< Back to previous page


Minimax optimal procedures for testing the structure of multidimensional functions

Journal Contribution - Journal Article

© 2017 The Author(s). We present a novel method for detecting some structural characteristics of multidimensional functions. We consider the multidimensional Gaussian white noise model with an anisotropic estimand. Using the relation between the Sobol decomposition and the geometry of multidimensional wavelet basis we can build test statistics for any of the Sobol functional components. We assess the asymptotical minimax optimality of these test statistics and show that they are optimal in presence of anisotropy with respect to the newly determined minimax rates of separation. An appropriate combination of these test statistics allows to test some general structural characteristics such as the atomic dimension or the presence of some variables. Numerical experiments show the potential of our method for studying spatio-temporal processes.
Journal: Applied and Computational Harmonic Analysis
ISSN: 1063-5203
Issue: 2
Volume: 46
Pages: 288 - 311
Publication year:2019
BOF-publication weight:10
CSS-citation score:1
Authors from:Higher Education