On low frequency inference for diffusions without the hot spots conjecture

  • Giovanni S. Alberti

    University of Genoa, Italy
  • Douglas Barnes

    University of Cambridge, UK
  • Aditya Jambhale

    University of Cambridge, UK
  • Richard Nickl

    University of Cambridge, UK
On low frequency inference for diffusions without the hot spots conjecture cover
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Abstract

We remove the dependence on the ‘hot-spots’ conjecture in two of the main theorems of the recent paper of Nickl (2024). Specifically, we characterise the minimax convergence rates for estimation of the transition operator arising from the Neumann Laplacian with diffusion coefficient on arbitrary convex domains with smooth boundary, and further show that a general Lipschitz stability estimate holds for the inverse map from to .

Cite this article

Giovanni S. Alberti, Douglas Barnes, Aditya Jambhale, Richard Nickl, On low frequency inference for diffusions without the hot spots conjecture. Math. Stat. Learn. (2025), published online first

DOI 10.4171/MSL/53