English

On low frequency inference for diffusions without the hot spots conjecture

Statistics Theory 2025-07-23 v2 Numerical Analysis Analysis of PDEs Numerical Analysis Statistics Theory

Abstract

We remove the dependence on the `hot-spots' conjecture in two of the main theorems of the recent paper of Nickl (2024, Annals of Statistics). Specifically, we characterise the minimax convergence rates for estimation of the transition operator PfP_{f} arising from the Neumann Laplacian with diffusion coefficient ff on arbitrary convex domains with smooth boundary, and further show that a general Lipschitz stability estimate holds for the inverse map PffP_f\mapsto f from H2H2H^2\to H^2 to L1L^1.

Keywords

Cite

@article{arxiv.2410.19393,
  title  = {On low frequency inference for diffusions without the hot spots conjecture},
  author = {Giovanni S. Alberti and Douglas Barnes and Aditya Jambhale and Richard Nickl},
  journal= {arXiv preprint arXiv:2410.19393},
  year   = {2025}
}

Comments

To appear in Mathematical Statistics and Learning

R2 v1 2026-06-28T19:35:17.697Z