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

analytic functionsill-posed inverse problemsminimax testingsingular value decompositionSobolev spaces

Mathematics Subject Classification ID

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

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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Cites work

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Cited in

(27)

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

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