MINIMAX SIGNAL DETECTION IN ILL-POSED INVERSE PROBLEMS

Citation
Yuri I. Ingster et al., MINIMAX SIGNAL DETECTION IN ILL-POSED INVERSE PROBLEMS, Annals of statistics , 40(3), 2012, pp. 1524-1549
Journal title
ISSN journal
00905364
Volume
40
Issue
3
Year of publication
2012
Pages
1524 - 1549
Database
ACNP
SICI code
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 . (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.