On statistical Calderón problems

For $D$ a bounded domain in $\mathbb R^d, d \ge 2,$ with smooth boundary $\partial D$, the non-linear inverse problem of recovering the unknown conductivity $\gamma$ determining solutions $u=u_{\gamma, f}$ of the partial differential equation \begin{equation*} \begin{split} \nabla \cdot(\gamma \nabla u)&=0 \quad \text{ in }D, \\ u&=f \quad \text { on } \partial D, \end{split} \end{equation*} from noisy observations $Y$ of the Dirichlet-to-Neumann map \[f \mapsto \Lambda_\gamma(f) = {\gamma \frac{\partial u_{\gamma,f}}{\partial \nu}}\Big|_{\partial D},\] with $\partial/\partial \nu$ denoting the outward normal derivative, is considered. The data $Y$ consists of $\Lambda_\gamma$ corrupted by additive Gaussian noise at noise level $\varepsilon>0$, and a statistical algorithm $\hat \gamma(Y)$ is constructed which is shown to recover $\gamma$ in supremum-norm loss at a statistical convergence rate of the order $\log(1/\varepsilon)^{-\delta}$ as $\varepsilon \to 0$. It is further shown that this convergence rate is optimal, up to the precise value of the exponent $\delta>0$, in an information theoretic sense. The estimator $\hat \gamma(Y)$ has a Bayesian interpretation in terms of the posterior mean of a suitable Gaussian process prior and can be computed by MCMC methods.