Deconvolution of repeated measurements corrupted by unknown noise

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from two measurements of X perturbed independently by additive errors. Our contributions include establishing identifiability without any assumption on the noise except for coordinate independence. We propose an estimator of the density of the signal for which we provide rates of convergence, and prove that it reaches the minimax rate in the case where the support of the signal is compact. Additionally, we propose a model selection procedure for adaptive estimation. Numerical simulations demonstrate the effectiveness of our approach even with limited sample sizes.

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Publication Details

Journal
Electronic Journal of Statistics
Published
2025-01-01
DOI
https://doi.org/10.1214/25-ejs2415
Primary Topic
Fault Detection and Control Systems
Type
article
Field-Weighted Citation Impact
0.00

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article

Deconvolution of repeated measurements corrupted by unknown noise

Luc Lehéricy, Jérémie Capitao-Miniconi, Élisabeth Gassiat
Electronic Journal of Statistics
Fault Detection and Control Systems
article

Deconvolution of repeated measurements corrupted by unknown noise

Luc Lehéricy, Jérémie Capitao-Miniconi, Élisabeth Gassiat
article en

Abstract

Recent advances have demonstrated the possibility of solving the deconvolution problem without prior knowledge of the noise distribution. In this paper, we study the repeated measurements model, where information is derived from two measurements of X perturbed independently by additive errors. Our contributions include establishing identifiability without any assumption on the noise except for coordinate independence. We propose an estimator of the density of the signal for which we provide rates of convergence, and prove that it reaches the minimax rate in the case where the support of the signal is compact. Additionally, we propose a model selection procedure for adaptive estimation. Numerical simulations demonstrate the effectiveness of our approach even with limited sample sizes.

Electronic Journal of StatisticsVol. 19(2)
Centre National de la Recherche Scientifique (FR), Université Côte d'Azur (FR), Université Paris-Saclay (FR)
Agence Nationale de la Recherche, Institut Universitaire de France
Openalex Percentile: Top 69%
Fault Detection and Control Systems
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Deconvolution of repeated measurements corrupted by unknown noise — Luc Lehéricy, Jérémie Capitao-Miniconi, et al. · Electronic Journal of Statistics (2025) | TGRS Research Map | TGRS