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Information on structural features of a fracture network at early stages of Enhanced Geothermal System development is mostly restricted to borehole images and, if available, outcrop data. However, using this information to image discontinuities in deep reservoirs is difficult. Wellbore failure data provides only some information on components of the in situ stress state and its heterogeneity. Our working hypothesis is that slip on natural fractures primarily controls these stress heterogeneities. Based on this, we introduce stress-based tomography in a Bayesian framework to characterize the fracture network and its heterogeneity in potential Enhanced Geothermal System reservoirs. In this procedure, first a random initial discrete fracture network (DFN) realization is generated based on prior information about the network. The observations needed to calibrate the DFN are based on local variations of the orientation and magnitude of at least one principal stress component along boreholes. A Markov Chain Monte Carlo sequence is employed to update the DFN iteratively by a fracture translation within the domain. The Markov sequence compares the simulated stress profile with the observed stress profiles in the borehole, evaluates each iteration with Metropolis-Hastings acceptance criteria, and stores acceptable DFN realizations in an ensemble. Finally, this obtained ensemble is used to visualize the potential occurrence of fractures in a probability map, indicating possible fracture locations and lengths. We test this methodology to reconstruct simple synthetic and more complex outcrop-based fracture networks and successfully image the significant fractures in the domain.
Uniformly valid confidence intervals post model selection in regression can be constructed based on Post-Selection Inference (PoSI) constants. PoSI constants are minimal for orthogonal design matrices, and can be upper bounded in function of the sparsity of the set of models under consideration, for generic design matrices. In order to improve on these generic sparse upper bounds, we consider design matrices satisfying a Restricted Isometry Property (RIP) condition. We provide a new upper bound on the PoSI constant in this setting. This upper bound is an explicit function of the RIP constant of the design matrix, thereby giving an interpolation between the orthogonal setting and the generic sparse setting. We show that this upper bound is asymptotically optimal in many settings by constructing a matching lower bound.
We consider composite-composite testing problems for the expectation in the Gaussian sequence model where the null hypothesis corresponds to a closed convex subset C of R-d. We adopt a minimax point of view and our primary objective is to describe the smallest Euclidean distance between the null and alternative hypotheses such that there is a test with small total error probability. In particular, we focus on the dependence of this distance on the dimension d and variance 1/n giving rise to the minimax separation rate. In this paper we discuss lower and upper bounds on this rate for different smooth and non-smooth choices for C.
For linear inverse problems Y = A mu + zeta, it is classical to recover the unknown signal mu by iterative regularization methods ((mu) over cap,(m) = 0,1, . . .) and halt at a data-dependent iteration tau using some stopping rule, typically based on a discrepancy principle, so that the weak (or prediction) squared-error parallel to A((mu) over cap (()(tau)) - mu)parallel to(2) is controlled. In the context of statistical estimation with stochastic noise zeta, we study oracle adaptation (that is, compared to the best possible stopping iteration) in strong squared- error E[parallel to((mu) over cap (()(tau)) - mu)parallel to(2)]. For a residual-based stopping rule oracle adaptation bounds are established for general spectral regularization methods. The proofs use bias and variance transfer techniques from weak prediction error to strong L-2-error, as well as convexity arguments and concentration bounds for the stochastic part. Adaptive early stopping for the Landweber method is studied in further detail and illustrated numerically.
We consider truncated SVD (or spectral cut-off, projection) estimators for a prototypical statistical inverse problem in dimension D. Since calculating the singular value decomposition (SVD) only for the largest singular values is much less costly than the full SVD, our aim is to select a data-driven truncation level (m) over cap is an element of {1, . . . , D} only based on the knowledge of the first (m) over cap singular values and vectors. We analyse in detail whether sequential early stopping rules of this type can preserve statistical optimality. Information-constrained lower bounds and matching upper bounds for a residual based stopping rule are provided, which give a clear picture in which situation optimal sequential adaptation is feasible. Finally, a hybrid two-step approach is proposed which allows for classical oracle inequalities while considerably reducing numerical complexity.
We consider a statistical inverse learning (also called inverse regression) problem, where we observe the image of a function f through a linear operator A at i.i.d. random design points X-i , superposed with an additive noise. The distribution of the design points is unknown and can be very general. We analyze simultaneously the direct (estimation of Af) and the inverse (estimation of f) learning problems. In this general framework, we obtain strong and weak minimax optimal rates of convergence (as the number of observations n grows large) for a large class of spectral regularization methods over regularity classes defined through appropriate source conditions. This improves on or completes previous results obtained in related settings. The optimality of the obtained rates is shown not only in the exponent in n but also in the explicit dependency of the constant factor in the variance of the noise and the radius of the source condition set.
We study the Ollivier-Ricci curvature of graphs as a function of the chosen idleness. We show that this idleness function is concave and piecewise linear with at most three linear parts, and at most two linear parts in the case of a regular graph. We then apply our result to show that the idleness function of the Cartesian product of two regular graphs is completely determined by the idleness functions of the factors.
We consider the problem of low rank matrix recovery in a stochastically noisy high-dimensional setting. We propose a new estimator for the low rank matrix, based on the iterative hard thresholding method, that is computationally efficient and simple. We prove that our estimator is optimal in terms of the Frobenius risk and in terms of the entry-wise risk uniformly over any change of orthonormal basis, allowing us to provide the limiting distribution of the estimator. When the design is Gaussian, we prove that the entry-wise bias of the limiting distribution of the estimator is small, which is of interest for constructing tests and confidence sets for low-dimensional subsets of entries of the low rank matrix.
In the present paper, we study the problem of existence of honest and adaptive confidence sets for matrix completion. We consider two statistical models: the trace regression model and the Bernoulli model. In the trace regression model, we show that honest confidence sets that adapt to the unknown rank of the matrix exist even when the error variance is unknown. Contrary to this, we prove that in the Bernoulli model, honest and adaptive confidence sets exist only when the error variance is known a priori. In the course of our proofs, we obtain bounds for the minimax rates of certain composite hypothesis testing problems arising in low rank inference.
We study the Volterra property of a class of anisotropic pseudo-differential operators on R x B for a manifold B with edge Y and time-variable t. This exposition belongs to a program for studying parabolicity in such a situation. In the present consideration we establish non-smoothing elements in a subalgebra with anisotropic operator-valued symbols of Mellin type with holomorphic symbols in the complex Mellin covariable from the cone theory, where the covariable t of t extends to symbolswith respect to t to the lower complex v half-plane. The resulting space ofVolterra operators enlarges an approach of Buchholz (Parabolische Pseudodifferentialoperatoren mit operatorwertigen Symbolen. Ph. D. thesis, Universitat Potsdam, 1996) by necessary elements to a new operator algebra containing Volterra parametrices under an appropriate condition of anisotropic ellipticity. Our approach avoids some difficulty in choosing Volterra quantizations in the edge case by generalizing specific achievements from the isotropic edge-calculus, obtained by Seiler (Pseudodifferential calculus on manifolds with non-compact edges, Ph. D. thesis, University of Potsdam, 1997), see also Gil et al. (in: Demuth et al (eds) Mathematical research, vol 100. Akademic Verlag, Berlin, pp 113-137, 1997; Osaka J Math 37: 221-260, 2000).