Titre :

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

Auteur(s) :

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

Titre de la revue :

Communications in Statistics - Theory and Methods

Éditeur :

Taylor & Francis

Date de publication :

2016-03-08

ISSN :

0361-0926

Mot(s)-clé(s) en anglais :

Deconvolution
ill-posed problem
inverse problem
Robbins-Monro.

Discipline(s) HAL :

Mathématiques [math]

Résumé en anglais : [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 ...
Lire la suite >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.Lire moins >

Langue :

Anglais

Vulgarisation :

Non

Collections :

• Laboratoire Paul Painlevé - UMR 8524

Source :

Harvested from HAL