Montag, 11. Dezember 2023, 16:45 - 17:45 iCal

ISOR Colloquium

"Testing statistical hypothesis in Inverse Problems"

Speaker: Frank Werner (Julius Maximilian University of Würzburg, Germany)

HS 7 OMP1 (#1.303)
Oskar-Morgenstern-Platz 1, 1090 Wien

Vortrag

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In this talk, we propose a regularized approach to hypothesis testing in Inverse Problems in the sense that the underlying estimators or test statistics are allowed to be biased. As one major result we prove that regularized testing is always at least as good as classical unregularized testing. We furthermore provide an adaptive test by maximizing the power functional, which outperforms unregularized tests in numerical simulations by several orders of magnitude.

Underlying paper: arxiv.org/abs/2212.12897

Zur Webseite der Veranstaltung

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Veranstalter

Institut für Statistik und Operations Research

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Kontakt

Sabine Sobotka-Tompits, BA
Fakultät für Wirtschaftswissenschaften
Institut für Statistik und Operations Research
+43 1 4277 38631
sabine.sobotka-tompits@univie.ac.at

Erstellt am Dienstag, 17. Oktober 2023, 13:51
Letzte Änderung am Dienstag, 17. Oktober 2023, 13:53