On statistical Calderón problems
Kweku Abraham
Université Paris-Saclay, Orsay Cedex, FranceRichard Nickl
University of Cambridge, UK
Abstract
For a bounded domain in with smooth boundary , the non-linear inverse problem of recovering the unknown conductivity determining solutions of the partial differential equation
from noisy observations of the Dirichlet-to-Neumann map , with denoting the outward normal derivative, is considered. The data consists of corrupted by additive Gaussian noise at noise level , and a statistical algorithm is constructed which is shown to recover in supremum-norm loss at a statistical convergence rate of the order as . It is further shown that this convergence rate is optimal, up to the precise value of the exponent , in an information theoretic sense. The estimator has a Bayesian interpretation in terms of the posterior mean of a suitable Gaussian process prior and can be computed by MCMC methods.
Cite this article
Kweku Abraham, Richard Nickl, On statistical Calderón problems. Math. Stat. Learn. 2 (2019), no. 2, pp. 165–216
DOI 10.4171/MSL/14