Minimax testing in a statistical inverse problem with unknown operator
Clément Marteau, Theofanis Sapatinas
Published: 2025/9/1
Abstract
We study minimax testing in a statistical inverse problem when the associated operator is unknown. In particular, we consider observations from an inverse Gaussian regression model where the associated operator is unknown but contained in a given dictionary B of finite cardinality. Using the non-asymptotic framework for minimax testing (that is, for any fixed value of the noise level), we provide optimal separation conditions for the goodness-of-fit testing problem. We restrict our attention to the specific case where the dictionary contains only two members. As we will demonstrate, even this simple case is quite intrigued and reveals an interesting phase transition phenomenon. The general case is even more involved, requires different strategies, and it is only briefly discussed.