Detection of a sparse submatrix of a high-dimensional noisy matrix
From MaRDI portal
Publication:2435256
DOI10.3150/12-BEJ470zbMath1457.62072arXiv1109.0898MaRDI QIDQ2435256
Cristina Butucea, Yuri I. Ingster
Publication date: 4 February 2014
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1109.0898
random matrices; minimax testing; detection of sparse signal; minimax adaptive testing; sharp detection bounds
62H12: Estimation in multivariate analysis
62F03: Parametric hypothesis testing
62H15: Hypothesis testing in multivariate analysis
62C20: Minimax procedures in statistical decision theory
60G35: Signal detection and filtering (aspects of stochastic processes)
94A12: Signal theory (characterization, reconstruction, filtering, etc.)
Related Items
Submatrix localization via message passing, Distribution-Free, Size Adaptive Submatrix Detection with Acceleration, A goodness-of-fit test on the number of biclusters in a relational data matrix, Free Energy Wells and Overlap Gap Property in Sparse PCA, Testing correlation of unlabeled random graphs, Sparse Sliced Inverse Regression Via Lasso, Higher criticism for large-scale inference, especially for rare and weak effects, Optimal detection of sparse principal components in high dimension, Adaptive sensing performance lower bounds for sparse signal detection and support estimation, Comment on ``Hypothesis testing by convex optimization, The sparse Poisson means model, Community detection in sparse random networks, To the memory of Yu. I. Ingster, Detection of a sparse variable function, Multidimensional two-component Gaussian mixtures detection, Optimal change point detection in Gaussian processes, Optimality and sub-optimality of PCA. I: Spiked random matrix models, Multiscale scanning in inverse problems, Detecting a planted community in an inhomogeneous random graph, The overlap gap property in principal submatrix recovery, Optimal inference with a multidimensional multiscale statistic, Tensor clustering with planted structures: statistical optimality and computational limits, Uniform estimation in stochastic block models is slow, Fast nonasymptotic testing and support recovery for large sparse Toeplitz covariance matrices, Computational barriers to estimation from low-degree polynomials, Multidimensional multiscale scanning in exponential families: limit theory and statistical consequences, Statistical and computational limits for sparse matrix detection, Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing, Optimal testing for planted satisfiability problems, High-dimensional change-point detection under sparse alternatives, Computational barriers in minimax submatrix detection, Energy landscape for large average submatrix detection problems in Gaussian random matrices, Distribution-free detection of a submatrix, Community detection in dense random networks, Sharp detection boundaries on testing dense subhypergraph, Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix
Uses Software
Cites Work
- On combinatorial testing problems
- Nuclear-norm penalization and optimal rates for noisy low-rank matrix completion
- Global testing under sparse alternatives: ANOVA, multiple comparisons and the higher criticism
- Finding large average submatrices in high dimensional data
- Some problems of hypothesis testing leading to infinitely divisible distributions
- Higher criticism for detecting sparse heterogeneous mixtures.
- On the maximal size of large-average and ANOVA-fit submatrices in a Gaussian random matrix
- Simultaneous analysis of Lasso and Dantzig selector
- Detection of an anomalous cluster in a network
- Detection of a signal of known shape in a multichannel system
- Near-Optimal Detection of Geometric Objects by Fast Multiscale Methods