Testing Gaussian process with applications to super-resolution

DOI10.1016/J.ACHA.2018.07.001MaRDI QIDQ2278467zbMATH OpenOpenAlexFDO

Authors Jean-Marc Azaïs, Yohann De Castro, Stéphane Mourareau

Publication date 5 December 2019

Published in Applied and Computational Harmonic Analysis (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1706.00679

zbMATH Keywords

Gaussian processhypothesis testingKac-Rice formulasuper-resolution

Mathematics Subject Classification ID

Gaussian processes (60G15) Parametric hypothesis testing (62F03) Image processing (compression, reconstruction, etc.) in information and communication theory (94A08)

Abstract: This article introduces exact testing procedures on the mean of a Gaussian process $X$ derived from the outcomes of $el{l}_1$-minimization over the space of complex valued measures. The process $X$ can be thought as the sum of two terms: first, the convolution between some kernel and a target atomic measure (mean of the process); second, a random perturbation by an additive centered Gaussian process. The first testing procedure considered is based on a dense sequence of grids on the index set of~$X$ and we establish that it converges (as the grid step tends to zero) to a randomized testing procedure: the decision of the test depends on the observation $X$ and also on an independent random variable. The second testing procedure is based on the maxima and the Hessian of $X$ in a grid-less manner. We show that both testing procedures can be performed when the variance is unknown (and the correlation function of $X$ is known). These testing procedures can be used for the problem of deconvolution over the space of complex valued measures, and applications in frame of the Super-Resolution theory are presented. As a byproduct, numerical investigations may demonstrate that our grid-less method is more powerful (it~detects sparse alternatives) than tests based on very thin grids.

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Uses Software

• covTest

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