Minimax estimation of linear functionals in the Darcy inverse problem
Abstract
We study estimation of linear functionals ∫ fψ of the conductivity f in the Darcy problem ∇·(f∇ u)=g from observations of u in Gaussian white noise of level N−1/2. When the potential has a single nondegenerate minimum, we determine the minimax rates over Sobolev balls in the linearised experiment. Unless a compatibility condition along the gradient flow holds, the rate is governed by an effective dimension T of the Hessian at the minimum, not by the ambient dimension: it is N−(2s+T)/(4s+8) for T<4, has an elbow at T=4 with an extra logarithmic factor, and is parametric for T>4. In the nonlinear experiment we show that these lower bounds persist when compatibility fails at the reference and T≤4, and we prove the minimax rate on classes with isotropic critical Hessians, and the parametric rate near references with T>4. In dimension at most four, no nonzero linear functional is uniformly √N-estimable on a Sobolev neighbourhood of the constant conductivity, even when it is regular there.
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BibTeX
@misc{liu2026minimax,
title = {{Minimax estimation of linear functionals in the Darcy inverse problem}},
author = {Yi Liu and Xiaotian Chang and Qirui Hu},
howpublished = {arXiv},
year = {2026},
month = nov,
doi = {10.48550/arxiv.2611.01290},
eprint = {2611.01290},
archivePrefix = {arXiv},
url = {https://arxiv.org/abs/2611.01290},
}
RIS
TY - UNPB
TI - Minimax estimation of linear functionals in the Darcy inverse problem
AU - Yi Liu
AU - Xiaotian Chang
AU - Qirui Hu
PY - 2026
DA - 2026/11/01
PB - arXiv
DO - 10.48550/arxiv.2611.01290
UR - https://arxiv.org/abs/2611.01290
AB - We study estimation of linear functionals ∫ fψ of the conductivity f in the Darcy problem ∇·(f∇ u)=g from observations of u in Gaussian white noise of level N^−1/2. When the potential has a single nondegenerate minimum, we determine the minimax rates over Sobolev balls in the linearised experiment. Unless a compatibility condition along the gradient flow holds, the rate is governed by an effective dimension T of the Hessian at the minimum, not by the ambient dimension: it is N^−(2s+T)/(4s+8) for T<4, has an elbow at T=4 with an extra logarithmic factor, and is parametric for T>4. In the nonlinear experiment we show that these lower bounds persist when compatibility fails at the reference and T≤4, and we prove the minimax rate on classes with isotropic critical Hessians, and the parametric rate near references with T>4. In dimension at most four, no nonzero linear functional is uniformly √N-estimable on a Sobolev neighbourhood of the constant conductivity, even when it is regular there.
ER -