Detection of Correlations With Adaptive Sensing

DOI10.1109/TIT.2014.2364713zbMATH Open1359.94219arXiv1311.5366OpenAlexW2024011275MaRDI QIDQ2979181FDOQ2979181

Authors: Rui M. Castro, Pierre-André Savalle, Gábor Lugosi 

Publication date: 2 May 2017

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Abstract: The problem of detecting correlations from samples of a high-dimensional Gaussian vector has recently received a lot of attention. In most existing work, detection procedures are provided with a full sample. However, following common wisdom in experimental design, the experimenter may have the capacity to make targeted measurements in an on-line and adaptive manner. In this work, we investigate such adaptive sensing procedures for detecting positive correlations. It it shown that, using the same number of measurements, adaptive procedures are able to detect significantly weaker correlations than their non-adaptive counterparts. We also establish minimax lower bounds that show the limitations of any procedure.

Full work available at URL: https://arxiv.org/abs/1311.5366

Mathematics Subject Classification ID

Detection theory in information and communication theory (94A13)

Cited In (3)

• An adaptive decorrelation procedure for signal detection
• On the Fundamental Limits of Adaptive Sensing
• Detection of correlations

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