Comment on ``Hypothesis testing by convex optimization

DOI10.1214/15-EJS998zbMath1327.62295MaRDI QIDQ491382

Philippe Rigollet

Publication date: 25 August 2015

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ejs/1438951884

Mathematics Subject Classification ID

Nonparametric hypothesis testing (62G10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Minimax procedures in statistical decision theory (62C20) Convex programming (90C25) Numerical optimization and variational techniques (65K10) Markov processes: hypothesis testing (62M02)

Cites Work

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• On combinatorial testing problems
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• High-dimensional Ising model selection using \(\ell _{1}\)-regularized logistic regression
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• Expected complexity of graph partitioning problems
• Computational barriers in minimax submatrix detection
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• The Dantzig selector: statistical estimation when \(p\) is much larger than \(n\). (With discussions and rejoinder).
• Exact matrix completion via convex optimization
• Large Cliques Elude the Metropolis Process
• Neyman-Pearson classification, convexity and stochastic constraints
• Convexity, Classification, and Risk Bounds
• A Direct Formulation for Sparse PCA Using Semidefinite Programming

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