First order algorithms for computing linear and polyhedral estimates

It was recently shown [6, 8] that “properly built” linear and polyhedral estimates nearly attain minimax accuracy bounds in the problem of recovery of unknown signal from noisy observations of linear images of the signal when the signal set is an ellitope. However, design of nearly optimal estimates...

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Bibliographic Details
Main Authors: Bekri, Yannis, Juditsky, Anatoli, Nemirovski, Arkadi
Format: Article
Language:English
Published: Université de Montpellier 2024-10-01
Series:Open Journal of Mathematical Optimization
Online Access:https://ojmo.centre-mersenne.org/articles/10.5802/ojmo.35/
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