Detection of sparse additive functions

DOI10.1214/12-EJS715MaRDI QIDQ1950867zbMATH OpenFDO

Authors Ghislaine Gayraud, Yuri I. Ingster

Publication date 28 May 2013

Published in Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1011.6369, https://projecteuclid.org/euclid.ejs/1346421599

zbMATH Keywords

asymptotic minimax approachdetection boundaryGaussian white noise modelhigh-dimensional settingsparsity

Mathematics Subject Classification ID

Gaussian processes (60G15) Minimax procedures in statistical decision theory (62C20) Nonparametric hypothesis testing (62G10) Asymptotic properties of nonparametric inference (62G20) Hypothesis testing in multivariate analysis (62H15)

Abstract: We study the problem of detection of a high-dimensional signal function in the white Gaussian noise model. As well as a smoothness assumption on the signal function, we assume an additive sparse condition on the latter. The detection problem is expressed in terms of a nonparametric hypothesis testing problem and it is solved according to the asymptotical minimax approach. The minimax test procedures are adaptive in the sparsity parameter for high sparsity case. We extend to the functional case the known results in the detection of sparse high-dimensional vectors. In particular, our asymptotic detection boundaries are derived from the same asymptotic relations as in the vector case.

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Cited in

(11)

• Minimax optimal procedures for testing the structure of multidimensional functions
• Principal components analysis for mixtures with varying concentrations
• Adaptive variable selection in nonparametric sparse regression
• Statistical inference in compound functional models
• Adaptive detection of a high-variable function
• Higher criticism for large-scale inference, especially for rare and weak effects
• Nonlinear Variable Selection via Deep Neural Networks
• Exact variable selection in sparse nonparametric models
• Tight conditions for consistency of variable selection in the context of high dimensionality
• To the memory of Yu. I. Ingster
• Detection of a sparse variable function

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