English

On statistical Calder\'on problems

Statistics Theory 2020-04-21 v4 Analysis of PDEs Statistics Theory

Abstract

For DD a bounded domain in Rd,d2,\mathbb R^d, d \ge 2, with smooth boundary D\partial D, the non-linear inverse problem of recovering the unknown conductivity γ\gamma determining solutions u=uγ,fu=u_{\gamma, f} of the partial differential equation \begin{equation*} \begin{split} \nabla \cdot(\gamma \nabla u)&=0 \quad \text{ in }D, \\ u&=f \quad \text { on } \partial D, \end{split} \end{equation*} from noisy observations YY of the Dirichlet-to-Neumann map fΛγ(f)=γuγ,fνD,f \mapsto \Lambda_\gamma(f) = {\gamma \frac{\partial u_{\gamma,f}}{\partial \nu}}\Big|_{\partial D}, with /ν\partial/\partial \nu denoting the outward normal derivative, is considered. The data YY consists of Λγ\Lambda_\gamma corrupted by additive Gaussian noise at noise level ε>0\varepsilon>0, and a statistical algorithm γ^(Y)\hat \gamma(Y) is constructed which is shown to recover γ\gamma in supremum-norm loss at a statistical convergence rate of the order log(1/ε)δ\log(1/\varepsilon)^{-\delta} as ε0\varepsilon \to 0. It is further shown that this convergence rate is optimal, up to the precise value of the exponent δ>0\delta>0, in an information theoretic sense. The estimator γ^(Y)\hat \gamma(Y) has a Bayesian interpretation in terms of the posterior mean of a suitable Gaussian process prior and can be computed by MCMC methods.

Keywords

Cite

@article{arxiv.1906.03486,
  title  = {On statistical Calder\'on problems},
  author = {Kweku Abraham and Richard Nickl},
  journal= {arXiv preprint arXiv:1906.03486},
  year   = {2020}
}

Comments

To appear in "Mathematical Statistics and Learning"

R2 v1 2026-06-23T09:47:49.231Z