Title: Solution of linear ill-posed problems by model selection and aggregation,
Abstract: We consider a general statistical linear inverse problem, where the solution
is represented via a known (possibly overcomplete) dictionary that allows its
sparse representation. We propose two different approaches. A model selection
estimator selects a single model by minimizing the penalized empirical risk
over all possible models. By contrast with direct problems, the penalty depends
on the model itself rather than on its size only as for complexity penalties. A
Q-aggregate estimator averages over the entire collection of estimators with
properly chosen weights. Under mild conditions on the dictionary, we establish
oracle inequalities both with high probability and in expectation for the two
estimators. Moreover, for the latter estimator these inequalities are sharp.
The proposed procedures are implemented numerically and their performance is
assessed by a simulation study.