Minimax detection of localized signals in statistical inverse problems

DOI10.1093/IMAIAI/IAAD026MaRDI QIDQ6164745zbMATH OpenFDO

Authors Markus Pohlmann, Frank Werner, Axel Munk

Publication date 28 July 2023

Published in Information and Inference: A Journal of the IMA (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2112.05648

zbMATH Keywords

hypothesis testingstatistical inverse problemsminimax signal detectionwavelet-vaguelette decomposition

Mathematics Subject Classification ID

Parametric hypothesis testing (62F03) Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

Abstract: We investigate minimax testing for detecting local signals or linear combinations of such signals when only indirect data is available. Naturally, in the presence of noise, signals that are too small cannot be reliably detected. In a Gaussian white noise model, we discuss upper and lower bounds for the minimal size of the signal such that testing with small error probabilities is possible. In certain situations we are able to characterize the asymptotic minimax detection boundary. Our results are applied to inverse problems such as numerical differentiation, deconvolution and the inversion of the Radon transform.

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Cited in

(13)

• Signal detection for inverse problems in a multidimensional framework
• Optimal regularized hypothesis testing in statistical inverse problems
• Adaptive discretization for signal detection in statistical inverse problems
• Minimax nonparametric testing in a problem related to the Radon transform
• Multiscale scanning in inverse problems
• A unified treatment for non-asymptotic and asymptotic approaches to minimax signal detection
• General regularization schemes for signal detection in inverse problems
• Minimax detection of positive signals
• On finding non-randomized minimax tests for statistical decision problems with applications to signal detection
• Minimax signal detection in ill-posed inverse problems
• Testing inverse problems: a direct or an indirect problem?
• Locally most powerful invariant tests for signal detection
• Maxiset point of view for signal detection in inverse problems

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