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Marc Raimondo
School of Mathematics and Statistics, University of Sydney
Wavelet deconvolution in a periodic setting
Wednesday 26th, May 14:05-15:55pm,
Carslaw Building Room 359.
Deconvolution problems are naturally represented in the Fourier
domain, while thresholding in wavelet bases is known to have broad
adaptivity properties. We study a method which combines both Fast
Fourier and Fast wavelet transforms and can recover a blurred
function observed in white noise with $O(n(\log n)^2)$-steps.
In the periodic setting, the method applies to most deconvolution problems,
including certain ``boxcar'' kernels, important as a model
of motion blur, but having poor Fourier characteristics.
Asymptotic theory informs choice of tuning parameters, and yields
adaptivity properties for the method over a wide class of error
measures and function classes.
The method is tested on simulated lidar data suggested by
underwater remote sensing. Both visual and numerical results show an
improvement over competing approaches. Finally, the theory behind our
estimation paradigm gives a complete characterisation of the 'Maxiset'
of the method: the set of functions where the method attains a
near-optimal rate of convergence for a variety of $L^p$ loss
functions.
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