Report
On low frequency inference for diffusions without the hot spots conjecture
| العنوان: | On low frequency inference for diffusions without the hot spots conjecture |
|---|---|
| المؤلفون: | Alberti, Giovanni S., Barnes, Douglas, Jambhale, Aditya, Nickl, Richard |
| سنة النشر: | 2024 |
| المجموعة: | Computer Science Mathematics Statistics |
| مصطلحات موضوعية: | Mathematics - Statistics Theory, Mathematics - Analysis of PDEs, Mathematics - Numerical Analysis |
| الوصف: | 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 $P_{f}$ arising from the Neumann Laplacian with diffusion coefficient $f$ on arbitrary convex domains with smooth boundary, and further show that a general Lipschitz stability estimate holds for the inverse map $P_f\mapsto f$ from $H^2\to H^2$ to $L^1$. |
| نوع الوثيقة: | Working Paper |
| URL الوصول: | http://arxiv.org/abs/2410.19393 |
| رقم الانضمام: | edsarx.2410.19393 |
| قاعدة البيانات: | arXiv |
| الوصف غير متاح. |