Thresholding estimators for linear inverse problems and deconvolutions

Jérôme Kalifa, Stéphane Mallat · The Annals of Statistics · 2003

Thresholding algorithms in an orthonormal basis are studied to estimate noisy discrete signals degraded by a linear operator whose inverse is not bounded. For signals in a set $\Theta$, sufficient conditions are established on the basis to obtain a maximum risk with minimax rates of convergence. Deconvolutions with kernels having a Fourier transform which vanishes at high frequencies are examples of unstable inverse problems, where a thresholding in a wavelet basis is a suboptimal estimator. A new "mirror wavelet" basis is constructed to obtain a deconvolution risk which is proved to be asymptotically equivalent to the minimax risk over bounded variation signals. This thresholding estimator is used to restore blurred satellite images.

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