Central-difference noise-bias bound

ID: central-difference-noise-bias-bound

For the mixed forward, central finite difference, and backward derivative regularizer on , with dividing points and , the overlap multiplicity bound for piecewise difference operators has . On the middle interval, the error kernel is for , with L1 norm . Young's convolution inequality bounds that part of the bias by . If the two outer intervals together have squared error at most , combining the three pieces gives the displayed estimate for and . Interpreting as the inverse of the Volterra integration operator requires the range of the Volterra integration operator boundary condition .

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