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.)
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Uses Software
Cites Work
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