Optimal regularized hypothesis testing in statistical inverse problems

DOI10.1088/1361-6420/AD1132arXiv2212.12897OpenAlexW4389164690MaRDI QIDQ6141561FDOQ6141561

Frank Werner, Remo Kretschmann, Daniel Wachsmuth

Publication date: 20 December 2023

Published in: Inverse Problems (Search for Journal in Brave)

Abstract: Testing of hypotheses is a well studied topic in mathematical statistics. Recently, this issue has also been addressed in the context of Inverse Problems, where the quantity of interest is not directly accessible but only after the inversion of a (potentially) ill-posed operator. In this study, we propose a regularized approach to hypothesis testing in Inverse Problems in the sense that the underlying estimators (or test statistics) are allowed to be biased. Under mild source-condition type assumptions we derive a family of tests with prescribed level $alpha$ and subsequently analyze how to choose the test with maximal power out of this family. As one major result we prove that regularized testing is always at least as good as (classical) unregularized testing. Furthermore, using tools from convex optimization, we provide an adaptive test by maximizing the power functional, which then outperforms previous unregularized tests in numerical simulations by several orders of magnitude.

Full work available at URL: https://arxiv.org/abs/2212.12897

zbMATH Keywords

hypothesis testinginverse problemdeconvolutionill-posed problem

Mathematics Subject Classification ID

Nonparametric inference (62Gxx) Numerical methods for integral equations, integral transforms (65Rxx) Numerical analysis in abstract spaces (65Jxx)

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