Deconvolution by simulation

TL;DR

This paper introduces a simulation-based method for estimating the distribution of a random variable Y, given samples of X and Z where Z=X+Y, demonstrating its effectiveness through experiments.

Contribution

The paper proposes a novel simulation approach for deconvolution to estimate the distribution of Y from samples of X and Z, advancing existing methods.

Findings

The method provides useful estimates of Y's distribution.

Experimental results validate the effectiveness of the simulation approach.

Abstract

Given samples (x_1,...,x_m) and (z_1,...,z_n) which we believe are independent realizations of random variables X and Z respectively, where we further believe that Z=X+Y with Y independent of X, the problem is to estimate the distribution of Y. We present a new method for doing this, involving simulation. Experiments suggest that the method provides useful estimates.