作者: Jean-Michel Loubes , Paul Rochet
DOI: 10.1007/978-1-4471-2353-8_16
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摘要: We tackle the inverse problem of reconstructing an unknown finite measure μ from a noisy observation generalized moment defined as integral continuous and bounded operator Φ with respect to μ. When only quadratic approximation Φm is known, we introduce L2 approximate maximum entropy solution minimizer convex functional subject sequence constraints. Under several assumptions on functional, convergence established rates are provided.