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0000005378 21S 2SWS VO Statistical Inverse Problems [MA5428]   Hilfe Logo

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Statistical Inverse Problems [MA5428] 
0000005378
lecture
2
Summer semester 2021
Research Department Mathematics Centre
(Contact information)
Details
Allocations: 1 
Angaben zur Abhaltung
The class fill follow the following outline: Introductory examples, linear inverse problems with random noise, minimax approach, regularization methods, rates of convergence, adaptation and oracle inequalities, model selection.
Linear Algebra, Fundamentals of Probability and Statistics
After successful completion of the module, students are able to state and compare different results at the interface of statistics and the theory of inverse problems, and they can apply them to explicit examples. Furthermore, they understand important proof techniques, and are able to transfer them to related problems not covered in the course.
English
Details
Für die Anmeldung zur Teilnahme müssen Sie sich in TUMonline als Studierende*r identifizieren.
Zusatzinformationen
- Cavalier, Laurent: Inverse Problems in Statistics, in: Alquier, Pierre, Gautier, Eric, Stoltz, Gilles (Eds.): Inverse Problems and High-Dimensional Estimation, Springer, 2011
- Kaipio, Jari, Somersalo, Erkki: Statistical and computational inverse problems, Springer, 2005
Online information
e-learning course (moodle)