TY - JOUR ID - Podlewski2016 LB - Podlewski2016 AU - Podlewski, Jacek AU - Szkutnik, Zbigniew TI - On a dense minimizer of empirical risk in inverse problems ST - On a dense minimizer of empirical risk in inverse problems JO - Opuscula Math. JA - Opuscula Math. JF - Opuscula Mathematica PY - 2016 VL - 36 IS - 5 SP - 671 EP - 679 DO - http://dx.doi.org/10.7494/OpMath.2016.36.5.671 UR - http://dx.doi.org/10.7494/OpMath.2016.36.5.671 AB - Properties of estimators of a functional parameter in an inverse problem setup are studied. We focus on estimators obtained through dense minimization (as opposed to minimization over \(\delta\)-nets) of suitably defined empirical risk. At the cost of imposition of a sort of local finite-dimensionality assumption, we fill some gaps in the proofs of results published by Klemelä and Mammen [Ann. Statist. 38 (2010), 482-511]. We also give examples of functional classes that satisfy the modified assumptions. KW - inverse problem KW - empirical risk minimization SN - 1232-9274 ER -