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math.ST2011
A Threshold Regularization Method for Inverse Problems
Paul Rochet
A number of regularization methods for discrete inverse problems consist in considering weighted versions of the usual least square solution. However, these so-called filter method…
math.ST2010
Semiparametric Efficiency of GMM under Approximate Constraints
Paul Rochet
Generalized empirical likelihood and generalized method of moments are well spread methods of resolution of inverse problems in econometrics. Each method defines a specific semipar…
math.ST2009
Regularization with Approximated Maximum Entropy Method
Jean-Michel Loubes, Paul Rochet
We tackle the inverse problem of reconstructing an unknown finite measure from a noisy observation of a generalized moment of defined as the integral of a continuous and bo…