Abstract We consider multichannel deconvolution in a periodic setting with long-memory errors under three different scenarios for the convolution operators, i.e., super-smooth, regular-smooth and box-car convolutions. We investigate global performances of linear and hard-thresholded non-linear wavelet estimators for functions over a wide range of Besov spaces and for a variety of loss functions defining the risk. In particular, we obtain upper bounds on convergence rates using the L p -risk ( 1 ≤ p ∞ ) . Contrary to the case where the errors follow independent Brownian motions, it is demonstrated that multichannel deconvolution with errors that follow independent fractional Brownian motions with different Hurst parameters results in a much more involved situation. An extensive finite-sample numerical study is performed to supplement the theoretical findings.
We consider the problem of estimating the unknown response function in the multichannel deconvolution model with long-range dependent Gaussian or sub-Gaussian errors. We do not limit our consideration to a specific type of long-range dependence rather we assume that the errors should satisfy a general assumption in terms of the smallest and largest eigenvalues of their covariance matrices. We derive minimax lower bounds for the quadratic risk in the proposed multichannel deconvolution model when the response function is assumed to belong to a Besov ball and the blurring function is assumed to possess some smoothness properties, including both regular-smooth and super-smooth convolutions. Furthermore, we propose an adaptive wavelet estimator of the response function that is asymptotically optimal (in the minimax sense), or nearoptimal (within a logarithmic factor), in a wide range of Besov balls, for both Gaussian and sub-Gaussian errors. It is shown that the optimal convergence rates depend on the balance between the smoothness parameter of the response function, the kernel parameters of the blurring function, the long memory parameters of the errors, and how the total number of observations is distributed among the total number of channels. Some examples of inverse problems in mathematical physics where one needs to recover initial or boundary conditions on the basis of observations from a noisy solution of a partial differential equation are used to illustrate the application of the theory we developed. The optimal convergence rates and the adaptive estimators we consider extend the ones studied by Pensky and Sapatinas (2009, 2010) for independent and identically distributed Gaussian errors to the case of long-range dependent Gaussian or sub-Gaussian errors. We consider the problem of estimating the unknown response function in the multichannel deconvolution model with a boxcar-like kernel which is of particular interest in signal processing. It is known that, when the number of channels is finite, the precision of reconstruction of the response function increases as the number of channels @math grow (even when the total number of observations @math for all channels @math remains constant) and this requires that the parameter of the channels form a Badly Approximable @math -tuple. Recent advances in data collection and recording techniques made it of urgent interest to study the case when the number of channels @math grow with the total number of observations @math . However, in real-life situations, the number of channels @math usually refers to the number of physical devices and, consequently, may grow to infinity only at a slow rate as @math . When @math grows slowly as @math increases, we develop a procedure for the construction of a Badly Approximable @math -tuple on a specified interval, of a non-asymptotic length, together with a lower bound associated with this @math -tuple, which explicitly shows its dependence on @math as @math is growing. This result is further used for the evaluation of the @math -risk of the suggested adaptive wavelet thresholding estimator of the unknown response function and, furthermore, for the choice of the optimal number of channels @math which minimizes the @math -risk. Using the asymptotical minimax framework, we examine convergence rates equivalency between a continuous functional deconvolution model and its real-life discrete counterpart, over a wide range of Besov balls and for theL 2 -risk. For this purpose, all possible models are divided into three groups. For the models in the We extend deconvolution in a periodic setting to deal with functional data. The resulting functional deconvolution model can be viewed as a generalization of a multitude of inverse problems in mathematical physics where one needs to recover initial or boundary conditions on the basis of observations from a noisy solution of a partial differential equation. In the case when it is observed at a finite number of distinct points, the proposed functional deconvolution model can also be viewed as a multichannel deconvolution model. We derive minimax lower bounds for the L 2 -risk in the proposed functional deconvolution model when f(·) is assumed to belong to a Besov ball and the blurring function is assumed to possess some smoothness properties, including both regular-smooth and super-smooth convolutions. Furthermore, we propose an adaptive wavelet estimator of f(·) that is asymptotically optimal (in the minimax sense), or near-optimal within a logarithmic factor, in a wide range of Besov balls. In addition, we consider a discretization of the proposed functional deconvolution model and investigate when the availability of continuous data gives advantages over observations at the asymptotically large number of points. As an illustration, we discuss particular examples for both continuous and discrete settings.