Detecting a path of correlations in a network

MaRDI QIDQ2954468zbMATH OpenFDO

Authors Ery Arias-Castro, Nicolas Verzelen, Gábor Lugosi

Publication date 13 January 2017

Full work available at URL https://arxiv.org/abs/1511.01009, http://alea.impa.br/articles/v14/14-03.pdf

zbMATH Keywords

anomalous correlationsdetection of anomaliesgraphsminimax theorynetworkswhite noise

Mathematics Subject Classification ID

Random matrices (probabilistic aspects) (60B20) White noise theory (60H40) Minimax procedures in statistical decision theory (62C20) Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20)

Abstract: We consider the problem of detecting an anomaly in the form of a path of correlations hidden in white noise. We provide a minimax lower bound and a test that, under mild assumptions, is able to achieve the lower bound up to a multiplicative constant.

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Cites work

• Adaptive multiscale detection of filamentary structures in a background of uniform random points
• Cluster detection in networks using percolation
• Detecting Markov random fields hidden in white noise
• Detecting positive correlations in a multivariate sample
• Detection of an anomalous cluster in a network
• Detection of correlations
• Honey-pot constrained searching with local sensory information
• scientific article; zbMATH DE number 783366 (Why is no real title available?)
• Maximal meaningful events and applications to image analysis
• Near-Optimal Detection of Geometric Objects by Fast Multiscale Methods
• On combinatorial testing problems
• Optimal and fast detection of spatial clusters with scan statistics
• Searching for a trail of evidence in a maze
• Unpredictable paths and percolation

Cited in

(4)

• Thresholds for detecting an anomalous path from noisy environments
• On the interpretation of inflated correlation path weights in concentration graphs
• Detection of correlations
• Searching for a trail of evidence in a maze

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