Detecting positive correlations in a multivariate sample

DOI10.3150/13-BEJ565zbMath1359.62208arXiv1202.5536OpenAlexW3103097280MaRDI QIDQ2345119

Gábor Lugosi, Sébastien Bubeck, Ery Arias-Castro

Publication date: 19 May 2015

Published in: Bernoulli (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1202.5536

zbMATH Keywords

correlation matrixrandom geometric graphsmultivariate normal population

Mathematics Subject Classification ID

Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Random graphs (graph-theoretic aspects) (05C80)

Related Items (11)

Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices ⋮ Estimation of functionals of sparse covariance matrices ⋮ Statistical and computational limits for sparse matrix detection ⋮ Phase transitions for detecting latent geometry in random graphs ⋮ Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence ⋮ Combinatorial inference for graphical models ⋮ Detecting Markov random fields hidden in white noise ⋮ Two-sample Hypothesis Testing for Inhomogeneous Random Graphs ⋮ Testing for high-dimensional geometry in random graphs ⋮ Detecting a Path of Correlations in a Network ⋮ Property testing in high-dimensional Ising models

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Innovated higher criticism for detecting sparse signals in correlated noise
• Optimal detection of sparse principal components in high dimension
• High-dimensional random geometric graphs and their clique number
• Detection of correlations
• On combinatorial testing problems
• On testing for an identity covariance matrix when the dimensionality equals or exceeds the sample size
• Searching for a trail of evidence in a maze
• Optimal rates of convergence for covariance matrix estimation
• Covariance regularization by thresholding
• Operator norm consistent estimation of large-dimensional sparse covariance matrices
• Some hypothesis tests for the covariance matrix when the dimension is large compared to the sample size
• Minimax detection of a signal for \(l^ n\)-balls.
• Non-asymptotic minimax rates of testing in signal detection
• Higher criticism for detecting sparse heterogeneous mixtures.
• Concentration of measure and isoperimetric inequalities in product spaces
• Minimax risks for sparse regressions: ultra-high dimensional phenomenons
• Goodness-of-fit tests for high-dimensional Gaussian linear models
• Regularized estimation of large covariance matrices
• On some test criteria for covariance matrix
• Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
• Testing for complete independence in high dimensions
• Tests for High-Dimensional Covariance Matrices
• A Direct Formulation for Sparse PCA Using Semidefinite Programming

This page was built for publication: Detecting positive correlations in a multivariate sample