Large-scale inference with block structure

DOI10.1214/21-AOS2162MaRDI QIDQ2148988

Jiyao Kou, Guenther Walther

Publication date: 24 June 2022

Published in: The Annals of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1907.00085

zbMATH Keywords

sparse signal detectionblock structureheterogeneous mixture detectionstructured \(\phi\)-divergencestructured Berk-Jones statisticstructured higher criticismtail bound for higher criticism statistic and Berk-Jones statistictail bound for supremum of binomial log likelihood ratio processtail bound for supremum of standardized Brownian bridge

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Hypothesis testing in multivariate analysis (62H15) Statistics of extreme values; tail inference (62G32)

Related Items (1)

Identifying the support of rectangular signals in Gaussian noise

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Innovated higher criticism for detecting sparse signals in correlated noise
• Detection of spatial clustering with average likelihood ratio test statistics
• Some problems of hypothesis testing leading to infinitely divisible distributions
• Detection and feature selection in sparse mixture models
• Minimax detection of a signal for \(l^ n\)-balls.
• Higher criticism for detecting sparse heterogeneous mixtures.
• Higher criticism: \(p\)-values and criticism
• Optimal and fast detection of spatial clusters with scan statistics
• Detection of an anomalous cluster in a network
• Optimal classification in sparse Gaussian graphic model
• Tests alternative to higher criticism for high-dimensional means under sparsity and column-wise dependence
• Goodness-of-fit tests via phi-divergences
• Detection of a signal of known shape in a multichannel system
• Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics
• Optimal Detection of Heterogeneous and Heteroscedastic Mixtures
• Near-Optimal Detection of Geometric Objects by Fast Multiscale Methods
• Classification of sparse high-dimensional vectors
• Maximally Selected Chi Square Statistics
• Detection with the scan and the average likelihood ratio
• Optimal Sparse Segment Identification With Application in Copy Number Variation Analysis
• The average likelihood ratio for large-scale multiple testing and detecting sparse mixtures

This page was built for publication: Large-scale inference with block structure