pith. sign in

arxiv: 1001.1853 · v4 · pith:IILKRZL3new · submitted 2010-01-12 · 🧮 math.ST · stat.TH

Minimax signal detection in ill-posed inverse problems

classification 🧮 math.ST stat.TH
keywords ill-posedinverseminimaxproblemsanalyticdetectionsignaltests
0
0 comments X
read the original 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), $q\in(0,2]$, 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.

This paper has not been read by Pith yet.

discussion (0)

Sign in with ORCID, Apple, or X to comment. Anyone can read and Pith papers without signing in.