In this paper we propose a multiscale scanning method to determine active components of a quantity f w.r.t. a dictionary U from observations Y in an inverse regression model Y " T f`ξ with linear operator T and general random error ξ. To this end, we provide uniform confidence statements for the coefficients xϕ, f y, ϕ P U, under the assumption that pT˚q´1 pUq is of wavelet-type. Based on this we obtain a multiple test that allows to identify the active components of U, i.e. xf, ϕy ‰ 0, ϕ P U, at controlled, family-wise error rate. Our results rely on a Gaussian approximation of the underlying multiscale statistic with a novel scale penalty adapted to the ill-posedness of the problem. The scale penalty furthermore ensures weak convergence of the statistic's distribution towards a Gumbel limit under reasonable assumptions. The important special cases of tomography and deconvolution are discussed in detail. Further, the regression case, when T " id and the dictionary consists of moving windows of various sizes (scales), is included, generalizing previous results for this setting. We show that our method obeys an oracle optimality, i.e. it attains the same asymptotic power as a single-scale testing procedure at the correct scale. Simulations support our theory and we illustrate the potential of the method as an inferential tool for imaging. As a particular application we discuss super-resolution microscopy and analyze experimental STED data to locate single DNA origami.

This paper discusses the properties of certain risk estimators that recently regained popularity for choosing regularization parameters in ill-posed problems, in particular for sparsity regularization. They apply Stein's unbiased risk estimator (SURE) to estimate the risk in either the space of the unknown variables or in the data space, which we call PSURE in order to distinguish the two different risk functions. It seems intuitive that SURE is more appropriate for ill-posed problems, since the properties in the data space do not tell much about the quality of the reconstruction. We provide theoretical studies of both approaches for linear Tikhonov regularization in a finite dimensional setting and estimate the quality of the risk estimators, which also leads to asymptotic convergence results as the dimension of the problem tends to infinity. Unlike previous works which studied single realizations of image processing problems with a very low degree of ill-posedness, we are interested in the statistical behaviour of the risk estimators for increasing ill-posedness. Interestingly, our theoretical results indicate that the quality of the SURE risk can deteriorate asymptotically for ill-posed problems, which is confirmed by an extensive numerical study. The latter shows that in many cases the SURE estimator leads to extremely small regularization parameters, which obviously cannot stabilize the reconstruction. Similar but less severe issues with respect to robustness also appear for the PSURE estimator, which in comparison to the rather conservative discrepancy principle leads to the conclusion that regularization parameter choice based on unbiased risk estimation is not a reliable procedure for ill-posed problems. A similar numerical study for sparsity regularization demonstrates that the same issue appears in non-linear variational regularization approaches.

Uniform asymptotic confidence bands for a multivariate regression function in an inverse regression model with a convolution-type operator are constructed. The results are derived using strong approximation methods and a limit theorem for the supremum of a stationary Gaussian field over an increasing system of sets. As a particular application, asymptotic confidence bands for a time dependent regression function ft(x) (x ∈ R d , t ∈ R) in a convolution-type inverse regression model are obtained. Finally, we demonstrate the practical feasibility of our proposed methods in a simulation study and an application to the estimation of the luminosity profile of the elliptical galaxy NGC5017. To the best knowledge of the authors, the results presented in this paper are the first which provide uniform confidence bands for multivariate nonparametric function estimation in inverse problems.

The random coefficients model is an extension of the linear regression model that allows for unobserved heterogeneity in the population by modeling the regression coefficients as random variables. Given data from this model, the statistical challenge is to recover information about the joint density of the random coefficients which is a multivariate and ill-posed problem. Because of the curse of dimensionality and the ill-posedness, pointwise nonparametric estimation of the joint density is difficult and suffers from slow convergence rates. Larger features, such as an increase of the density along some direction or a well-accentuated mode can, however, be much easier detected from data by means of statistical tests. In this article, we follow this strategy and construct tests and confidence statements for qualitative features of the joint density, such as increases, decreases and modes. We propose a multiple testing approach based on aggregating single tests which are designed to extract shape information on fixed scales and directions. Using recent tools for Gaussian approximations of multivariate empirical processes, we derive expressions for the critical value. We apply our method to simulated and real data.

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