Detecting positive correlations in a multivariate sample
From MaRDI portal
Publication:2345119
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
Hypothesis testing in multivariate analysis (62H15) Measures of association (correlation, canonical correlation, etc.) (62H20) Random graphs (graph-theoretic aspects) (05C80)
Related Items
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