Minimax signal detection in ill-posed inverse problems

DOI10.1214/12-AOS1011MaRDI QIDQ693736zbMATH OpenFDO

Authors Yuri I. Ingster, Theofanis Sapatinas, Irina A. Suslina

Publication date 10 December 2012

Published in The Annals of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1001.1853, https://projecteuclid.org/euclid.aos/1346850064

zbMATH Keywords

singular value decompositionminimax testingSobolev spacesanalytic functionsill-posed inverse problems

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Minimax procedures in statistical decision theory (62C20)

Abstract: Ill-posed inverse problems arise in various scientific fields. We consider the signal detection problem for mildly, severely and extremely ill-posed inverse problems with $l^q$-ellipsoids (bodies), $qin(0,2]$, for Sobolev, analytic and generalized analytic classes of functions under the Gaussian white noise model. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived tests are, often, nonadaptive. Minimax rate-optimal adaptive tests of rather simple structure are also constructed.

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Cited in

(26)

• Signal detection for inverse problems in a multidimensional framework
• Rate optimal estimation of quadratic functionals in inverse problems with partially unknown operator and application to testing problems
• Optimal regularized hypothesis testing in statistical inverse problems
• Empirical risk minimization as parameter choice rule for general linear regularization methods
• Non asymptotic minimax rates of testing in signal detection with heterogeneous variances
• Adaptive global testing for functional linear models
• Minimax nonparametric estimation on maxisets
• 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
• Minimax detection of localized signals in statistical inverse problems
• On uniform consistency of nonparametric tests. I
• Goodness-of-fit testing strategies from indirect observations
• Minimax testing of a composite null hypothesis defined via a quadratic functional in the model of regression
• General regularization schemes for signal detection in inverse problems
• Minimax signal detection under weak noise assumptions
• To the memory of Yu. I. Ingster
• Minimax signal detection in ill-posed inverse problems
• On asymptotically minimax nonparametric detection of signal in Gaussian white noise
• Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators
• Testing inverse problems: a direct or an indirect problem?
• Characterization of the undesirable global minima of the Godard cost function: case of noncircular symmetric signals
• Adaptivity and oracle inequalities in linear statistical inverse problems: a (numerical) survey
• Limits to estimation in stochastic ill-conditioned inverse problems
• Maxiset point of view for signal detection in inverse problems

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