and Methods

Author(s) :

Rahmania, Nadji []
Laboratoire Paul Painlevé - UMR 8524 [LPP]
Fouad, Maouche [Collaborateur]
Abdenasseur, Da [Auteur]

Journal title :

Communications in Statistics - Theory and Methods

Publisher :

Taylor & Francis

Publication date :

2016-03-08

ISSN :

0361-0926

English keyword(s) :

Deconvolution
ill-posed problem
inverse problem
Robbins-Monro.

HAL domain(s) :

Mathématiques [math]

English abstract : [en]

In this work, we propose a stochastic procedure of Robbins–Monro type to resolve linear inverse problems in Hilbert space. We study the probability of large deviation between the exact solution and the approximated one and ...
Show more >In this work, we propose a stochastic procedure of Robbins–Monro type to resolve linear inverse problems in Hilbert space. We study the probability of large deviation between the exact solution and the approximated one and build a confidence domain for the approximated solution while precising the rate of convergence. To check the validity of our work, we give a simulation application into a deconvolution problem.Show less >

Language :

Anglais

Popular science :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL