Multichannel Boxcar Deconvolution with Growing Number of Channels

Details Multichannel Boxcar Deconvolution with Growing Number of Channels Multichannel Boxcar Deconvolution with Growing Number of Channels

2011-02-11

arxiv.org/abs/1102.2298v1

Electronic Journal of Statistics, Vol. 5 (2011), 53-82

Mathematics

Statistics Theory

25 pages (To appear in: Electronic Journal of Statistics)

Scientific paper

10.1214/11-EJS597

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 $M$ grow (even when the total number of observations $n$ for all channels $M$ remains constant) and this requires that the parameter of the channels form a Badly Approximable $M$-tuple. Recent advances in data collection and recording techniques made it of urgent interest to study the case when the number of channels $M=M_n$ grow with the total number of observations $n$. However, in real-life situations, the number of channels $M = M_n$ usually refers to the number of physical devices and, consequently, may grow to infinity only at a slow rate as $n \rightarrow \infty$. When $M=M_n$ grows slowly as $n$ increases, we develop a procedure for the construction of a Badly Approximable $M$-tuple on a specified interval, of a non-asymptotic length, together with a lower bound associated with this $M$-tuple, which explicitly shows its dependence on $M$ as $M$ is growing. This result is further used for the evaluation of the $L^2$-risk of the suggested adaptive wavelet thresholding estimator of the unknown response function and, furthermore, for the choice of the optimal number of channels $M$ which minimizes the $L^2$-risk.

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