Related papers: Adaptive minimax testing in inverse Gaussian seque…
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…
Given observations from a circular random variable contaminated by an additive measurement error, we consider the problem of minimax optimal goodness-of-fit testing in a non-asymptotic framework. We propose direct and indirect testing…
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…
We investigate minimax testing for detecting local signals or linear combinations of such signals when only indirect data is available. Naturally, in the presence of noise, signals that are too small cannot be reliably detected. In a…
We consider minimax signal detection in the sequence model. Working with certain ellipsoids in the space of square-summable sequences of real numbers, with a ball of positive radius removed, we obtain upper and lower bounds for the minimax…
We consider a compound testing problem within the Gaussian sequence model in which the null and alternative are specified by a pair of closed, convex cones. Such cone testing problem arise in various applications, including detection of…
We propose a new adaptive hypothesis test for inequality (e.g., monotonicity, convexity) and equality (e.g., parametric, semiparametric) restrictions on a structural function in a nonparametric instrumental variables (NPIV) model. Our test…
We consider the detection problem of correlations in a $p$-dimensional Gaussian vector, when we observe $n$ independent, identically distributed random vectors, for $n$ and $p$ large. We assume that the covariance matrix varies in some…
We are concerned with minimax signal detection. In this setting, we discuss non-asymptotic and asymptotic approaches through a unified treatment. In particular, we consider a Gaussian sequence model that contains classical models as special…
We consider a model where a signal (discrete or continuous) is observed with an additive Gaussian noise process. The signal is issued from a linear combination of a finite but increasing number of translated features. The features are…
This paper studies a Bayesian approach to non-asymptotic minimax adaptation in nonparametric estimation. Estimating an input function on the basis of output functions in a Gaussian white-noise model is discussed. The input function is…
We consider the detection problem of a two-dimensional function from noisy observations of its integrals over lines. We study both rate and sharp asymptotics for the error probabilities in the minimax setup. By construction, the derived…
We quantify the minimax rate for a nonparametric regression model over a star-shaped function class $\mathcal{F}$ with bounded diameter. We obtain a minimax rate of ${\varepsilon^{\ast}}^2\wedge\mathrm{diam}(\mathcal{F})^2$ where…
This work deals with the ill-posed inverse problem of reconstructing a function $f$ given implicitly as the solution of $g = Af$, where $A$ is a compact linear operator with unknown singular values and known eigenfunctions. We observe the…
We study minimax testing in a statistical inverse problem when the associated operator is unknown. In particular, we consider observations from an inverse Gaussian regression model where the associated operator is unknown but contained in a…
We consider the nonparametric estimation problem of time-dependent multivariate functions observed in a presence of additive cylindrical Gaussian white noise of a small intensity. We derive minimax lower bounds for the $L^2$-risk in the…
In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such…
This paper studies the problem of robust signal detection in Gaussian noise under quadratically convex orthosymmetric (QCO) constraints. We consider a minimax testing framework where the signal belongs to a QCO set and is separated from…
We consider testing for presence of a signal in Gaussian white noise with intensity 1/sqrt(n), when the alternatives are given by smoothness ellipsoids with an L2-ball of (squared) radius rho removed. It is known that, for a fixed Sobolev…
Robust uncertainty quantification is increasingly important in modern data analysis and is often formalized under Huber's model, which allows an $\varepsilon$-fraction of arbitrary corruptions. In many experimental sciences, however, the…