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On low frequency inference for diffusions without the hot spots conjecture

Published 25 Oct 2024 in math.ST, cs.NA, math.AP, math.NA, and stat.TH | (2410.19393v1)

Abstract: We remove the dependence on the `hot-spots' conjecture in two of the main theorems of the 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 $H2\to H2$ to $L1$.

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