Regularisation and central limit theorems for an inverse problem in network sampling applications

被引:0
|
作者
Antunes, Nelson [1 ,2 ]
Jacinto, Goncalo [3 ]
Pipiras, Vladas [4 ]
机构
[1] Univ Lisbon, Ctr Computat & Stochast Math, Ave Rovisco Pais, P-1049001 Lisbon, Portugal
[2] Univ Algarve, Ave Rovisco Pais, P-1049001 Lisbon, Portugal
[3] Univ Evora, Dept Math ECT & CIMA, IIFA, Evora, Portugal
[4] Univ N Carolina, Dept Stat & Operat Res, Chapel Hill, NC USA
关键词
Inverse problem; ill-posedness; operators; regularisation; central limit theorem;
D O I
10.1080/10485252.2024.2408301
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
An inverse problem motivated by packet sampling in communication networks and edge sampling in directed complex networks is studied through the operator perspective. The problem is shown to be ill-posed, with the resulting naive estimator potentially having very heavy tails, satisfying non-Gaussian central limit theorem and showing poor statistical performance. Regularisation of the problem leads to the Gaussian central limit theorem and superior performance of the regularised estimator, as a result of desirable properties of underlying operators. The limiting variance and convergence rates of the regularised estimator are also investigated. The results are illustrated on synthetic and real data from communication and complex networks.
引用
收藏
页数:19
相关论文
共 50 条