Minimax signal detection in ill-posed inverse problems
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Publication:693736
DOI10.1214/12-AOS1011zbMATH Open1297.62097arXiv1001.1853MaRDI QIDQ693736FDOQ693736
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)
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 -ellipsoids (bodies), , 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.
Full work available at URL: https://arxiv.org/abs/1001.1853
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Cited In (26)
- Signal detection for inverse problems in a multidimensional framework
- Optimal regularized hypothesis testing in statistical inverse problems
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- To the memory of Yu. I. Ingster
- Minimax signal detection in ill-posed inverse problems
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