Clustering in statistical ill-posed linear inverse problems
share
In many statistical linear inverse problems, one needs to recover classes of similar curves from their noisy images under an operator that does not have a bounded inverse. Problems of this kind appear in many areas of application. Routinely, in such problems clustering is carried out at the pre-processing step and then the inverse problem is solved for each of the cluster averages separately. As a result, the errors of the procedures are usually examined for the estimation step only. The objective of this paper is to examine, both theoretically and via simulations, the effect of clustering on the accuracy of the solutions of general ill-posed linear inverse problems. In particular, we assume that one observes X_m = A f_m + σ n^-1/2ϵ_m, m=1, ..., M, where functions f_m can be grouped into K classes and one needs to recover a vector function f= (f_1,..., f_M)^T. We construct an estimators for f as a solution of a penalized optimization problem and derive an oracle inequality for its precision. By deriving upper and minimax lower bounds for the error, we confirm that the estimator is minimax optimal or nearly minimax optimal up to a logarithmic factor of the number of observations. One of the advantages of our estimation procedure is that we do not assume that the number of clusters is known in advance. We conclude that clustering does not have an adverse effect on the estimation precision as long as class sizes and the number of observations are large enough. However, significant improvement in accuracy occurs only if the problem is not severely ill-posed.
READ FULL TEXT