Sharp detection of smooth signals in a high-dimensional sparse matrix with indirect observations
From MaRDI portal
Publication:503078
DOI10.1214/15-AIHP689zbMath1353.62056arXiv1301.4660MaRDI QIDQ503078
Cristina Butucea, Ghislaine Gayraud
Publication date: 11 January 2017
Published in: Annales de l'Institut Henri Poincaré. Probabilités et Statistiques (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1301.4660
inverse problems; high-dimensional data; Gaussian white noise model; sparsity; detection boundary; asymptotic minimax test; heterogeneous observations; indirect observations; sharp rates
62G10: Nonparametric hypothesis testing
60G15: Gaussian processes
62G20: Asymptotic properties of nonparametric inference
62H15: Hypothesis testing in multivariate analysis
62C20: Minimax procedures in statistical decision theory
Related Items
Sharp minimax tests for large covariance matrices and adaptation, Connection between the selection problem for a sparse submatrix of a large-size matrix and the Bayesian problem of hypotheses testing, Sharp variable selection of a sparse submatrix in a high-dimensional noisy matrix