Detection of a sparse submatrix of a high-dimensional noisy matrix

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

zbMATH Keywords

random matricesminimax testingdetection of sparse signalminimax adaptive testingsharp detection bounds

Mathematics Subject Classification ID

Estimation in multivariate analysis (62H12) Parametric hypothesis testing (62F03) Hypothesis testing in multivariate analysis (62H15) Minimax procedures in statistical decision theory (62C20) Signal detection and filtering (aspects of stochastic processes) (60G35) Signal theory (characterization, reconstruction, filtering, etc.) (94A12)

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Uses Software

• LAS

Cites Work

• On combinatorial testing problems
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• Detection of an anomalous cluster in a network
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