On optimal recovery of values of linear operators from information known with a stochastic error
Sbornik. Mathematics, Tome 212 (2021) no. 11, pp. 1588-1607 Cet article a éte moissonné depuis la source Math-Net.Ru

Voir la notice de l'article

The optimal recovery of values of linear operators is considered for classes of elements the information on which is known with a stochastic error. Linear optimal recovery methods are constructed that, in general, do not use all the available information for the measurements. As a consequence, an optimal method is described for recovering a function from a finite set of its Fourier coefficients specified with a stochastic error. Bibliography: 14 titles.
Keywords: optimal recovery, minimax estimation, extremal problem, linear operator.
Mots-clés : Fourier coefficients
@article{SM_2021_212_11_a3,
     author = {K. Yu. Krivosheev},
     title = {On optimal recovery of values of linear operators from information known with a~stochastic error},
     journal = {Sbornik. Mathematics},
     pages = {1588--1607},
     year = {2021},
     volume = {212},
     number = {11},
     language = {en},
     url = {http://geodesic.mathdoc.fr/item/SM_2021_212_11_a3/}
}
TY  - JOUR
AU  - K. Yu. Krivosheev
TI  - On optimal recovery of values of linear operators from information known with a stochastic error
JO  - Sbornik. Mathematics
PY  - 2021
SP  - 1588
EP  - 1607
VL  - 212
IS  - 11
UR  - http://geodesic.mathdoc.fr/item/SM_2021_212_11_a3/
LA  - en
ID  - SM_2021_212_11_a3
ER  - 
%0 Journal Article
%A K. Yu. Krivosheev
%T On optimal recovery of values of linear operators from information known with a stochastic error
%J Sbornik. Mathematics
%D 2021
%P 1588-1607
%V 212
%N 11
%U http://geodesic.mathdoc.fr/item/SM_2021_212_11_a3/
%G en
%F SM_2021_212_11_a3
K. Yu. Krivosheev. On optimal recovery of values of linear operators from information known with a stochastic error. Sbornik. Mathematics, Tome 212 (2021) no. 11, pp. 1588-1607. http://geodesic.mathdoc.fr/item/SM_2021_212_11_a3/

[1] S. A. Smolyak, Ob optimalnom vosstanovlenii funktsii i funktsionalov ot nikh, Diss. ... kand. fiz.-matem. nauk, MGU, M., 1965

[2] A. G. Marchuk, K. Yu. Osipenko, “Best approximation of functions specified with an error at a finite number of points”, Math. Notes, 17:3 (1975), 207–212 | DOI | MR | Zbl

[3] C. A. Micchelli, T. J. Rivlin, “A survey of optimal recovery”, Optimal estimation in approximation theory (Freudenstadt, 1976), Plenum, New York, 1977, 1–54 | DOI | MR | Zbl

[4] A. A. Melkman, C. A. Micchelli, “Optimal estimation of linear operators in Hilbert spaces from inaccurate data”, SIAM J. Numer. Anal., 16:1 (1979), 87–105 | DOI | MR | Zbl

[5] C. A. Micchelli, T. J. Rivlin, “Lectures on optimal recovery”, Numerical analysis (Lancaster, 1984), Lecture Notes in Math., 1129, Springer, Berlin, 1984, 21–93 | DOI | MR | Zbl

[6] G. G. Magaril-Il'yaev, K. Yu. Osipenko, “Optimal recovery of functions and their derivatives from Fourier coefficients prescribed with an error”, Sb. Math., 193:3 (2002), 387–407 | DOI | DOI | MR | Zbl

[7] N. D. Vysk, K. Yu. Osipenko, “Optimal reconstruction of the solution of the wave equation from inaccurate initial data”, Math. Notes, 81:6 (2007), 723–733 | DOI | DOI | MR | Zbl

[8] G. G. Magaril-Il'yaev, K. Yu. Osipenko, “On best harmonic synthesis of periodic functions”, J. Math. Sci. (N.Y.), 209:1 (2015), 115–129 | DOI | MR | Zbl

[9] K. Yu. Osipenko, “Optimal recovery of linear operators in non-Euclidean metrics”, Sb. Math., 205:10 (2014), 1442–1472 | DOI | DOI | MR | Zbl

[10] G. G. Magaril-Il'yaev, K. Yu. Osipenko, “Exactness and optimality of methods for recovering functions from their spectrum”, Proc. Steklov Inst. Math., 293 (2016), 194–208 | DOI | DOI | MR | Zbl

[11] L. Plaskota, Noisy information and computational complexity, Cambridge Univ. Press, Cambridge, 1996, xii+308 pp. | DOI | MR | Zbl

[12] D. L. Donoho, “Statistical estimation and optimal recovery”, Ann. Statist., 22:1 (1994), 238–270 | DOI | MR | Zbl

[13] D. L. Donoho, R. C. Liu, B. MacGibbon, “Minimax risk over hyperrectangles, and implications”, Ann. Statist., 18:3 (1990), 1416–1437 | DOI | MR | Zbl

[14] S. Reshetov, “Minimax risk for quadratically convex sets”, J. Math. Sci. (N.Y.), 167:4 (2010), 537–542 | DOI | MR | Zbl