Minimax theory for a class of nonlinear statistical inverse problems

  title={Minimax theory for a class of nonlinear statistical inverse problems},
  author={Kolyan Ray and Johannes Schmidt-Hieber},
  journal={Inverse Problems},
We study a class of statistical inverse problems with nonlinear pointwise operators motivated by concrete statistical applications. A two-step procedure is proposed, where the first step smoothes the data and inverts the nonlinearity. This reduces the initial nonlinear problem to a linear inverse problem with deterministic noise, which is then solved in a second step. The noise reduction step is based on wavelet thresholding and is shown to be minimax optimal (up to logarithmic factors) in a… 
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