This paper is concerned with a novel regularization technique for solving linear ill-posed operator equations in Hilbert spaces from data that are corrupted by white noise. We combine convex penalty functionals with extreme-value statistics of projections of the residuals on a given set of sub-spaces in the image space of the operator. We prove general consistency and convergence rate results in the framework of Bregman divergences which allows for a vast range of penalty functionals. Various examples that indicate the applicability of our approach will be discussed. We will illustrate in the context of signal and image processing that the presented method constitutes a locally adaptive reconstruction method.

In this paper we present a spatially-adaptive method for image reconstruction that is based on the concept of statistical multiresolution estimation as introduced in Frick et al. (Electron. J. Stat. 6:231–268, 2012 ). It constitutes a variational regularization technique that uses an ℓ ∞ -type distance measure as data-fidelity combined with a convex cost functional. The resulting convex optimization problem is approached by a combination of an inexact alternating direction method of multipliers and Dykstra’s projection algorithm. We describe a novel method for balancing data-fit and regularity that is fully automatic and allows for a sound statistical interpretation. The performance of our estimation approach is studied for various problems in imaging. Among others, this includes deconvolution problems that arise in Poisson nanoscale fluorescence microscopy.

Summary  In this paper we extend the fixed effects approach to deal with non-linear panel data with non-parametric components. Specifically, we propose a non-parametric procedure that generalizes the conditional logit approach. We develop an estimator based on non-linear stochastic integral equations and provide the asymptotic property of the estimator and an iterative algorithm to implement the estimator. We analyse the small sample behaviour of the estimator through a Monte Carlo study.