Empirical risk minimization in inverse problems: Extended technical version

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We study estimation of a multivariate function f: Rᵈ → R when the observations are available from function Af, where A is a known linear operator. Both the Gaussian white noise model and density estimation are studied. We define an L₂ empirical risk functional, which is used to define an δ-net minimizer and a dense empirical risk minimizer. Upper bounds for the mean integrated squared error of the estimators are given. The upper bounds show how the difficulty of the estimation depends on the operator through the norm of the adjoint of the inverse of the operator, and on the underlying function class through the entropy of the class. Corresponding lower bounds are also derived. As examples we consider convolution operators and the Radon transform. In these examples the estimators achieve the optimal rates of convergence. Furthermore, a new type of oracle inequality is given for inverse problems in additive models.