Minimax goodness-of-fit testing in ill-posed inverse problems with partially unknown operators

被引:3
作者
Marteau, Clement [1 ]
Sapatinas, Theofanis [2 ]
机构
[1] Univ Lyon 1 Claude Bernard, Inst Camille Jordan, 43 Blvd 11 Novembre 1918, F-69622 Villeurbanne, France
[2] Univ Cyprus, Dept Math & Stat, POB 20537, CY-1678 Nicosia, Cyprus
来源
ANNALES DE L INSTITUT HENRI POINCARE-PROBABILITES ET STATISTIQUES | 2017年 / 53卷 / 04期
关键词
Ellipsoids; Compact operators; Gaussian sequence model; Gaussian white noise model; Ill-posed inverse problems; Minimax goodness-of-fit testing; Minimax signal detection; Singular value decomposition; SIGNAL-DETECTION; BLIND DECONVOLUTION; ADAPTIVE ESTIMATION; MODEL; REGRESSION; CURVES; ERROR; RATES;
D O I
10.1214/16-AIHP768
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
We consider a Gaussian sequence model that contains ill-posed inverse problems as special cases. We assume that the associated operator is partially unknown in the sense that its singular functions are known and the corresponding singular values are unknown but observed with Gaussian noise. For the considered model, we study the minimax goodness-of-fit testing problem. Working with certain ellipsoids in the space of square-summable sequences of real numbers, with a ball of positive radius removed, we obtain lower and upper bounds for the minimax separation radius in the non-asymptotic framework, i.e., for fixed values of the involved noise levels. Examples of mildly and severely ill-posed inverse problems with ellipsoids of ordinary-smooth and super-smooth sequences are examined in detail and minimax rates of goodness-of-fit testing are obtained for illustrative purposes.
引用
收藏
页码:1675 / 1718
页数:44
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