On Tikhonov regularisation

Prasana K Venkatesh

Physica A: Statistical Mechanics and its Applications, 2000, vol. 284, issue 1, 448-460

Abstract: We introduce Bayesian estimation into the Tikhonov regularisation process for recovering functions of high bandwidth from noisy band-limited observations. The method allows for the incorporation of featural constraints and requires the global minimisation of a functional derived from damped pseudospectral approximation.

Keywords: Stochastic processes; Non-parametric inference; Statistical theories; Stochastic and trajectory models (search for similar items in EconPapers)
Date: 2000
References: View complete reference list from CitEc
Citations:

Downloads: (external link)
http://www.sciencedirect.com/science/article/pii/S037843710000203X
Full text for ScienceDirect subscribers only. Journal offers the option of making the article available online on Science direct for a fee of $3,000

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: https://EconPapers.repec.org/RePEc:eee:phsmap:v:284:y:2000:i:1:p:448-460

DOI: 10.1016/S0378-4371(00)00203-X

Access Statistics for this article

Physica A: Statistical Mechanics and its Applications is currently edited by K. A. Dawson, J. O. Indekeu, H.E. Stanley and C. Tsallis

More articles in Physica A: Statistical Mechanics and its Applications from Elsevier
Bibliographic data for series maintained by Catherine Liu ().