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A note on SVM estimators in RKHS for the deconvolution problem
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 Title & Authors
A note on SVM estimators in RKHS for the deconvolution problem
Lee, Sungho;
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In this paper we discuss a deconvolution density estimator obtained using the support vector machines (SVM) and Tikhonov`s regularization method solving ill-posed problems in reproducing kernel Hilbert space (RKHS). A remarkable property of SVM is that the SVM leads to sparse solutions, but the support vector deconvolution density estimator does not preserve sparsity as well as we expected. Thus, in section 3, we propose another support vector deconvolution estimator (method II) which leads to a very sparse solution. The performance of the deconvolution density estimators based on the support vector method is compared with the classical kernel deconvolution density estimator for important cases of Gaussian and Laplacian measurement error by means of a simulation study. In the case of Gaussian error, the proposed support vector deconvolution estimator shows the same performance as the classical kernel deconvolution density estimator.
deconvolution;ill-posed problem;kernel density estimator;regularization;reproducing kernel Hilbert space (RKHS);support vector machines (SVM);
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