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Statistical inference for inverse problems

Author

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  • Bissantz, Nicolai
  • Holzmann, Hajo

Abstract

In this paper we study statistical inference for certain inverse problems. We go beyond mere estimation purposes and review and develop the construction of confidence intervals and confidence bands in some inverse problems, including deconvolution and the backward heat equation. Further, we discuss the construction of certain hypothesis tests, in particular concerning the number of local maxima of the unknown function. The methods are illustrated in a case study, where we analyze the distribution of heliocentric escape velocities of galaxies in the Centaurus galaxy cluster, and provide statistical evidence for its bimodality.

Suggested Citation

  • Bissantz, Nicolai & Holzmann, Hajo, 2007. "Statistical inference for inverse problems," Technical Reports 2007,40, Technische Universität Dortmund, Sonderforschungsbereich 475: Komplexitätsreduktion in multivariaten Datenstrukturen.
    • Handle: RePEc:zbw:sfb475:200740
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    References listed on IDEAS

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    1. Hajo Holzmann & Leif Boysen, 2006. "Integrated Square Error Asymptotics for Supersmooth Deconvolution," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 33(4), pages 849-860, December.
    2. Politis, Dimitris N. & Romano, Joseph P., 1999. "Multivariate Density Estimation with General Flat-Top Kernels of Infinite Order," Journal of Multivariate Analysis, Elsevier, vol. 68(1), pages 1-25, January.
    3. Enno Mammen, "undated". "Comparing nonparametric versus parametric regression fits," Statistic und Oekonometrie 9205, Humboldt Universitaet Berlin.
    4. Iain M. Johnstone & Gérard Kerkyacharian & Dominique Picard & Marc Raimondo, 2004. "Wavelet deconvolution in a periodic setting," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 66(3), pages 547-573, August.
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    Cited by:

    1. Meister, Alexander, 2009. "On testing for local monotonicity in deconvolution problems," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 312-319, February.

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