Statistical Multiscale Analysis: From Signal Detection to Nanoscale Photonic Imaging

Stochastics Seminar
Tuesday, April 3, 2012 - 16:05
1 hour (actually 50 minutes)
Skyles 006
Institut für Mathematische Stochastik Georg-August-Universität Göttingen
In this talk we will discuss a general concept of statistical multiscale analysis in the context of signal detection and imaging. This provides a large class of fully data driven regularisation methods which can be viewed as a multiscale generalization of the Dantzig selector. We address computational issues as well as the required extreme value theory of the multiscale statistics. Two major example include change point regression and locally adaptive total variation image regularization for deconvolution problems. Our method is applied to problems from ion channel recordings and nanoscale biophotonic cell microscopy.